CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 0.7352 0.7279 -0.0073 -1.0% 0.7250
High 0.7369 0.7283 -0.0086 -1.2% 0.7358
Low 0.7274 0.7204 -0.0070 -1.0% 0.7213
Close 0.7278 0.7234 -0.0044 -0.6% 0.7316
Range 0.0095 0.0079 -0.0016 -16.8% 0.0145
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 3,899 7,328 3,429 87.9% 5,735
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7477 0.7435 0.7277
R3 0.7398 0.7356 0.7256
R2 0.7319 0.7319 0.7248
R1 0.7277 0.7277 0.7241 0.7259
PP 0.7240 0.7240 0.7240 0.7231
S1 0.7198 0.7198 0.7227 0.7180
S2 0.7161 0.7161 0.7220
S3 0.7082 0.7119 0.7212
S4 0.7003 0.7040 0.7191
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 0.7204 0.0203 2.8% 0.0064 0.9% 15% False True 3,414
10 0.7407 0.7204 0.0203 2.8% 0.0064 0.9% 15% False True 2,296
20 0.7407 0.7178 0.0229 3.2% 0.0062 0.9% 24% False False 1,338
40 0.7407 0.7036 0.0371 5.1% 0.0055 0.8% 53% False False 747
60 0.7407 0.7036 0.0371 5.1% 0.0049 0.7% 53% False False 513
80 0.7407 0.7036 0.0371 5.1% 0.0045 0.6% 53% False False 387
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7619
2.618 0.7490
1.618 0.7411
1.000 0.7362
0.618 0.7332
HIGH 0.7283
0.618 0.7253
0.500 0.7244
0.382 0.7234
LOW 0.7204
0.618 0.7155
1.000 0.7125
1.618 0.7076
2.618 0.6997
4.250 0.6868
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 0.7244 0.7306
PP 0.7240 0.7282
S1 0.7237 0.7258

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

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