CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Feb-2019

Day Change Summary
	Previous	Current
	04-Feb-2019	05-Feb-2019	Change	Change %	Previous Week
Open	0.7254	0.7226	-0.0028	-0.4%	0.7186
High	0.7259	0.7269	0.0010	0.1%	0.7300
Low	0.7216	0.7199	-0.0017	-0.2%	0.7144
Close	0.7229	0.7234	0.0005	0.1%	0.7255
Range	0.0043	0.0070	0.0027	62.8%	0.0156
ATR	0.0062	0.0063	0.0001	0.9%	0.0000
Volume	76,394	89,443	13,049	17.1%	532,582

Daily Pivots for day following 05-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7444	0.7409	0.7273
R3	0.7374	0.7339	0.7253
R2	0.7304	0.7304	0.7247
R1	0.7269	0.7269	0.7240	0.7287
PP	0.7234	0.7234	0.7234	0.7243
S1	0.7199	0.7199	0.7228	0.7217
S2	0.7164	0.7164	0.7221
S3	0.7094	0.7129	0.7215
S4	0.7024	0.7059	0.7196

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7634	0.7341
R3	0.7545	0.7478	0.7298
R2	0.7389	0.7389	0.7284
R1	0.7322	0.7322	0.7269	0.7355
PP	0.7233	0.7233	0.7233	0.7250
S1	0.7166	0.7166	0.7241	0.7200
S2	0.7077	0.7077	0.7226
S3	0.6921	0.7010	0.7212
S4	0.6765	0.6854	0.7169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7300	0.7154	0.0146	2.0%	0.0068	0.9%	55%	False	False	110,207
10	0.7300	0.7082	0.0218	3.0%	0.0064	0.9%	70%	False	False	98,623
20	0.7300	0.7082	0.0218	3.0%	0.0059	0.8%	70%	False	False	100,035
40	0.7300	0.6825	0.0475	6.6%	0.0061	0.8%	86%	False	False	88,194
60	0.7407	0.6825	0.0582	8.0%	0.0061	0.8%	70%	False	False	59,242
80	0.7407	0.6825	0.0582	8.0%	0.0058	0.8%	70%	False	False	44,470
100	0.7407	0.6825	0.0582	8.0%	0.0054	0.7%	70%	False	False	35,585
120	0.7407	0.6825	0.0582	8.0%	0.0050	0.7%	70%	False	False	29,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7566
2.618	0.7452
1.618	0.7382
1.000	0.7339
0.618	0.7312
HIGH	0.7269
0.618	0.7242
0.500	0.7234
0.382	0.7226
LOW	0.7199
0.618	0.7156
1.000	0.7129
1.618	0.7086
2.618	0.7016
4.250	0.6902

Fisher Pivots for day following 05-Feb-2019
Pivot	1 day	3 day
R1	0.7234	0.7244
PP	0.7234	0.7241
S1	0.7234	0.7237

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols