CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 0.7191 0.7218 0.0027 0.4% 0.7129
High 0.7242 0.7225 -0.0017 -0.2% 0.7242
Low 0.7189 0.7183 -0.0006 -0.1% 0.7122
Close 0.7214 0.7206 -0.0008 -0.1% 0.7214
Range 0.0053 0.0042 -0.0011 -20.8% 0.0120
ATR 0.0064 0.0062 -0.0002 -2.4% 0.0000
Volume 108,751 73,564 -35,187 -32.4% 512,364
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7331 0.7310 0.7229
R3 0.7289 0.7268 0.7218
R2 0.7247 0.7247 0.7214
R1 0.7226 0.7226 0.7210 0.7216
PP 0.7205 0.7205 0.7205 0.7199
S1 0.7184 0.7184 0.7202 0.7174
S2 0.7163 0.7163 0.7198
S3 0.7121 0.7142 0.7194
S4 0.7079 0.7100 0.7183
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7553 0.7503 0.7280
R3 0.7433 0.7383 0.7247
R2 0.7313 0.7313 0.7236
R1 0.7263 0.7263 0.7225 0.7288
PP 0.7193 0.7193 0.7193 0.7205
S1 0.7143 0.7143 0.7203 0.7168
S2 0.7073 0.7073 0.7192
S3 0.6953 0.7023 0.7181
S4 0.6833 0.6903 0.7148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7242 0.7125 0.0117 1.6% 0.0047 0.6% 69% False False 99,363
10 0.7242 0.6825 0.0417 5.8% 0.0071 1.0% 91% False False 100,859
20 0.7242 0.6825 0.0417 5.8% 0.0064 0.9% 91% False False 90,990
40 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 65% False False 51,239
60 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 65% False False 34,221
80 0.7407 0.6825 0.0582 8.1% 0.0053 0.7% 65% False False 25,680
100 0.7407 0.6825 0.0582 8.1% 0.0050 0.7% 65% False False 20,548
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7404
2.618 0.7335
1.618 0.7293
1.000 0.7267
0.618 0.7251
HIGH 0.7225
0.618 0.7209
0.500 0.7204
0.382 0.7199
LOW 0.7183
0.618 0.7157
1.000 0.7141
1.618 0.7115
2.618 0.7073
4.250 0.7005
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 0.7205 0.7203
PP 0.7205 0.7201
S1 0.7204 0.7198

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

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