CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 02-Nov-2018
Day Change Summary
Previous Current
01-Nov-2018 02-Nov-2018 Change Change % Previous Week
Open 0.7094 0.7227 0.0133 1.9% 0.7100
High 0.7220 0.7263 0.0043 0.6% 0.7263
Low 0.7094 0.7196 0.0102 1.4% 0.7072
Close 0.7220 0.7203 -0.0017 -0.2% 0.7203
Range 0.0126 0.0067 -0.0059 -46.8% 0.0191
ATR 0.0052 0.0053 0.0001 2.1% 0.0000
Volume 78 1,297 1,219 1,562.8% 1,553
Daily Pivots for day following 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7422 0.7379 0.7240
R3 0.7355 0.7312 0.7221
R2 0.7288 0.7288 0.7215
R1 0.7245 0.7245 0.7209 0.7233
PP 0.7221 0.7221 0.7221 0.7215
S1 0.7178 0.7178 0.7197 0.7166
S2 0.7154 0.7154 0.7191
S3 0.7087 0.7111 0.7185
S4 0.7020 0.7044 0.7166
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7752 0.7669 0.7308
R3 0.7561 0.7478 0.7256
R2 0.7370 0.7370 0.7238
R1 0.7287 0.7287 0.7221 0.7328
PP 0.7179 0.7179 0.7179 0.7200
S1 0.7096 0.7096 0.7185 0.7138
S2 0.6988 0.6988 0.7168
S3 0.6797 0.6905 0.7150
S4 0.6606 0.6714 0.7098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7263 0.7072 0.0191 2.7% 0.0066 0.9% 69% True False 310
10 0.7263 0.7036 0.0227 3.2% 0.0054 0.8% 74% True False 189
20 0.7263 0.7036 0.0227 3.2% 0.0050 0.7% 74% True False 141
40 0.7319 0.7036 0.0283 3.9% 0.0043 0.6% 59% False False 92
60 0.7379 0.7036 0.0343 4.8% 0.0038 0.5% 49% False False 64
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7438
1.618 0.7371
1.000 0.7330
0.618 0.7304
HIGH 0.7263
0.618 0.7237
0.500 0.7230
0.382 0.7222
LOW 0.7196
0.618 0.7155
1.000 0.7129
1.618 0.7088
2.618 0.7021
4.250 0.6911
Fisher Pivots for day following 02-Nov-2018
Pivot 1 day 3 day
R1 0.7230 0.7193
PP 0.7221 0.7183
S1 0.7212 0.7174

These figures are updated between 7pm and 10pm EST after a trading day.

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