CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 0.7052 0.7054 0.0002 0.0% 0.7045
High 0.7080 0.7059 -0.0021 -0.3% 0.7085
Low 0.7042 0.6991 -0.0051 -0.7% 0.7025
Close 0.7052 0.7008 -0.0044 -0.6% 0.7054
Range 0.0038 0.0068 0.0030 79.0% 0.0060
ATR 0.0056 0.0057 0.0001 1.5% 0.0000
Volume 50,795 100,484 49,689 97.8% 223,408
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7223 0.7184 0.7045
R3 0.7155 0.7116 0.7027
R2 0.7087 0.7087 0.7020
R1 0.7048 0.7048 0.7014 0.7034
PP 0.7019 0.7019 0.7019 0.7012
S1 0.6980 0.6980 0.7002 0.6965
S2 0.6951 0.6951 0.6996
S3 0.6883 0.6912 0.6989
S4 0.6815 0.6844 0.6971
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 0.7085 0.6991 0.0094 1.3% 0.0050 0.7% 18% False True 67,266
10 0.7213 0.6991 0.0222 3.2% 0.0059 0.8% 8% False True 78,922
20 0.7407 0.6991 0.0416 5.9% 0.0056 0.8% 4% False True 58,996
40 0.7407 0.6991 0.0416 5.9% 0.0057 0.8% 4% False True 29,843
60 0.7407 0.6991 0.0416 5.9% 0.0054 0.8% 4% False True 19,942
80 0.7407 0.6991 0.0416 5.9% 0.0050 0.7% 4% False True 14,967
100 0.7407 0.6991 0.0416 5.9% 0.0045 0.6% 4% False True 11,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7237
1.618 0.7169
1.000 0.7127
0.618 0.7101
HIGH 0.7059
0.618 0.7033
0.500 0.7025
0.382 0.7017
LOW 0.6991
0.618 0.6949
1.000 0.6923
1.618 0.6881
2.618 0.6813
4.250 0.6702
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 0.7025 0.7036
PP 0.7019 0.7026
S1 0.7014 0.7017

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

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