CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 0.7073 0.7037 -0.0036 -0.5% 0.7045
High 0.7085 0.7078 -0.0007 -0.1% 0.7085
Low 0.7025 0.7036 0.0011 0.2% 0.7025
Close 0.7027 0.7054 0.0027 0.4% 0.7054
Range 0.0060 0.0042 -0.0018 -30.0% 0.0060
ATR 0.0058 0.0057 0.0000 -0.8% 0.0000
Volume 86,136 62,929 -23,207 -26.9% 223,408
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7182 0.7160 0.7077
R3 0.7140 0.7118 0.7066
R2 0.7098 0.7098 0.7062
R1 0.7076 0.7076 0.7058 0.7087
PP 0.7056 0.7056 0.7056 0.7062
S1 0.7034 0.7034 0.7050 0.7045
S2 0.7014 0.7014 0.7046
S3 0.6972 0.6992 0.7042
S4 0.6930 0.6950 0.7031
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7235 0.7204 0.7087
R3 0.7175 0.7144 0.7071
R2 0.7115 0.7115 0.7065
R1 0.7084 0.7084 0.7060 0.7100
PP 0.7055 0.7055 0.7055 0.7062
S1 0.7024 0.7024 0.7049 0.7040
S2 0.6995 0.6995 0.7043
S3 0.6935 0.6964 0.7038
S4 0.6875 0.6904 0.7021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7132 0.7025 0.0107 1.5% 0.0054 0.8% 27% False False 65,014
10 0.7237 0.7025 0.0212 3.0% 0.0058 0.8% 14% False False 81,120
20 0.7407 0.7025 0.0382 5.4% 0.0055 0.8% 8% False False 51,617
40 0.7407 0.7025 0.0382 5.4% 0.0059 0.8% 8% False False 26,095
60 0.7407 0.7025 0.0382 5.4% 0.0054 0.8% 8% False False 17,423
80 0.7407 0.7025 0.0382 5.4% 0.0049 0.7% 8% False False 13,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7257
2.618 0.7188
1.618 0.7146
1.000 0.7120
0.618 0.7104
HIGH 0.7078
0.618 0.7062
0.500 0.7057
0.382 0.7052
LOW 0.7036
0.618 0.7010
1.000 0.6994
1.618 0.6968
2.618 0.6926
4.250 0.6858
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 0.7057 0.7055
PP 0.7056 0.7055
S1 0.7055 0.7054

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

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