CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 0.7372 0.7352 -0.0020 -0.3% 0.7250
High 0.7407 0.7369 -0.0038 -0.5% 0.7358
Low 0.7341 0.7274 -0.0067 -0.9% 0.7213
Close 0.7352 0.7278 -0.0074 -1.0% 0.7316
Range 0.0066 0.0095 0.0029 43.9% 0.0145
ATR 0.0061 0.0063 0.0002 4.0% 0.0000
Volume 2,145 3,899 1,754 81.8% 5,735
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7592 0.7530 0.7330
R3 0.7497 0.7435 0.7304
R2 0.7402 0.7402 0.7295
R1 0.7340 0.7340 0.7287 0.7324
PP 0.7307 0.7307 0.7307 0.7299
S1 0.7245 0.7245 0.7269 0.7229
S2 0.7212 0.7212 0.7261
S3 0.7117 0.7150 0.7252
S4 0.7022 0.7055 0.7226
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 0.7274 0.0133 1.8% 0.0058 0.8% 3% False True 2,157
10 0.7407 0.7213 0.0194 2.7% 0.0063 0.9% 34% False False 1,763
20 0.7407 0.7178 0.0229 3.1% 0.0062 0.8% 44% False False 980
40 0.7407 0.7036 0.0371 5.1% 0.0055 0.8% 65% False False 564
60 0.7407 0.7036 0.0371 5.1% 0.0049 0.7% 65% False False 391
80 0.7407 0.7036 0.0371 5.1% 0.0044 0.6% 65% False False 296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7618
1.618 0.7523
1.000 0.7464
0.618 0.7428
HIGH 0.7369
0.618 0.7333
0.500 0.7322
0.382 0.7310
LOW 0.7274
0.618 0.7215
1.000 0.7179
1.618 0.7120
2.618 0.7025
4.250 0.6870
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 0.7322 0.7341
PP 0.7307 0.7320
S1 0.7293 0.7299

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

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