CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 0.7201 0.7202 0.0001 0.0% 0.7373
High 0.7238 0.7235 -0.0003 0.0% 0.7407
Low 0.7190 0.7196 0.0006 0.1% 0.7204
Close 0.7198 0.7217 0.0019 0.3% 0.7221
Range 0.0048 0.0039 -0.0009 -18.8% 0.0203
ATR 0.0062 0.0060 -0.0002 -2.6% 0.0000
Volume 14,912 40,126 25,214 169.1% 24,817
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7333 0.7314 0.7238
R3 0.7294 0.7275 0.7228
R2 0.7255 0.7255 0.7224
R1 0.7236 0.7236 0.7221 0.7246
PP 0.7216 0.7216 0.7216 0.7221
S1 0.7197 0.7197 0.7213 0.7207
S2 0.7177 0.7177 0.7210
S3 0.7138 0.7158 0.7206
S4 0.7099 0.7119 0.7196
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 0.7369 0.7190 0.0179 2.5% 0.0061 0.8% 15% False False 14,892
10 0.7407 0.7190 0.0217 3.0% 0.0061 0.8% 12% False False 8,510
20 0.7407 0.7178 0.0229 3.2% 0.0061 0.8% 17% False False 4,458
40 0.7407 0.7036 0.0371 5.1% 0.0056 0.8% 49% False False 2,326
60 0.7407 0.7036 0.0371 5.1% 0.0050 0.7% 49% False False 1,564
80 0.7407 0.7036 0.0371 5.1% 0.0046 0.6% 49% False False 1,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7337
1.618 0.7298
1.000 0.7274
0.618 0.7259
HIGH 0.7235
0.618 0.7220
0.500 0.7216
0.382 0.7211
LOW 0.7196
0.618 0.7172
1.000 0.7157
1.618 0.7133
2.618 0.7094
4.250 0.7030
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 0.7217 0.7223
PP 0.7216 0.7221
S1 0.7216 0.7219

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

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