CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 0.7147 0.7183 0.0036 0.5% 0.7052
High 0.7201 0.7204 0.0003 0.0% 0.7132
Low 0.7146 0.7154 0.0008 0.1% 0.6825
Close 0.7188 0.7190 0.0002 0.0% 0.7124
Range 0.0055 0.0050 -0.0005 -9.1% 0.0307
ATR 0.0066 0.0065 -0.0001 -1.7% 0.0000
Volume 117,970 96,681 -21,289 -18.0% 422,669
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7333 0.7311 0.7218
R3 0.7283 0.7261 0.7204
R2 0.7233 0.7233 0.7199
R1 0.7211 0.7211 0.7195 0.7222
PP 0.7183 0.7183 0.7183 0.7188
S1 0.7161 0.7161 0.7185 0.7172
S2 0.7133 0.7133 0.7181
S3 0.7083 0.7111 0.7176
S4 0.7033 0.7061 0.7163
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 0.7204 0.7001 0.0203 2.8% 0.0061 0.8% 93% True False 107,854
10 0.7204 0.6825 0.0379 5.3% 0.0072 1.0% 96% True False 97,534
20 0.7254 0.6825 0.0429 6.0% 0.0063 0.9% 85% False False 88,916
40 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 63% False False 46,687
60 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 63% False False 31,189
80 0.7407 0.6825 0.0582 8.1% 0.0053 0.7% 63% False False 23,402
100 0.7407 0.6825 0.0582 8.1% 0.0049 0.7% 63% False False 18,725
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7417
2.618 0.7335
1.618 0.7285
1.000 0.7254
0.618 0.7235
HIGH 0.7204
0.618 0.7185
0.500 0.7179
0.382 0.7173
LOW 0.7154
0.618 0.7123
1.000 0.7104
1.618 0.7073
2.618 0.7023
4.250 0.6942
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 0.7186 0.7182
PP 0.7183 0.7173
S1 0.7179 0.7165

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

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