CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Nov-2018
Day Change Summary
Previous Current
05-Nov-2018 06-Nov-2018 Change Change % Previous Week
Open 0.7213 0.7227 0.0014 0.2% 0.7100
High 0.7229 0.7253 0.0024 0.3% 0.7263
Low 0.7199 0.7221 0.0022 0.3% 0.7072
Close 0.7229 0.7228 -0.0001 0.0% 0.7203
Range 0.0030 0.0032 0.0002 6.7% 0.0191
ATR 0.0051 0.0050 -0.0001 -2.7% 0.0000
Volume 184 53 -131 -71.2% 1,553
Daily Pivots for day following 06-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7330 0.7311 0.7246
R3 0.7298 0.7279 0.7237
R2 0.7266 0.7266 0.7234
R1 0.7247 0.7247 0.7231 0.7257
PP 0.7234 0.7234 0.7234 0.7239
S1 0.7215 0.7215 0.7225 0.7225
S2 0.7202 0.7202 0.7222
S3 0.7170 0.7183 0.7219
S4 0.7138 0.7151 0.7210
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 0.7084 0.0179 2.5% 0.0057 0.8% 80% False False 338
10 0.7263 0.7036 0.0227 3.1% 0.0053 0.7% 85% False False 203
20 0.7263 0.7036 0.0227 3.1% 0.0049 0.7% 85% False False 149
40 0.7319 0.7036 0.0283 3.9% 0.0043 0.6% 68% False False 97
60 0.7379 0.7036 0.0343 4.7% 0.0038 0.5% 56% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7389
2.618 0.7337
1.618 0.7305
1.000 0.7285
0.618 0.7273
HIGH 0.7253
0.618 0.7241
0.500 0.7237
0.382 0.7233
LOW 0.7221
0.618 0.7201
1.000 0.7189
1.618 0.7169
2.618 0.7137
4.250 0.7085
Fisher Pivots for day following 06-Nov-2018
Pivot 1 day 3 day
R1 0.7237 0.7230
PP 0.7234 0.7229
S1 0.7231 0.7229

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

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