CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 0.7186 0.7183 -0.0003 0.0% 0.7201
High 0.7196 0.7213 0.0017 0.2% 0.7254
Low 0.7178 0.7174 -0.0004 -0.1% 0.7161
Close 0.7187 0.7180 -0.0007 -0.1% 0.7187
Range 0.0018 0.0039 0.0021 116.7% 0.0093
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 69,438 87,053 17,615 25.4% 299,700
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7306 0.7282 0.7201
R3 0.7267 0.7243 0.7191
R2 0.7228 0.7228 0.7187
R1 0.7204 0.7204 0.7184 0.7197
PP 0.7189 0.7189 0.7189 0.7185
S1 0.7165 0.7165 0.7176 0.7158
S2 0.7150 0.7150 0.7173
S3 0.7111 0.7126 0.7169
S4 0.7072 0.7087 0.7159
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7480 0.7426 0.7238
R3 0.7387 0.7333 0.7213
R2 0.7294 0.7294 0.7204
R1 0.7240 0.7240 0.7196 0.7221
PP 0.7201 0.7201 0.7201 0.7191
S1 0.7147 0.7147 0.7178 0.7128
S2 0.7108 0.7108 0.7170
S3 0.7015 0.7054 0.7161
S4 0.6922 0.6961 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7254 0.7161 0.0093 1.3% 0.0041 0.6% 20% False False 80,230
10 0.7369 0.7161 0.0208 2.9% 0.0051 0.7% 9% False False 47,561
20 0.7407 0.7161 0.0246 3.4% 0.0056 0.8% 8% False False 24,482
40 0.7407 0.7036 0.0371 5.2% 0.0055 0.8% 39% False False 12,334
60 0.7407 0.7036 0.0371 5.2% 0.0051 0.7% 39% False False 8,248
80 0.7407 0.7036 0.0371 5.2% 0.0046 0.6% 39% False False 6,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7379
2.618 0.7315
1.618 0.7276
1.000 0.7252
0.618 0.7237
HIGH 0.7213
0.618 0.7198
0.500 0.7194
0.382 0.7189
LOW 0.7174
0.618 0.7150
1.000 0.7135
1.618 0.7111
2.618 0.7072
4.250 0.7008
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 0.7194 0.7199
PP 0.7189 0.7193
S1 0.7185 0.7186

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

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