CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary
Previous Current
07-Nov-2018 08-Nov-2018 Change Change % Previous Week
Open 0.7251 0.7283 0.0032 0.4% 0.7100
High 0.7310 0.7310 0.0000 0.0% 0.7263
Low 0.7228 0.7261 0.0033 0.5% 0.7072
Close 0.7299 0.7263 -0.0036 -0.5% 0.7203
Range 0.0082 0.0049 -0.0033 -40.2% 0.0191
ATR 0.0052 0.0052 0.0000 -0.4% 0.0000
Volume 167 111 -56 -33.5% 1,553
Daily Pivots for day following 08-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7425 0.7393 0.7290
R3 0.7376 0.7344 0.7276
R2 0.7327 0.7327 0.7272
R1 0.7295 0.7295 0.7267 0.7287
PP 0.7278 0.7278 0.7278 0.7274
S1 0.7246 0.7246 0.7259 0.7238
S2 0.7229 0.7229 0.7254
S3 0.7180 0.7197 0.7250
S4 0.7131 0.7148 0.7236
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 0.7310 0.7196 0.0114 1.6% 0.0052 0.7% 59% True False 362
10 0.7310 0.7036 0.0274 3.8% 0.0060 0.8% 83% True False 224
20 0.7310 0.7036 0.0274 3.8% 0.0049 0.7% 83% True False 159
40 0.7319 0.7036 0.0283 3.9% 0.0043 0.6% 80% False False 100
60 0.7379 0.7036 0.0343 4.7% 0.0040 0.5% 66% False False 73
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 False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7518
2.618 0.7438
1.618 0.7389
1.000 0.7359
0.618 0.7340
HIGH 0.7310
0.618 0.7291
0.500 0.7286
0.382 0.7280
LOW 0.7261
0.618 0.7231
1.000 0.7212
1.618 0.7182
2.618 0.7133
4.250 0.7053
Fisher Pivots for day following 08-Nov-2018
Pivot 1 day 3 day
R1 0.7286 0.7266
PP 0.7278 0.7265
S1 0.7271 0.7264

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

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