CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 0.7054 0.6893 -0.0161 -2.3% 0.7045
High 0.7059 0.7028 -0.0031 -0.4% 0.7085
Low 0.6991 0.6825 -0.0166 -2.4% 0.7025
Close 0.7008 0.7010 0.0002 0.0% 0.7054
Range 0.0068 0.0203 0.0135 198.5% 0.0060
ATR 0.0057 0.0067 0.0010 18.4% 0.0000
Volume 100,484 135,729 35,245 35.1% 223,408
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7563 0.7490 0.7122
R3 0.7360 0.7287 0.7066
R2 0.7157 0.7157 0.7047
R1 0.7084 0.7084 0.7029 0.7121
PP 0.6954 0.6954 0.6954 0.6973
S1 0.6881 0.6881 0.6991 0.6918
S2 0.6751 0.6751 0.6973
S3 0.6548 0.6678 0.6954
S4 0.6345 0.6475 0.6898
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 0.6825 0.0260 3.7% 0.0082 1.2% 71% False True 87,214
10 0.7211 0.6825 0.0386 5.5% 0.0075 1.1% 48% False True 83,789
20 0.7369 0.6825 0.0544 7.8% 0.0063 0.9% 34% False True 65,675
40 0.7407 0.6825 0.0582 8.3% 0.0061 0.9% 32% False True 33,231
60 0.7407 0.6825 0.0582 8.3% 0.0057 0.8% 32% False True 22,203
80 0.7407 0.6825 0.0582 8.3% 0.0052 0.7% 32% False True 16,664
100 0.7407 0.6825 0.0582 8.3% 0.0047 0.7% 32% False True 13,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7559
1.618 0.7356
1.000 0.7231
0.618 0.7153
HIGH 0.7028
0.618 0.6950
0.500 0.6927
0.382 0.6903
LOW 0.6825
0.618 0.6700
1.000 0.6622
1.618 0.6497
2.618 0.6294
4.250 0.5962
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 0.6982 0.6991
PP 0.6954 0.6972
S1 0.6927 0.6953

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

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