CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 10-Sep-2018
Day Change Summary
Previous Current
07-Sep-2018 10-Sep-2018 Change Change % Previous Week
Open 0.7167 0.7109 -0.0058 -0.8% 0.7195
High 0.7167 0.7136 -0.0031 -0.4% 0.7225
Low 0.7115 0.7109 -0.0006 -0.1% 0.7115
Close 0.7121 0.7121 0.0000 0.0% 0.7121
Range 0.0052 0.0027 -0.0025 -48.1% 0.0110
ATR 0.0047 0.0046 -0.0001 -3.0% 0.0000
Volume 9 2 -7 -77.8% 22
Daily Pivots for day following 10-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7203 0.7189 0.7136
R3 0.7176 0.7162 0.7128
R2 0.7149 0.7149 0.7126
R1 0.7135 0.7135 0.7123 0.7142
PP 0.7122 0.7122 0.7122 0.7126
S1 0.7108 0.7108 0.7119 0.7115
S2 0.7095 0.7095 0.7116
S3 0.7068 0.7081 0.7114
S4 0.7041 0.7054 0.7106
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 0.7225 0.7109 0.0116 1.6% 0.0034 0.5% 10% False True 4
10 0.7369 0.7109 0.0260 3.7% 0.0029 0.4% 5% False True 16
20 0.7379 0.7109 0.0270 3.8% 0.0027 0.4% 4% False True 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7251
2.618 0.7207
1.618 0.7180
1.000 0.7163
0.618 0.7153
HIGH 0.7136
0.618 0.7126
0.500 0.7123
0.382 0.7119
LOW 0.7109
0.618 0.7092
1.000 0.7082
1.618 0.7065
2.618 0.7038
4.250 0.6994
Fisher Pivots for day following 10-Sep-2018
Pivot 1 day 3 day
R1 0.7123 0.7161
PP 0.7122 0.7147
S1 0.7122 0.7134

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

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