CME Australian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.7070	0.7081	0.0011	0.2%	0.7099
High	0.7093	0.7099	0.0006	0.1%	0.7110
Low	0.7058	0.7050	-0.0008	-0.1%	0.7004
Close	0.7088	0.7090	0.0002	0.0%	0.7048
Range	0.0035	0.0049	0.0014	40.0%	0.0106
ATR	0.0058	0.0057	-0.0001	-1.1%	0.0000
Volume	96,021	144,462	48,441	50.4%	465,836

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7227	0.7207	0.7117
R3	0.7178	0.7158	0.7103
R2	0.7129	0.7129	0.7099
R1	0.7109	0.7109	0.7094	0.7119
PP	0.7080	0.7080	0.7080	0.7085
S1	0.7060	0.7060	0.7086	0.7070
S2	0.7031	0.7031	0.7081
S3	0.6982	0.7011	0.7077
S4	0.6933	0.6962	0.7063

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7372	0.7316	0.7106
R3	0.7266	0.7210	0.7077
R2	0.7160	0.7160	0.7067
R1	0.7104	0.7104	0.7058	0.7079
PP	0.7054	0.7054	0.7054	0.7042
S1	0.6998	0.6998	0.7038	0.6973
S2	0.6948	0.6948	0.7029
S3	0.6842	0.6892	0.7019
S4	0.6736	0.6786	0.6990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7099	0.7004	0.0095	1.3%	0.0046	0.6%	91%	True	False	107,287
10	0.7169	0.7004	0.0165	2.3%	0.0050	0.7%	52%	False	False	102,273
20	0.7210	0.7004	0.0206	2.9%	0.0059	0.8%	42%	False	False	105,255
40	0.7300	0.7004	0.0296	4.2%	0.0061	0.9%	29%	False	False	102,487
60	0.7300	0.6825	0.0475	6.7%	0.0062	0.9%	56%	False	False	98,654
80	0.7407	0.6825	0.0582	8.2%	0.0061	0.9%	46%	False	False	76,863
100	0.7407	0.6825	0.0582	8.2%	0.0059	0.8%	46%	False	False	61,527
120	0.7407	0.6825	0.0582	8.2%	0.0056	0.8%	46%	False	False	51,283

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7307
2.618	0.7227
1.618	0.7178
1.000	0.7148
0.618	0.7129
HIGH	0.7099
0.618	0.7080
0.500	0.7075
0.382	0.7069
LOW	0.7050
0.618	0.7020
1.000	0.7001
1.618	0.6971
2.618	0.6922
4.250	0.6842

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.7085	0.7081
PP	0.7080	0.7072
S1	0.7075	0.7063

Download as Excel Spreadsheet

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

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