CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 0.7285 0.7248 -0.0037 -0.5% 0.7182
High 0.7319 0.7248 -0.0071 -1.0% 0.7307
Low 0.7257 0.7218 -0.0039 -0.5% 0.7182
Close 0.7287 0.7223 -0.0064 -0.9% 0.7294
Range 0.0062 0.0030 -0.0032 -51.6% 0.0125
ATR 0.0042 0.0044 0.0002 4.6% 0.0000
Volume 37 95 58 156.8% 108
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7320 0.7301 0.7240
R3 0.7290 0.7271 0.7231
R2 0.7260 0.7260 0.7229
R1 0.7241 0.7241 0.7226 0.7236
PP 0.7230 0.7230 0.7230 0.7227
S1 0.7211 0.7211 0.7220 0.7205
S2 0.7200 0.7200 0.7217
S3 0.7170 0.7181 0.7215
S4 0.7140 0.7151 0.7206
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 0.7319 0.7218 0.0101 1.4% 0.0027 0.4% 5% False True 35
10 0.7319 0.7171 0.0148 2.0% 0.0031 0.4% 35% False False 29
20 0.7319 0.7097 0.0222 3.1% 0.0035 0.5% 57% False False 29
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7327
1.618 0.7297
1.000 0.7278
0.618 0.7267
HIGH 0.7248
0.618 0.7237
0.500 0.7233
0.382 0.7229
LOW 0.7218
0.618 0.7199
1.000 0.7188
1.618 0.7169
2.618 0.7139
4.250 0.7090
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 0.7233 0.7269
PP 0.7230 0.7253
S1 0.7226 0.7238

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

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