CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Oct-2018
Day Change Summary
Previous Current
04-Oct-2018 05-Oct-2018 Change Change % Previous Week
Open 0.7104 0.7088 -0.0016 -0.2% 0.7238
High 0.7107 0.7094 -0.0013 -0.2% 0.7242
Low 0.7085 0.7060 -0.0025 -0.4% 0.7060
Close 0.7090 0.7066 -0.0024 -0.3% 0.7066
Range 0.0022 0.0034 0.0012 54.6% 0.0182
ATR 0.0045 0.0044 -0.0001 -1.8% 0.0000
Volume 80 21 -59 -73.8% 283
Daily Pivots for day following 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7175 0.7155 0.7085
R3 0.7141 0.7121 0.7075
R2 0.7107 0.7107 0.7072
R1 0.7087 0.7087 0.7069 0.7080
PP 0.7073 0.7073 0.7073 0.7070
S1 0.7053 0.7053 0.7063 0.7046
S2 0.7039 0.7039 0.7060
S3 0.7005 0.7019 0.7057
S4 0.6971 0.6985 0.7047
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7669 0.7549 0.7166
R3 0.7487 0.7367 0.7116
R2 0.7305 0.7305 0.7099
R1 0.7185 0.7185 0.7083 0.7154
PP 0.7123 0.7123 0.7123 0.7107
S1 0.7003 0.7003 0.7049 0.6972
S2 0.6941 0.6941 0.7033
S3 0.6759 0.6821 0.7016
S4 0.6577 0.6639 0.6966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7242 0.7060 0.0182 2.6% 0.0039 0.5% 3% False True 56
10 0.7319 0.7060 0.0259 3.7% 0.0033 0.5% 2% False True 54
20 0.7319 0.7060 0.0259 3.7% 0.0036 0.5% 2% False True 42
40 0.7379 0.7060 0.0319 4.5% 0.0031 0.4% 2% False True 26
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7239
2.618 0.7183
1.618 0.7149
1.000 0.7128
0.618 0.7115
HIGH 0.7094
0.618 0.7081
0.500 0.7077
0.382 0.7073
LOW 0.7060
0.618 0.7039
1.000 0.7026
1.618 0.7005
2.618 0.6971
4.250 0.6915
Fisher Pivots for day following 05-Oct-2018
Pivot 1 day 3 day
R1 0.7077 0.7125
PP 0.7073 0.7105
S1 0.7070 0.7086

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

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