CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 0.7227 0.7213 -0.0014 -0.2% 0.7100
High 0.7263 0.7229 -0.0034 -0.5% 0.7263
Low 0.7196 0.7199 0.0003 0.0% 0.7072
Close 0.7203 0.7229 0.0026 0.4% 0.7203
Range 0.0067 0.0030 -0.0037 -55.2% 0.0191
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 1,297 184 -1,113 -85.8% 1,553
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7309 0.7299 0.7245
R3 0.7279 0.7269 0.7237
R2 0.7249 0.7249 0.7234
R1 0.7239 0.7239 0.7232 0.7244
PP 0.7219 0.7219 0.7219 0.7222
S1 0.7209 0.7209 0.7226 0.7214
S2 0.7189 0.7189 0.7224
S3 0.7159 0.7179 0.7221
S4 0.7129 0.7149 0.7213
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 0.7073 0.0190 2.6% 0.0063 0.9% 82% False False 335
10 0.7263 0.7036 0.0227 3.1% 0.0053 0.7% 85% False False 199
20 0.7263 0.7036 0.0227 3.1% 0.0050 0.7% 85% False False 148
40 0.7319 0.7036 0.0283 3.9% 0.0043 0.6% 68% False False 96
60 0.7379 0.7036 0.0343 4.7% 0.0038 0.5% 56% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7356
2.618 0.7308
1.618 0.7278
1.000 0.7259
0.618 0.7248
HIGH 0.7229
0.618 0.7218
0.500 0.7214
0.382 0.7210
LOW 0.7199
0.618 0.7180
1.000 0.7169
1.618 0.7150
2.618 0.7120
4.250 0.7072
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 0.7224 0.7212
PP 0.7219 0.7195
S1 0.7214 0.7179

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

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