CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 09-Nov-2018
Day Change Summary
Previous Current
08-Nov-2018 09-Nov-2018 Change Change % Previous Week
Open 0.7283 0.7272 -0.0011 -0.2% 0.7213
High 0.7310 0.7273 -0.0037 -0.5% 0.7310
Low 0.7261 0.7234 -0.0027 -0.4% 0.7199
Close 0.7263 0.7240 -0.0023 -0.3% 0.7240
Range 0.0049 0.0039 -0.0010 -20.4% 0.0111
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 111 268 157 141.4% 783
Daily Pivots for day following 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7366 0.7342 0.7261
R3 0.7327 0.7303 0.7251
R2 0.7288 0.7288 0.7247
R1 0.7264 0.7264 0.7244 0.7257
PP 0.7249 0.7249 0.7249 0.7245
S1 0.7225 0.7225 0.7236 0.7218
S2 0.7210 0.7210 0.7233
S3 0.7171 0.7186 0.7229
S4 0.7132 0.7147 0.7219
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7583 0.7522 0.7301
R3 0.7472 0.7411 0.7271
R2 0.7361 0.7361 0.7260
R1 0.7300 0.7300 0.7250 0.7330
PP 0.7250 0.7250 0.7250 0.7265
S1 0.7189 0.7189 0.7230 0.7220
S2 0.7139 0.7139 0.7220
S3 0.7028 0.7078 0.7209
S4 0.6917 0.6967 0.7179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7310 0.7199 0.0111 1.5% 0.0046 0.6% 37% False False 156
10 0.7310 0.7072 0.0238 3.3% 0.0056 0.8% 71% False False 233
20 0.7310 0.7036 0.0274 3.8% 0.0049 0.7% 74% False False 172
40 0.7319 0.7036 0.0283 3.9% 0.0043 0.6% 72% False False 106
60 0.7379 0.7036 0.0343 4.7% 0.0040 0.6% 59% False False 77
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7375
1.618 0.7336
1.000 0.7312
0.618 0.7297
HIGH 0.7273
0.618 0.7258
0.500 0.7254
0.382 0.7249
LOW 0.7234
0.618 0.7210
1.000 0.7195
1.618 0.7171
2.618 0.7132
4.250 0.7068
Fisher Pivots for day following 09-Nov-2018
Pivot 1 day 3 day
R1 0.7254 0.7269
PP 0.7249 0.7259
S1 0.7245 0.7250

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

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