CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 0.7182 0.7223 0.0041 0.6% 0.7109
High 0.7205 0.7227 0.0022 0.3% 0.7239
Low 0.7182 0.7204 0.0022 0.3% 0.7097
Close 0.7191 0.7224 0.0033 0.5% 0.7176
Range 0.0023 0.0023 0.0000 0.0% 0.0142
ATR 0.0045 0.0045 -0.0001 -1.5% 0.0000
Volume 9 18 9 100.0% 196
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7287 0.7279 0.7237
R3 0.7264 0.7256 0.7230
R2 0.7241 0.7241 0.7228
R1 0.7233 0.7233 0.7226 0.7237
PP 0.7218 0.7218 0.7218 0.7221
S1 0.7210 0.7210 0.7222 0.7214
S2 0.7195 0.7195 0.7220
S3 0.7172 0.7187 0.7218
S4 0.7149 0.7164 0.7211
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7597 0.7528 0.7254
R3 0.7455 0.7386 0.7215
R2 0.7313 0.7313 0.7202
R1 0.7244 0.7244 0.7189 0.7279
PP 0.7171 0.7171 0.7171 0.7188
S1 0.7102 0.7102 0.7163 0.7137
S2 0.7029 0.7029 0.7150
S3 0.6887 0.6960 0.7137
S4 0.6745 0.6818 0.7098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7239 0.7113 0.0126 1.7% 0.0041 0.6% 88% False False 39
10 0.7239 0.7097 0.0142 2.0% 0.0035 0.5% 89% False False 24
20 0.7379 0.7097 0.0282 3.9% 0.0035 0.5% 45% False False 20
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.7325
2.618 0.7287
1.618 0.7264
1.000 0.7250
0.618 0.7241
HIGH 0.7227
0.618 0.7218
0.500 0.7216
0.382 0.7213
LOW 0.7204
0.618 0.7190
1.000 0.7181
1.618 0.7167
2.618 0.7144
4.250 0.7106
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 0.7221 0.7216
PP 0.7218 0.7207
S1 0.7216 0.7199

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

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