CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 0.7049 0.7073 0.0024 0.3% 0.7186
High 0.7079 0.7085 0.0006 0.1% 0.7213
Low 0.7039 0.7025 -0.0014 -0.2% 0.7037
Close 0.7063 0.7027 -0.0036 -0.5% 0.7054
Range 0.0040 0.0060 0.0020 50.0% 0.0176
ATR 0.0058 0.0058 0.0000 0.3% 0.0000
Volume 35,987 86,136 50,149 139.4% 483,974
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7226 0.7186 0.7060
R3 0.7166 0.7126 0.7044
R2 0.7106 0.7106 0.7038
R1 0.7066 0.7066 0.7033 0.7056
PP 0.7046 0.7046 0.7046 0.7041
S1 0.7006 0.7006 0.7022 0.6996
S2 0.6986 0.6986 0.7016
S3 0.6926 0.6946 0.7011
S4 0.6866 0.6886 0.6994
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 0.7158 0.7025 0.0133 1.9% 0.0058 0.8% 2% False True 75,382
10 0.7254 0.7025 0.0229 3.3% 0.0057 0.8% 1% False True 81,668
20 0.7407 0.7025 0.0382 5.4% 0.0055 0.8% 1% False True 48,523
40 0.7407 0.7025 0.0382 5.4% 0.0058 0.8% 1% False True 24,524
60 0.7407 0.7025 0.0382 5.4% 0.0054 0.8% 1% False True 16,375
80 0.7407 0.7025 0.0382 5.4% 0.0049 0.7% 1% False True 12,290
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7340
2.618 0.7242
1.618 0.7182
1.000 0.7145
0.618 0.7122
HIGH 0.7085
0.618 0.7062
0.500 0.7055
0.382 0.7048
LOW 0.7025
0.618 0.6988
1.000 0.6965
1.618 0.6928
2.618 0.6868
4.250 0.6770
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 0.7055 0.7055
PP 0.7046 0.7046
S1 0.7036 0.7036

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

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