CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Jan-2019
Day Change Summary
Previous Current
16-Jan-2019 17-Jan-2019 Change Change % Previous Week
Open 0.7206 0.7177 -0.0029 -0.4% 0.7129
High 0.7218 0.7228 0.0010 0.1% 0.7242
Low 0.7168 0.7153 -0.0015 -0.2% 0.7122
Close 0.7185 0.7206 0.0021 0.3% 0.7214
Range 0.0050 0.0075 0.0025 50.0% 0.0120
ATR 0.0060 0.0061 0.0001 1.7% 0.0000
Volume 82,383 118,880 36,497 44.3% 512,364
Daily Pivots for day following 17-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7421 0.7388 0.7247
R3 0.7346 0.7313 0.7227
R2 0.7271 0.7271 0.7220
R1 0.7238 0.7238 0.7213 0.7255
PP 0.7196 0.7196 0.7196 0.7204
S1 0.7163 0.7163 0.7199 0.7180
S2 0.7121 0.7121 0.7192
S3 0.7046 0.7088 0.7185
S4 0.6971 0.7013 0.7165
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 0.7153 0.0089 1.2% 0.0053 0.7% 60% False True 97,904
10 0.7242 0.7001 0.0241 3.3% 0.0057 0.8% 85% False False 102,879
20 0.7242 0.6825 0.0417 5.8% 0.0066 0.9% 91% False False 93,334
40 0.7407 0.6825 0.0582 8.1% 0.0061 0.9% 65% False False 58,908
60 0.7407 0.6825 0.0582 8.1% 0.0059 0.8% 65% False False 39,334
80 0.7407 0.6825 0.0582 8.1% 0.0055 0.8% 65% False False 29,520
100 0.7407 0.6825 0.0582 8.1% 0.0050 0.7% 65% False False 23,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7547
2.618 0.7424
1.618 0.7349
1.000 0.7303
0.618 0.7274
HIGH 0.7228
0.618 0.7199
0.500 0.7191
0.382 0.7182
LOW 0.7153
0.618 0.7107
1.000 0.7078
1.618 0.7032
2.618 0.6957
4.250 0.6834
Fisher Pivots for day following 17-Jan-2019
Pivot 1 day 3 day
R1 0.7201 0.7202
PP 0.7196 0.7197
S1 0.7191 0.7193

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

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