CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 0.7300 0.7271 -0.0029 -0.4% 0.7182
High 0.7307 0.7271 -0.0036 -0.5% 0.7307
Low 0.7277 0.7268 -0.0009 -0.1% 0.7182
Close 0.7294 0.7268 -0.0026 -0.4% 0.7294
Range 0.0030 0.0003 -0.0027 -90.0% 0.0125
ATR 0.0044 0.0043 -0.0001 -2.9% 0.0000
Volume 16 25 9 56.3% 108
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7278 0.7276 0.7270
R3 0.7275 0.7273 0.7269
R2 0.7272 0.7272 0.7269
R1 0.7270 0.7270 0.7268 0.7270
PP 0.7269 0.7269 0.7269 0.7269
S1 0.7267 0.7267 0.7268 0.7267
S2 0.7266 0.7266 0.7267
S3 0.7263 0.7264 0.7267
S4 0.7260 0.7261 0.7266
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7636 0.7590 0.7363
R3 0.7511 0.7465 0.7328
R2 0.7386 0.7386 0.7317
R1 0.7340 0.7340 0.7305 0.7363
PP 0.7261 0.7261 0.7261 0.7273
S1 0.7215 0.7215 0.7283 0.7238
S2 0.7136 0.7136 0.7271
S3 0.7011 0.7090 0.7260
S4 0.6886 0.6965 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7307 0.7204 0.0103 1.4% 0.0028 0.4% 62% False False 24
10 0.7307 0.7097 0.0210 2.9% 0.0036 0.5% 81% False False 32
20 0.7369 0.7097 0.0272 3.7% 0.0033 0.5% 63% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7284
2.618 0.7279
1.618 0.7276
1.000 0.7274
0.618 0.7273
HIGH 0.7271
0.618 0.7270
0.500 0.7270
0.382 0.7269
LOW 0.7268
0.618 0.7266
1.000 0.7265
1.618 0.7263
2.618 0.7260
4.250 0.7255
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 0.7270 0.7288
PP 0.7269 0.7281
S1 0.7269 0.7275

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

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