CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 0.7088 0.7078 -0.0010 -0.1% 0.7238
High 0.7094 0.7093 -0.0001 0.0% 0.7242
Low 0.7060 0.7061 0.0001 0.0% 0.7060
Close 0.7066 0.7093 0.0027 0.4% 0.7066
Range 0.0034 0.0032 -0.0002 -5.9% 0.0182
ATR 0.0044 0.0044 -0.0001 -2.0% 0.0000
Volume 21 55 34 161.9% 283
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7178 0.7168 0.7111
R3 0.7146 0.7136 0.7102
R2 0.7114 0.7114 0.7099
R1 0.7104 0.7104 0.7096 0.7109
PP 0.7082 0.7082 0.7082 0.7085
S1 0.7072 0.7072 0.7090 0.7077
S2 0.7050 0.7050 0.7087
S3 0.7018 0.7040 0.7084
S4 0.6986 0.7008 0.7075
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 0.7238 0.7060 0.0178 2.5% 0.0043 0.6% 19% False False 67
10 0.7319 0.7060 0.0259 3.7% 0.0036 0.5% 13% False False 57
20 0.7319 0.7060 0.0259 3.7% 0.0036 0.5% 13% False False 45
40 0.7379 0.7060 0.0319 4.5% 0.0032 0.4% 10% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7229
2.618 0.7177
1.618 0.7145
1.000 0.7125
0.618 0.7113
HIGH 0.7093
0.618 0.7081
0.500 0.7077
0.382 0.7073
LOW 0.7061
0.618 0.7041
1.000 0.7029
1.618 0.7009
2.618 0.6977
4.250 0.6925
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 0.7088 0.7090
PP 0.7082 0.7087
S1 0.7077 0.7084

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

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