CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 0.7045 0.7049 0.0004 0.1% 0.7186
High 0.7075 0.7079 0.0004 0.1% 0.7213
Low 0.7044 0.7039 -0.0005 -0.1% 0.7037
Close 0.7052 0.7063 0.0011 0.2% 0.7054
Range 0.0031 0.0040 0.0009 29.0% 0.0176
ATR 0.0059 0.0058 -0.0001 -2.3% 0.0000
Volume 38,356 35,987 -2,369 -6.2% 483,974
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7180 0.7162 0.7085
R3 0.7140 0.7122 0.7074
R2 0.7100 0.7100 0.7070
R1 0.7082 0.7082 0.7067 0.7091
PP 0.7060 0.7060 0.7060 0.7065
S1 0.7042 0.7042 0.7059 0.7051
S2 0.7020 0.7020 0.7056
S3 0.6980 0.7002 0.7052
S4 0.6940 0.6962 0.7041
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 0.7211 0.7037 0.0174 2.5% 0.0068 1.0% 15% False False 80,365
10 0.7254 0.7037 0.0217 3.1% 0.0055 0.8% 12% False False 80,297
20 0.7407 0.7037 0.0370 5.2% 0.0058 0.8% 7% False False 44,404
40 0.7407 0.7037 0.0370 5.2% 0.0058 0.8% 7% False False 22,371
60 0.7407 0.7036 0.0371 5.3% 0.0054 0.8% 7% False False 14,941
80 0.7407 0.7036 0.0371 5.3% 0.0049 0.7% 7% False False 11,213
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7249
2.618 0.7184
1.618 0.7144
1.000 0.7119
0.618 0.7104
HIGH 0.7079
0.618 0.7064
0.500 0.7059
0.382 0.7054
LOW 0.7039
0.618 0.7014
1.000 0.6999
1.618 0.6974
2.618 0.6934
4.250 0.6869
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 0.7062 0.7085
PP 0.7060 0.7077
S1 0.7059 0.7070

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

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