CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.7113 0.7195 0.0082 1.2% 0.7195
High 0.7190 0.7239 0.0049 0.7% 0.7225
Low 0.7113 0.7195 0.0082 1.2% 0.7115
Close 0.7190 0.7205 0.0015 0.2% 0.7121
Range 0.0077 0.0044 -0.0033 -42.9% 0.0110
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 9 133 124 1,377.8% 22
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7345 0.7319 0.7229
R3 0.7301 0.7275 0.7217
R2 0.7257 0.7257 0.7213
R1 0.7231 0.7231 0.7209 0.7244
PP 0.7213 0.7213 0.7213 0.7220
S1 0.7187 0.7187 0.7201 0.7200
S2 0.7169 0.7169 0.7197
S3 0.7125 0.7143 0.7193
S4 0.7081 0.7099 0.7181
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 0.7239 0.7097 0.0142 2.0% 0.0047 0.6% 76% True False 35
10 0.7291 0.7097 0.0194 2.7% 0.0040 0.6% 56% False False 28
20 0.7379 0.7097 0.0282 3.9% 0.0033 0.5% 38% False False 17
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7426
2.618 0.7354
1.618 0.7310
1.000 0.7283
0.618 0.7266
HIGH 0.7239
0.618 0.7222
0.500 0.7217
0.382 0.7212
LOW 0.7195
0.618 0.7168
1.000 0.7151
1.618 0.7124
2.618 0.7080
4.250 0.7008
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.7217 0.7193
PP 0.7213 0.7180
S1 0.7209 0.7168

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

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