CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 09-Jan-2019
Day Change Summary
Previous Current
08-Jan-2019 09-Jan-2019 Change Change % Previous Week
Open 0.7152 0.7147 -0.0005 -0.1% 0.7052
High 0.7158 0.7201 0.0043 0.6% 0.7132
Low 0.7125 0.7146 0.0021 0.3% 0.6825
Close 0.7147 0.7188 0.0041 0.6% 0.7124
Range 0.0033 0.0055 0.0022 66.7% 0.0307
ATR 0.0067 0.0066 -0.0001 -1.3% 0.0000
Volume 99,850 117,970 18,120 18.1% 422,669
Daily Pivots for day following 09-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7343 0.7321 0.7218
R3 0.7288 0.7266 0.7203
R2 0.7233 0.7233 0.7198
R1 0.7211 0.7211 0.7193 0.7222
PP 0.7178 0.7178 0.7178 0.7184
S1 0.7156 0.7156 0.7183 0.7167
S2 0.7123 0.7123 0.7178
S3 0.7068 0.7101 0.7173
S4 0.7013 0.7046 0.7158
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 0.7201 0.6825 0.0376 5.2% 0.0092 1.3% 97% True False 115,664
10 0.7201 0.6825 0.0376 5.2% 0.0071 1.0% 97% True False 91,465
20 0.7254 0.6825 0.0429 6.0% 0.0063 0.9% 85% False False 86,088
40 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 62% False False 44,281
60 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 62% False False 29,578
80 0.7407 0.6825 0.0582 8.1% 0.0053 0.7% 62% False False 22,194
100 0.7407 0.6825 0.0582 8.1% 0.0049 0.7% 62% False False 17,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7435
2.618 0.7345
1.618 0.7290
1.000 0.7256
0.618 0.7235
HIGH 0.7201
0.618 0.7180
0.500 0.7174
0.382 0.7167
LOW 0.7146
0.618 0.7112
1.000 0.7091
1.618 0.7057
2.618 0.7002
4.250 0.6912
Fisher Pivots for day following 09-Jan-2019
Pivot 1 day 3 day
R1 0.7183 0.7179
PP 0.7178 0.7170
S1 0.7174 0.7162

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

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