CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 0.7210 0.7224 0.0014 0.2% 0.7373
High 0.7246 0.7254 0.0008 0.1% 0.7407
Low 0.7210 0.7218 0.0008 0.1% 0.7204
Close 0.7228 0.7234 0.0006 0.1% 0.7221
Range 0.0036 0.0036 0.0000 0.0% 0.0203
ATR 0.0058 0.0057 -0.0002 -2.7% 0.0000
Volume 72,426 68,409 -4,017 -5.5% 24,817
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7343 0.7325 0.7254
R3 0.7307 0.7289 0.7244
R2 0.7271 0.7271 0.7241
R1 0.7253 0.7253 0.7237 0.7262
PP 0.7235 0.7235 0.7235 0.7240
S1 0.7217 0.7217 0.7231 0.7226
S2 0.7199 0.7199 0.7227
S3 0.7163 0.7181 0.7224
S4 0.7127 0.7145 0.7214
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 0.7255 0.7190 0.0065 0.9% 0.0041 0.6% 68% False False 40,814
10 0.7407 0.7190 0.0217 3.0% 0.0052 0.7% 20% False False 22,114
20 0.7407 0.7190 0.0217 3.0% 0.0059 0.8% 20% False False 11,488
40 0.7407 0.7036 0.0371 5.1% 0.0056 0.8% 53% False False 5,837
60 0.7407 0.7036 0.0371 5.1% 0.0050 0.7% 53% False False 3,911
80 0.7407 0.7036 0.0371 5.1% 0.0046 0.6% 53% False False 2,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Fibonacci Retracements and Extensions
4.250 0.7407
2.618 0.7348
1.618 0.7312
1.000 0.7290
0.618 0.7276
HIGH 0.7254
0.618 0.7240
0.500 0.7236
0.382 0.7232
LOW 0.7218
0.618 0.7196
1.000 0.7182
1.618 0.7160
2.618 0.7124
4.250 0.7065
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 0.7236 0.7231
PP 0.7235 0.7228
S1 0.7235 0.7225

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

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