CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 0.7183 0.7191 0.0008 0.1% 0.7201
High 0.7213 0.7211 -0.0002 0.0% 0.7254
Low 0.7174 0.7098 -0.0076 -1.1% 0.7161
Close 0.7180 0.7126 -0.0054 -0.8% 0.7187
Range 0.0039 0.0113 0.0074 189.8% 0.0093
ATR 0.0054 0.0058 0.0004 7.8% 0.0000
Volume 87,053 111,048 23,995 27.6% 299,700
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7484 0.7418 0.7188
R3 0.7371 0.7305 0.7157
R2 0.7258 0.7258 0.7147
R1 0.7192 0.7192 0.7136 0.7169
PP 0.7145 0.7145 0.7145 0.7133
S1 0.7079 0.7079 0.7116 0.7056
S2 0.7032 0.7032 0.7105
S3 0.6919 0.6966 0.7095
S4 0.6806 0.6853 0.7064
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 0.7098 0.0156 2.2% 0.0056 0.8% 18% False True 87,955
10 0.7283 0.7098 0.0185 2.6% 0.0053 0.7% 15% False True 58,276
20 0.7407 0.7098 0.0309 4.3% 0.0058 0.8% 9% False True 30,020
40 0.7407 0.7036 0.0371 5.2% 0.0057 0.8% 24% False False 15,110
60 0.7407 0.7036 0.0371 5.2% 0.0052 0.7% 24% False False 10,099
80 0.7407 0.7036 0.0371 5.2% 0.0047 0.7% 24% False False 7,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7691
2.618 0.7507
1.618 0.7394
1.000 0.7324
0.618 0.7281
HIGH 0.7211
0.618 0.7168
0.500 0.7155
0.382 0.7141
LOW 0.7098
0.618 0.7028
1.000 0.6985
1.618 0.6915
2.618 0.6802
4.250 0.6618
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 0.7155 0.7156
PP 0.7145 0.7146
S1 0.7136 0.7136

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

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