CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 0.7202 0.7210 0.0008 0.1% 0.7373
High 0.7235 0.7246 0.0011 0.2% 0.7407
Low 0.7196 0.7210 0.0014 0.2% 0.7204
Close 0.7217 0.7228 0.0011 0.2% 0.7221
Range 0.0039 0.0036 -0.0003 -7.7% 0.0203
ATR 0.0060 0.0058 -0.0002 -2.9% 0.0000
Volume 40,126 72,426 32,300 80.5% 24,817
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7336 0.7318 0.7248
R3 0.7300 0.7282 0.7238
R2 0.7264 0.7264 0.7235
R1 0.7246 0.7246 0.7231 0.7255
PP 0.7228 0.7228 0.7228 0.7233
S1 0.7210 0.7210 0.7225 0.7219
S2 0.7192 0.7192 0.7221
S3 0.7156 0.7174 0.7218
S4 0.7120 0.7138 0.7208
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 0.7283 0.7190 0.0093 1.3% 0.0049 0.7% 41% False False 28,598
10 0.7407 0.7190 0.0217 3.0% 0.0054 0.7% 18% False False 15,377
20 0.7407 0.7190 0.0217 3.0% 0.0060 0.8% 18% False False 8,069
40 0.7407 0.7036 0.0371 5.1% 0.0056 0.8% 52% False False 4,135
60 0.7407 0.7036 0.0371 5.1% 0.0050 0.7% 52% False False 2,771
80 0.7407 0.7036 0.0371 5.1% 0.0046 0.6% 52% False False 2,083
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7399
2.618 0.7340
1.618 0.7304
1.000 0.7282
0.618 0.7268
HIGH 0.7246
0.618 0.7232
0.500 0.7228
0.382 0.7224
LOW 0.7210
0.618 0.7188
1.000 0.7174
1.618 0.7152
2.618 0.7116
4.250 0.7057
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 0.7228 0.7225
PP 0.7228 0.7221
S1 0.7228 0.7218

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

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