CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Feb-2019

Day Change Summary
	Previous	Current
	08-Feb-2019	11-Feb-2019	Change	Change %	Previous Week
Open	0.7101	0.7093	-0.0008	-0.1%	0.7254
High	0.7106	0.7112	0.0006	0.1%	0.7269
Low	0.7064	0.7061	-0.0003	0.0%	0.7064
Close	0.7090	0.7066	-0.0024	-0.3%	0.7090
Range	0.0042	0.0051	0.0009	21.4%	0.0205
ATR	0.0064	0.0063	-0.0001	-1.4%	0.0000
Volume	99,417	79,519	-19,898	-20.0%	491,766

Daily Pivots for day following 11-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7233	0.7200	0.7094
R3	0.7182	0.7149	0.7080
R2	0.7131	0.7131	0.7075
R1	0.7098	0.7098	0.7071	0.7089
PP	0.7080	0.7080	0.7080	0.7075
S1	0.7047	0.7047	0.7061	0.7038
S2	0.7029	0.7029	0.7057
S3	0.6978	0.6996	0.7052
S4	0.6927	0.6945	0.7038

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7628	0.7203
R3	0.7551	0.7423	0.7146
R2	0.7346	0.7346	0.7128
R1	0.7218	0.7218	0.7109	0.7180
PP	0.7141	0.7141	0.7141	0.7122
S1	0.7013	0.7013	0.7071	0.6975
S2	0.6936	0.6936	0.7052
S3	0.6731	0.6808	0.7034
S4	0.6526	0.6603	0.6977

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7269	0.7061	0.0208	2.9%	0.0067	0.9%	2%	False	True	98,978
10	0.7300	0.7061	0.0239	3.4%	0.0064	0.9%	2%	False	True	103,589
20	0.7300	0.7061	0.0239	3.4%	0.0062	0.9%	2%	False	True	99,144
40	0.7300	0.6825	0.0475	6.7%	0.0063	0.9%	51%	False	False	94,938
60	0.7407	0.6825	0.0582	8.2%	0.0062	0.9%	41%	False	False	65,982
80	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	41%	False	False	49,537
100	0.7407	0.6825	0.0582	8.2%	0.0055	0.8%	41%	False	False	39,638
120	0.7407	0.6825	0.0582	8.2%	0.0052	0.7%	41%	False	False	33,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7329
2.618	0.7246
1.618	0.7195
1.000	0.7163
0.618	0.7144
HIGH	0.7112
0.618	0.7093
0.500	0.7087
0.382	0.7080
LOW	0.7061
0.618	0.7029
1.000	0.7010
1.618	0.6978
2.618	0.6927
4.250	0.6844

Fisher Pivots for day following 11-Feb-2019
Pivot	1 day	3 day
R1	0.7087	0.7091
PP	0.7080	0.7083
S1	0.7073	0.7074

Download as Excel Spreadsheet

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

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