CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Oct-2018
Day Change Summary
Previous Current
12-Oct-2018 15-Oct-2018 Change Change % Previous Week
Open 0.7135 0.7140 0.0005 0.1% 0.7078
High 0.7149 0.7159 0.0010 0.1% 0.7149
Low 0.7119 0.7140 0.0021 0.3% 0.7061
Close 0.7119 0.7152 0.0033 0.5% 0.7119
Range 0.0030 0.0019 -0.0011 -36.7% 0.0088
ATR 0.0046 0.0046 0.0000 -1.0% 0.0000
Volume 11 21 10 90.9% 176
Daily Pivots for day following 15-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7207 0.7199 0.7162
R3 0.7188 0.7180 0.7157
R2 0.7169 0.7169 0.7155
R1 0.7161 0.7161 0.7154 0.7165
PP 0.7150 0.7150 0.7150 0.7153
S1 0.7142 0.7142 0.7150 0.7146
S2 0.7131 0.7131 0.7149
S3 0.7112 0.7123 0.7147
S4 0.7093 0.7104 0.7142
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7374 0.7334 0.7167
R3 0.7286 0.7246 0.7143
R2 0.7198 0.7198 0.7135
R1 0.7158 0.7158 0.7127 0.7178
PP 0.7110 0.7110 0.7110 0.7120
S1 0.7070 0.7070 0.7111 0.7090
S2 0.7022 0.7022 0.7103
S3 0.6934 0.6982 0.7095
S4 0.6846 0.6894 0.7071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7159 0.7062 0.0097 1.4% 0.0048 0.7% 93% True False 28
10 0.7238 0.7060 0.0178 2.5% 0.0045 0.6% 52% False False 47
20 0.7319 0.7060 0.0259 3.6% 0.0037 0.5% 36% False False 42
40 0.7379 0.7060 0.0319 4.5% 0.0035 0.5% 29% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7240
2.618 0.7209
1.618 0.7190
1.000 0.7178
0.618 0.7171
HIGH 0.7159
0.618 0.7152
0.500 0.7150
0.382 0.7147
LOW 0.7140
0.618 0.7128
1.000 0.7121
1.618 0.7109
2.618 0.7090
4.250 0.7059
Fisher Pivots for day following 15-Oct-2018
Pivot 1 day 3 day
R1 0.7151 0.7140
PP 0.7150 0.7127
S1 0.7150 0.7115

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

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