CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 0.7263 0.7349 0.0086 1.2% 0.7339
High 0.7337 0.7359 0.0022 0.3% 0.7379
Low 0.7263 0.7349 0.0086 1.2% 0.7255
Close 0.7336 0.7357 0.0021 0.3% 0.7336
Range 0.0074 0.0010 -0.0064 -86.5% 0.0124
ATR
Volume 6 3 -3 -50.0% 20
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7385 0.7381 0.7363
R3 0.7375 0.7371 0.7360
R2 0.7365 0.7365 0.7359
R1 0.7361 0.7361 0.7358 0.7363
PP 0.7355 0.7355 0.7355 0.7356
S1 0.7351 0.7351 0.7356 0.7353
S2 0.7345 0.7345 0.7355
S3 0.7335 0.7341 0.7354
S4 0.7325 0.7331 0.7352
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7695 0.7640 0.7404
R3 0.7571 0.7516 0.7370
R2 0.7447 0.7447 0.7359
R1 0.7392 0.7392 0.7347 0.7358
PP 0.7323 0.7323 0.7323 0.7306
S1 0.7268 0.7268 0.7325 0.7233
S2 0.7199 0.7199 0.7313
S3 0.7075 0.7144 0.7302
S4 0.6951 0.7020 0.7268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7379 0.7255 0.0124 1.7% 0.0033 0.4% 82% False False 4
10 0.7379 0.7245 0.0134 1.8% 0.0024 0.3% 84% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7385
1.618 0.7375
1.000 0.7369
0.618 0.7365
HIGH 0.7359
0.618 0.7355
0.500 0.7354
0.382 0.7353
LOW 0.7349
0.618 0.7343
1.000 0.7339
1.618 0.7333
2.618 0.7323
4.250 0.7307
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 0.7356 0.7340
PP 0.7355 0.7324
S1 0.7354 0.7307

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

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