CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 0.7244 0.7201 -0.0043 -0.6% 0.7373
High 0.7255 0.7238 -0.0017 -0.2% 0.7407
Low 0.7210 0.7190 -0.0020 -0.3% 0.7204
Close 0.7221 0.7198 -0.0023 -0.3% 0.7221
Range 0.0045 0.0048 0.0003 6.7% 0.0203
ATR 0.0063 0.0062 -0.0001 -1.7% 0.0000
Volume 8,199 14,912 6,713 81.9% 24,817
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7353 0.7323 0.7224
R3 0.7305 0.7275 0.7211
R2 0.7257 0.7257 0.7207
R1 0.7227 0.7227 0.7202 0.7218
PP 0.7209 0.7209 0.7209 0.7204
S1 0.7179 0.7179 0.7194 0.7170
S2 0.7161 0.7161 0.7189
S3 0.7113 0.7131 0.7185
S4 0.7065 0.7083 0.7172
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7886 0.7757 0.7333
R3 0.7683 0.7554 0.7277
R2 0.7480 0.7480 0.7258
R1 0.7351 0.7351 0.7240 0.7314
PP 0.7277 0.7277 0.7277 0.7259
S1 0.7148 0.7148 0.7202 0.7111
S2 0.7074 0.7074 0.7184
S3 0.6871 0.6945 0.7165
S4 0.6668 0.6742 0.7109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7407 0.7190 0.0217 3.0% 0.0067 0.9% 4% False True 7,296
10 0.7407 0.7190 0.0217 3.0% 0.0063 0.9% 4% False True 4,514
20 0.7407 0.7178 0.0229 3.2% 0.0062 0.9% 9% False False 2,474
40 0.7407 0.7036 0.0371 5.2% 0.0055 0.8% 44% False False 1,323
60 0.7407 0.7036 0.0371 5.2% 0.0049 0.7% 44% False False 896
80 0.7407 0.7036 0.0371 5.2% 0.0046 0.6% 44% False False 676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7364
1.618 0.7316
1.000 0.7286
0.618 0.7268
HIGH 0.7238
0.618 0.7220
0.500 0.7214
0.382 0.7208
LOW 0.7190
0.618 0.7160
1.000 0.7142
1.618 0.7112
2.618 0.7064
4.250 0.6986
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 0.7214 0.7237
PP 0.7209 0.7224
S1 0.7203 0.7211

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

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