CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 0.7317 0.7330 0.0013 0.2% 0.7250
High 0.7358 0.7332 -0.0026 -0.4% 0.7358
Low 0.7309 0.7300 -0.0009 -0.1% 0.7213
Close 0.7333 0.7316 -0.0017 -0.2% 0.7316
Range 0.0049 0.0032 -0.0017 -34.7% 0.0145
ATR 0.0060 0.0058 -0.0002 -3.2% 0.0000
Volume 1,042 456 -586 -56.2% 5,735
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7412 0.7396 0.7334
R3 0.7380 0.7364 0.7325
R2 0.7348 0.7348 0.7322
R1 0.7332 0.7332 0.7319 0.7324
PP 0.7316 0.7316 0.7316 0.7312
S1 0.7300 0.7300 0.7313 0.7292
S2 0.7284 0.7284 0.7310
S3 0.7252 0.7268 0.7307
S4 0.7220 0.7236 0.7298
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7731 0.7668 0.7396
R3 0.7586 0.7523 0.7356
R2 0.7441 0.7441 0.7343
R1 0.7378 0.7378 0.7329 0.7410
PP 0.7296 0.7296 0.7296 0.7311
S1 0.7233 0.7233 0.7303 0.7265
S2 0.7151 0.7151 0.7289
S3 0.7006 0.7088 0.7276
S4 0.6861 0.6943 0.7236
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% 0.0062 0.9% 71% False False 1,147
10 0.7358 0.7213 0.0145 2.0% 0.0063 0.9% 71% False False 890
20 0.7358 0.7178 0.0180 2.5% 0.0058 0.8% 77% False False 592
40 0.7358 0.7036 0.0322 4.4% 0.0053 0.7% 87% False False 335
60 0.7358 0.7036 0.0322 4.4% 0.0048 0.7% 87% False False 237
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7468
2.618 0.7416
1.618 0.7384
1.000 0.7364
0.618 0.7352
HIGH 0.7332
0.618 0.7320
0.500 0.7316
0.382 0.7312
LOW 0.7300
0.618 0.7280
1.000 0.7268
1.618 0.7248
2.618 0.7216
4.250 0.7164
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 0.7316 0.7310
PP 0.7316 0.7303
S1 0.7316 0.7297

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

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