CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 0.7239 0.7270 0.0031 0.4% 0.7109
High 0.7283 0.7302 0.0019 0.3% 0.7239
Low 0.7231 0.7268 0.0037 0.5% 0.7097
Close 0.7275 0.7302 0.0027 0.4% 0.7176
Range 0.0052 0.0034 -0.0018 -34.6% 0.0142
ATR 0.0046 0.0045 -0.0001 -1.8% 0.0000
Volume 25 40 15 60.0% 196
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7393 0.7381 0.7321
R3 0.7359 0.7347 0.7311
R2 0.7325 0.7325 0.7308
R1 0.7313 0.7313 0.7305 0.7319
PP 0.7291 0.7291 0.7291 0.7294
S1 0.7279 0.7279 0.7299 0.7285
S2 0.7257 0.7257 0.7296
S3 0.7223 0.7245 0.7293
S4 0.7189 0.7211 0.7283
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 0.7302 0.7171 0.0131 1.8% 0.0034 0.5% 100% True False 24
10 0.7302 0.7097 0.0205 2.8% 0.0041 0.6% 100% True False 29
20 0.7369 0.7097 0.0272 3.7% 0.0037 0.5% 75% False False 23
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 0.7447
2.618 0.7391
1.618 0.7357
1.000 0.7336
0.618 0.7323
HIGH 0.7302
0.618 0.7289
0.500 0.7285
0.382 0.7281
LOW 0.7268
0.618 0.7247
1.000 0.7234
1.618 0.7213
2.618 0.7179
4.250 0.7123
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 0.7296 0.7286
PP 0.7291 0.7269
S1 0.7285 0.7253

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

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