CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 04-Jan-2019
Day Change Summary
Previous Current
03-Jan-2019 04-Jan-2019 Change Change % Previous Week
Open 0.6893 0.7012 0.0119 1.7% 0.7052
High 0.7028 0.7132 0.0104 1.5% 0.7132
Low 0.6825 0.7001 0.0176 2.6% 0.6825
Close 0.7010 0.7124 0.0114 1.6% 0.7124
Range 0.0203 0.0131 -0.0072 -35.5% 0.0307
ATR 0.0067 0.0072 0.0005 6.8% 0.0000
Volume 135,729 135,661 -68 -0.1% 422,669
Daily Pivots for day following 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7479 0.7432 0.7196
R3 0.7348 0.7301 0.7160
R2 0.7217 0.7217 0.7148
R1 0.7170 0.7170 0.7136 0.7194
PP 0.7086 0.7086 0.7086 0.7097
S1 0.7039 0.7039 0.7112 0.7063
S2 0.6955 0.6955 0.7100
S3 0.6824 0.6908 0.7088
S4 0.6693 0.6777 0.7052
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7948 0.7843 0.7293
R3 0.7641 0.7536 0.7208
R2 0.7334 0.7334 0.7180
R1 0.7229 0.7229 0.7152 0.7282
PP 0.7027 0.7027 0.7027 0.7053
S1 0.6922 0.6922 0.7096 0.6975
S2 0.6720 0.6720 0.7068
S3 0.6413 0.6615 0.7040
S4 0.6106 0.6308 0.6955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7132 0.6825 0.0307 4.3% 0.0096 1.4% 97% True False 97,119
10 0.7158 0.6825 0.0333 4.7% 0.0077 1.1% 90% False False 86,251
20 0.7283 0.6825 0.0458 6.4% 0.0065 0.9% 65% False False 72,263
40 0.7407 0.6825 0.0582 8.2% 0.0063 0.9% 51% False False 36,622
60 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 51% False False 24,464
80 0.7407 0.6825 0.0582 8.2% 0.0053 0.7% 51% False False 18,359
100 0.7407 0.6825 0.0582 8.2% 0.0048 0.7% 51% False False 14,689
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7475
1.618 0.7344
1.000 0.7263
0.618 0.7213
HIGH 0.7132
0.618 0.7082
0.500 0.7067
0.382 0.7051
LOW 0.7001
0.618 0.6920
1.000 0.6870
1.618 0.6789
2.618 0.6658
4.250 0.6444
Fisher Pivots for day following 04-Jan-2019
Pivot 1 day 3 day
R1 0.7105 0.7076
PP 0.7086 0.7027
S1 0.7067 0.6979

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

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