CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 25-Jan-2019
Day Change Summary
Previous Current
24-Jan-2019 25-Jan-2019 Change Change % Previous Week
Open 0.7147 0.7095 -0.0052 -0.7% 0.7169
High 0.7172 0.7192 0.0020 0.3% 0.7192
Low 0.7086 0.7082 -0.0004 -0.1% 0.7082
Close 0.7094 0.7185 0.0091 1.3% 0.7185
Range 0.0086 0.0110 0.0024 27.9% 0.0110
ATR 0.0061 0.0064 0.0004 5.8% 0.0000
Volume 103,250 117,887 14,637 14.2% 409,792
Daily Pivots for day following 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7483 0.7444 0.7246
R3 0.7373 0.7334 0.7215
R2 0.7263 0.7263 0.7205
R1 0.7224 0.7224 0.7195 0.7244
PP 0.7153 0.7153 0.7153 0.7163
S1 0.7114 0.7114 0.7175 0.7134
S2 0.7043 0.7043 0.7165
S3 0.6933 0.7004 0.7155
S4 0.6823 0.6894 0.7124
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7483 0.7444 0.7246
R3 0.7373 0.7334 0.7215
R2 0.7263 0.7263 0.7205
R1 0.7224 0.7224 0.7195 0.7244
PP 0.7153 0.7153 0.7153 0.7163
S1 0.7114 0.7114 0.7175 0.7134
S2 0.7043 0.7043 0.7165
S3 0.6933 0.7004 0.7155
S4 0.6823 0.6894 0.7124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7221 0.7082 0.0139 1.9% 0.0069 1.0% 74% False True 99,651
10 0.7242 0.7082 0.0160 2.2% 0.0061 0.9% 64% False True 98,778
20 0.7242 0.6825 0.0417 5.8% 0.0066 0.9% 86% False False 98,156
40 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 62% False False 71,280
60 0.7407 0.6825 0.0582 8.1% 0.0061 0.8% 62% False False 47,633
80 0.7407 0.6825 0.0582 8.1% 0.0057 0.8% 62% False False 35,745
100 0.7407 0.6825 0.0582 8.1% 0.0052 0.7% 62% False False 28,602
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 0.0015
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7660
2.618 0.7480
1.618 0.7370
1.000 0.7302
0.618 0.7260
HIGH 0.7192
0.618 0.7150
0.500 0.7137
0.382 0.7124
LOW 0.7082
0.618 0.7014
1.000 0.6972
1.618 0.6904
2.618 0.6794
4.250 0.6614
Fisher Pivots for day following 25-Jan-2019
Pivot 1 day 3 day
R1 0.7169 0.7169
PP 0.7153 0.7153
S1 0.7137 0.7137

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

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