CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.7349 0.7369 0.0020 0.3% 0.7339
High 0.7359 0.7369 0.0010 0.1% 0.7379
Low 0.7349 0.7344 -0.0005 -0.1% 0.7255
Close 0.7357 0.7344 -0.0013 -0.2% 0.7336
Range 0.0010 0.0025 0.0015 150.0% 0.0124
ATR 0.0000 0.0043 0.0043 0.0000
Volume 3 38 35 1,166.7% 20
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7427 0.7411 0.7358
R3 0.7402 0.7386 0.7351
R2 0.7377 0.7377 0.7349
R1 0.7361 0.7361 0.7346 0.7357
PP 0.7352 0.7352 0.7352 0.7350
S1 0.7336 0.7336 0.7342 0.7332
S2 0.7327 0.7327 0.7339
S3 0.7302 0.7311 0.7337
S4 0.7277 0.7286 0.7330
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 0.7369 0.7255 0.0114 1.6% 0.0031 0.4% 78% True False 10
10 0.7379 0.7247 0.0132 1.8% 0.0025 0.3% 73% False False 6
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7434
1.618 0.7409
1.000 0.7394
0.618 0.7384
HIGH 0.7369
0.618 0.7359
0.500 0.7357
0.382 0.7354
LOW 0.7344
0.618 0.7329
1.000 0.7319
1.618 0.7304
2.618 0.7279
4.250 0.7238
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.7357 0.7335
PP 0.7352 0.7325
S1 0.7348 0.7316

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

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