CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 0.7248 0.7217 -0.0031 -0.4% 0.7271
High 0.7248 0.7248 0.0000 0.0% 0.7319
Low 0.7218 0.7217 -0.0001 0.0% 0.7217
Close 0.7223 0.7236 0.0013 0.2% 0.7236
Range 0.0030 0.0031 0.0001 3.3% 0.0102
ATR 0.0044 0.0043 -0.0001 -2.1% 0.0000
Volume 95 102 7 7.4% 261
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7327 0.7312 0.7253
R3 0.7296 0.7281 0.7245
R2 0.7265 0.7265 0.7242
R1 0.7250 0.7250 0.7239 0.7258
PP 0.7234 0.7234 0.7234 0.7237
S1 0.7219 0.7219 0.7233 0.7227
S2 0.7203 0.7203 0.7230
S3 0.7172 0.7188 0.7227
S4 0.7141 0.7157 0.7219
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7563 0.7502 0.7292
R3 0.7461 0.7400 0.7264
R2 0.7359 0.7359 0.7255
R1 0.7298 0.7298 0.7245 0.7278
PP 0.7257 0.7257 0.7257 0.7247
S1 0.7196 0.7196 0.7227 0.7176
S2 0.7155 0.7155 0.7217
S3 0.7053 0.7094 0.7208
S4 0.6951 0.6992 0.7180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7319 0.7217 0.0102 1.4% 0.0028 0.4% 19% False True 52
10 0.7319 0.7182 0.0137 1.9% 0.0030 0.4% 39% False False 36
20 0.7319 0.7097 0.0222 3.1% 0.0036 0.5% 63% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7380
2.618 0.7329
1.618 0.7298
1.000 0.7279
0.618 0.7267
HIGH 0.7248
0.618 0.7236
0.500 0.7233
0.382 0.7229
LOW 0.7217
0.618 0.7198
1.000 0.7186
1.618 0.7167
2.618 0.7136
4.250 0.7085
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 0.7235 0.7268
PP 0.7234 0.7257
S1 0.7233 0.7247

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

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