CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 0.7373 0.7372 -0.0001 0.0% 0.7250
High 0.7407 0.7407 0.0000 0.0% 0.7358
Low 0.7360 0.7341 -0.0019 -0.3% 0.7213
Close 0.7363 0.7352 -0.0011 -0.1% 0.7316
Range 0.0047 0.0066 0.0019 40.4% 0.0145
ATR 0.0060 0.0061 0.0000 0.7% 0.0000
Volume 3,246 2,145 -1,101 -33.9% 5,735
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7565 0.7524 0.7388
R3 0.7499 0.7458 0.7370
R2 0.7433 0.7433 0.7364
R1 0.7392 0.7392 0.7358 0.7380
PP 0.7367 0.7367 0.7367 0.7360
S1 0.7326 0.7326 0.7346 0.7313
S2 0.7301 0.7301 0.7340
S3 0.7235 0.7260 0.7334
S4 0.7169 0.7194 0.7316
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 0.7407 0.7236 0.0171 2.3% 0.0060 0.8% 68% True False 2,127
10 0.7407 0.7213 0.0194 2.6% 0.0062 0.8% 72% True False 1,403
20 0.7407 0.7178 0.0229 3.1% 0.0059 0.8% 76% True False 787
40 0.7407 0.7036 0.0371 5.0% 0.0054 0.7% 85% True False 467
60 0.7407 0.7036 0.0371 5.0% 0.0048 0.7% 85% True False 326
80 0.7407 0.7036 0.0371 5.0% 0.0043 0.6% 85% True False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7580
1.618 0.7514
1.000 0.7473
0.618 0.7448
HIGH 0.7407
0.618 0.7382
0.500 0.7374
0.382 0.7366
LOW 0.7341
0.618 0.7300
1.000 0.7275
1.618 0.7234
2.618 0.7168
4.250 0.7060
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 0.7374 0.7354
PP 0.7367 0.7353
S1 0.7359 0.7353

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

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