CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Nov-2018
Day Change Summary
Previous Current
09-Nov-2018 12-Nov-2018 Change Change % Previous Week
Open 0.7272 0.7231 -0.0041 -0.6% 0.7213
High 0.7273 0.7246 -0.0027 -0.4% 0.7310
Low 0.7234 0.7190 -0.0044 -0.6% 0.7199
Close 0.7240 0.7201 -0.0039 -0.5% 0.7240
Range 0.0039 0.0056 0.0017 43.6% 0.0111
ATR 0.0051 0.0051 0.0000 0.7% 0.0000
Volume 268 449 181 67.5% 783
Daily Pivots for day following 12-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7380 0.7347 0.7232
R3 0.7324 0.7291 0.7216
R2 0.7268 0.7268 0.7211
R1 0.7235 0.7235 0.7206 0.7224
PP 0.7212 0.7212 0.7212 0.7207
S1 0.7179 0.7179 0.7196 0.7168
S2 0.7156 0.7156 0.7191
S3 0.7100 0.7123 0.7186
S4 0.7044 0.7067 0.7170
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 0.7190 0.0120 1.7% 0.0052 0.7% 9% False True 209
10 0.7310 0.7073 0.0237 3.3% 0.0057 0.8% 54% False False 272
20 0.7310 0.7036 0.0274 3.8% 0.0051 0.7% 60% False False 193
40 0.7319 0.7036 0.0283 3.9% 0.0044 0.6% 58% False False 117
60 0.7379 0.7036 0.0343 4.8% 0.0041 0.6% 48% False False 84
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7484
2.618 0.7393
1.618 0.7337
1.000 0.7302
0.618 0.7281
HIGH 0.7246
0.618 0.7225
0.500 0.7218
0.382 0.7211
LOW 0.7190
0.618 0.7155
1.000 0.7134
1.618 0.7099
2.618 0.7043
4.250 0.6952
Fisher Pivots for day following 12-Nov-2018
Pivot 1 day 3 day
R1 0.7218 0.7250
PP 0.7212 0.7234
S1 0.7207 0.7217

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

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