CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 0.7291 0.7240 -0.0051 -0.7% 0.7349
High 0.7291 0.7240 -0.0051 -0.7% 0.7369
Low 0.7266 0.7189 -0.0077 -1.1% 0.7189
Close 0.7266 0.7189 -0.0077 -1.1% 0.7189
Range 0.0025 0.0051 0.0026 104.0% 0.0180
ATR 0.0043 0.0046 0.0002 5.5% 0.0000
Volume 3 92 89 2,966.7% 138
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7359 0.7325 0.7217
R3 0.7308 0.7274 0.7203
R2 0.7257 0.7257 0.7198
R1 0.7223 0.7223 0.7194 0.7215
PP 0.7206 0.7206 0.7206 0.7202
S1 0.7172 0.7172 0.7184 0.7164
S2 0.7155 0.7155 0.7180
S3 0.7104 0.7121 0.7175
S4 0.7053 0.7070 0.7161
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7789 0.7669 0.7288
R3 0.7609 0.7489 0.7239
R2 0.7429 0.7429 0.7222
R1 0.7309 0.7309 0.7206 0.7279
PP 0.7249 0.7249 0.7249 0.7234
S1 0.7129 0.7129 0.7173 0.7099
S2 0.7069 0.7069 0.7156
S3 0.6889 0.6949 0.7140
S4 0.6709 0.6769 0.7090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7369 0.7189 0.0180 2.5% 0.0025 0.4% 0% False True 27
10 0.7379 0.7189 0.0190 2.6% 0.0028 0.4% 0% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7457
2.618 0.7374
1.618 0.7323
1.000 0.7291
0.618 0.7272
HIGH 0.7240
0.618 0.7221
0.500 0.7215
0.382 0.7208
LOW 0.7189
0.618 0.7157
1.000 0.7138
1.618 0.7106
2.618 0.7055
4.250 0.6972
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 0.7215 0.7249
PP 0.7206 0.7229
S1 0.7198 0.7209

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

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