CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 10-Oct-2018
Day Change Summary
Previous Current
09-Oct-2018 10-Oct-2018 Change Change % Previous Week
Open 0.7070 0.7135 0.0065 0.9% 0.7238
High 0.7118 0.7139 0.0021 0.3% 0.7242
Low 0.7070 0.7062 -0.0008 -0.1% 0.7060
Close 0.7114 0.7097 -0.0017 -0.2% 0.7066
Range 0.0048 0.0077 0.0029 60.4% 0.0182
ATR 0.0044 0.0046 0.0002 5.4% 0.0000
Volume 24 13 -11 -45.8% 283
Daily Pivots for day following 10-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7330 0.7291 0.7139
R3 0.7253 0.7214 0.7118
R2 0.7176 0.7176 0.7111
R1 0.7137 0.7137 0.7104 0.7118
PP 0.7099 0.7099 0.7099 0.7090
S1 0.7060 0.7060 0.7090 0.7041
S2 0.7022 0.7022 0.7083
S3 0.6945 0.6983 0.7076
S4 0.6868 0.6906 0.7055
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 0.7139 0.7060 0.0079 1.1% 0.0043 0.6% 47% True False 38
10 0.7248 0.7060 0.0188 2.6% 0.0041 0.6% 20% False False 57
20 0.7319 0.7060 0.0259 3.6% 0.0037 0.5% 14% False False 45
40 0.7379 0.7060 0.0319 4.5% 0.0034 0.5% 12% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7341
1.618 0.7264
1.000 0.7216
0.618 0.7187
HIGH 0.7139
0.618 0.7110
0.500 0.7101
0.382 0.7091
LOW 0.7062
0.618 0.7014
1.000 0.6985
1.618 0.6937
2.618 0.6860
4.250 0.6735
Fisher Pivots for day following 10-Oct-2018
Pivot 1 day 3 day
R1 0.7101 0.7100
PP 0.7099 0.7099
S1 0.7098 0.7098

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

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