CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 0.7244 0.7317 0.0073 1.0% 0.7326
High 0.7342 0.7358 0.0016 0.2% 0.7336
Low 0.7236 0.7309 0.0073 1.0% 0.7217
Close 0.7328 0.7333 0.0005 0.1% 0.7246
Range 0.0106 0.0049 -0.0057 -53.8% 0.0119
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 3,748 1,042 -2,706 -72.2% 3,058
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7480 0.7456 0.7360
R3 0.7431 0.7407 0.7346
R2 0.7382 0.7382 0.7342
R1 0.7358 0.7358 0.7337 0.7370
PP 0.7333 0.7333 0.7333 0.7340
S1 0.7309 0.7309 0.7329 0.7321
S2 0.7284 0.7284 0.7324
S3 0.7235 0.7260 0.7320
S4 0.7186 0.7211 0.7306
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7623 0.7554 0.7311
R3 0.7504 0.7435 0.7279
R2 0.7385 0.7385 0.7268
R1 0.7316 0.7316 0.7257 0.7291
PP 0.7266 0.7266 0.7266 0.7254
S1 0.7197 0.7197 0.7235 0.7172
S2 0.7147 0.7147 0.7224
S3 0.7028 0.7078 0.7213
S4 0.6909 0.6959 0.7181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7358 0.7213 0.0145 2.0% 0.0064 0.9% 83% True False 1,178
10 0.7358 0.7213 0.0145 2.0% 0.0066 0.9% 83% True False 861
20 0.7358 0.7094 0.0264 3.6% 0.0062 0.9% 91% True False 573
40 0.7358 0.7036 0.0322 4.4% 0.0053 0.7% 92% True False 325
60 0.7358 0.7036 0.0322 4.4% 0.0047 0.6% 92% True False 229
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7486
1.618 0.7437
1.000 0.7407
0.618 0.7388
HIGH 0.7358
0.618 0.7339
0.500 0.7334
0.382 0.7328
LOW 0.7309
0.618 0.7279
1.000 0.7260
1.618 0.7230
2.618 0.7181
4.250 0.7101
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 0.7334 0.7317
PP 0.7333 0.7301
S1 0.7333 0.7286

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

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