CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 21-Dec-2018

Day Change Summary
	Previous	Current
	20-Dec-2018	21-Dec-2018	Change	Change %	Previous Week
Open	0.7127	0.7121	-0.0006	-0.1%	0.7186
High	0.7158	0.7132	-0.0026	-0.4%	0.7213
Low	0.7096	0.7037	-0.0059	-0.8%	0.7037
Close	0.7129	0.7054	-0.0075	-1.1%	0.7054
Range	0.0062	0.0095	0.0033	53.2%	0.0176
ATR	0.0059	0.0061	0.0003	4.4%	0.0000
Volume	114,771	101,664	-13,107	-11.4%	483,974

Daily Pivots for day following 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7359	0.7302	0.7106
R3	0.7264	0.7207	0.7080
R2	0.7169	0.7169	0.7071
R1	0.7112	0.7112	0.7063	0.7093
PP	0.7074	0.7074	0.7074	0.7065
S1	0.7017	0.7017	0.7045	0.6998
S2	0.6979	0.6979	0.7037
S3	0.6884	0.6922	0.7028
S4	0.6789	0.6827	0.7002

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7518	0.7151
R3	0.7453	0.7342	0.7102
R2	0.7277	0.7277	0.7086
R1	0.7166	0.7166	0.7070	0.7134
PP	0.7101	0.7101	0.7101	0.7085
S1	0.6990	0.6990	0.7038	0.6958
S2	0.6925	0.6925	0.7022
S3	0.6749	0.6814	0.7006
S4	0.6573	0.6638	0.6957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7213	0.7037	0.0176	2.5%	0.0065	0.9%	10%	False	True	96,794
10	0.7254	0.7037	0.0217	3.1%	0.0056	0.8%	8%	False	True	78,367
20	0.7407	0.7037	0.0370	5.2%	0.0060	0.9%	5%	False	True	40,711
40	0.7407	0.7036	0.0371	5.3%	0.0060	0.8%	5%	False	False	20,519
60	0.7407	0.7036	0.0371	5.3%	0.0053	0.8%	5%	False	False	13,704
80	0.7407	0.7036	0.0371	5.3%	0.0049	0.7%	5%	False	False	10,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7381
1.618	0.7286
1.000	0.7227
0.618	0.7191
HIGH	0.7132
0.618	0.7096
0.500	0.7085
0.382	0.7073
LOW	0.7037
0.618	0.6978
1.000	0.6942
1.618	0.6883
2.618	0.6788
4.250	0.6633

Fisher Pivots for day following 21-Dec-2018
Pivot	1 day	3 day
R1	0.7085	0.7124
PP	0.7074	0.7101
S1	0.7064	0.7077

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols