CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 0.7217 0.7238 0.0021 0.3% 0.7271
High 0.7248 0.7242 -0.0006 -0.1% 0.7319
Low 0.7217 0.7229 0.0012 0.2% 0.7217
Close 0.7236 0.7242 0.0006 0.1% 0.7236
Range 0.0031 0.0013 -0.0018 -58.1% 0.0102
ATR 0.0043 0.0041 -0.0002 -5.0% 0.0000
Volume 102 2 -100 -98.0% 261
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7277 0.7272 0.7249
R3 0.7264 0.7259 0.7246
R2 0.7251 0.7251 0.7244
R1 0.7246 0.7246 0.7243 0.7249
PP 0.7238 0.7238 0.7238 0.7239
S1 0.7233 0.7233 0.7241 0.7236
S2 0.7225 0.7225 0.7240
S3 0.7212 0.7220 0.7238
S4 0.7199 0.7207 0.7235
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% 0.0030 0.4% 25% False False 47
10 0.7319 0.7204 0.0115 1.6% 0.0029 0.4% 33% False False 36
20 0.7319 0.7097 0.0222 3.1% 0.0034 0.5% 65% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7297
2.618 0.7276
1.618 0.7263
1.000 0.7255
0.618 0.7250
HIGH 0.7242
0.618 0.7237
0.500 0.7236
0.382 0.7234
LOW 0.7229
0.618 0.7221
1.000 0.7216
1.618 0.7208
2.618 0.7195
4.250 0.7174
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 0.7240 0.7239
PP 0.7238 0.7236
S1 0.7236 0.7233

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

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