CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 0.7231 0.7191 -0.0040 -0.6% 0.7213
High 0.7246 0.7231 -0.0015 -0.2% 0.7310
Low 0.7190 0.7178 -0.0012 -0.2% 0.7199
Close 0.7201 0.7216 0.0015 0.2% 0.7240
Range 0.0056 0.0053 -0.0003 -5.4% 0.0111
ATR 0.0051 0.0052 0.0000 0.2% 0.0000
Volume 449 216 -233 -51.9% 783
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7367 0.7345 0.7245
R3 0.7314 0.7292 0.7231
R2 0.7261 0.7261 0.7226
R1 0.7239 0.7239 0.7221 0.7250
PP 0.7208 0.7208 0.7208 0.7214
S1 0.7186 0.7186 0.7211 0.7197
S2 0.7155 0.7155 0.7206
S3 0.7102 0.7133 0.7201
S4 0.7049 0.7080 0.7187
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 0.7178 0.0132 1.8% 0.0056 0.8% 29% False True 242
10 0.7310 0.7084 0.0226 3.1% 0.0056 0.8% 58% False False 290
20 0.7310 0.7036 0.0274 3.8% 0.0052 0.7% 66% False False 202
40 0.7319 0.7036 0.0283 3.9% 0.0045 0.6% 64% False False 122
60 0.7379 0.7036 0.0343 4.8% 0.0041 0.6% 52% False False 88
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7456
2.618 0.7370
1.618 0.7317
1.000 0.7284
0.618 0.7264
HIGH 0.7231
0.618 0.7211
0.500 0.7205
0.382 0.7198
LOW 0.7178
0.618 0.7145
1.000 0.7125
1.618 0.7092
2.618 0.7039
4.250 0.6953
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 0.7212 0.7226
PP 0.7208 0.7222
S1 0.7205 0.7219

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

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