CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 0.7208 0.7167 -0.0041 -0.6% 0.7195
High 0.7212 0.7167 -0.0045 -0.6% 0.7225
Low 0.7206 0.7115 -0.0091 -1.3% 0.7115
Close 0.7212 0.7121 -0.0091 -1.3% 0.7121
Range 0.0006 0.0052 0.0046 766.7% 0.0110
ATR 0.0043 0.0047 0.0004 8.9% 0.0000
Volume 6 9 3 50.0% 22
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7290 0.7258 0.7150
R3 0.7238 0.7206 0.7135
R2 0.7186 0.7186 0.7131
R1 0.7154 0.7154 0.7126 0.7144
PP 0.7134 0.7134 0.7134 0.7130
S1 0.7102 0.7102 0.7116 0.7092
S2 0.7082 0.7082 0.7111
S3 0.7030 0.7050 0.7107
S4 0.6978 0.6998 0.7092
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7484 0.7412 0.7182
R3 0.7374 0.7302 0.7151
R2 0.7264 0.7264 0.7141
R1 0.7192 0.7192 0.7131 0.7173
PP 0.7154 0.7154 0.7154 0.7144
S1 0.7082 0.7082 0.7111 0.7063
S2 0.7044 0.7044 0.7101
S3 0.6934 0.6972 0.7091
S4 0.6824 0.6862 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.7115 0.0125 1.8% 0.0039 0.5% 5% False True 22
10 0.7369 0.7115 0.0254 3.6% 0.0034 0.5% 2% False True 16
20 0.7379 0.7115 0.0264 3.7% 0.0027 0.4% 2% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7388
2.618 0.7303
1.618 0.7251
1.000 0.7219
0.618 0.7199
HIGH 0.7167
0.618 0.7147
0.500 0.7141
0.382 0.7135
LOW 0.7115
0.618 0.7083
1.000 0.7063
1.618 0.7031
2.618 0.6979
4.250 0.6894
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 0.7141 0.7166
PP 0.7134 0.7151
S1 0.7128 0.7136

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

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