CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 0.7138 0.7107 -0.0031 -0.4% 0.7140
High 0.7162 0.7160 -0.0002 0.0% 0.7172
Low 0.7113 0.7107 -0.0006 -0.1% 0.7107
Close 0.7120 0.7131 0.0011 0.2% 0.7131
Range 0.0049 0.0053 0.0004 8.2% 0.0065
ATR 0.0046 0.0046 0.0001 1.1% 0.0000
Volume 47 307 260 553.2% 763
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7292 0.7264 0.7160
R3 0.7239 0.7211 0.7146
R2 0.7186 0.7186 0.7141
R1 0.7158 0.7158 0.7136 0.7172
PP 0.7133 0.7133 0.7133 0.7140
S1 0.7105 0.7105 0.7126 0.7119
S2 0.7080 0.7080 0.7121
S3 0.7027 0.7052 0.7116
S4 0.6974 0.6999 0.7102
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7332 0.7296 0.7167
R3 0.7267 0.7231 0.7149
R2 0.7202 0.7202 0.7143
R1 0.7166 0.7166 0.7137 0.7152
PP 0.7137 0.7137 0.7137 0.7129
S1 0.7101 0.7101 0.7125 0.7087
S2 0.7072 0.7072 0.7119
S3 0.7007 0.7036 0.7113
S4 0.6942 0.6971 0.7095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7172 0.7107 0.0065 0.9% 0.0041 0.6% 37% False True 152
10 0.7172 0.7061 0.0111 1.6% 0.0046 0.6% 63% False False 93
20 0.7319 0.7060 0.0259 3.6% 0.0040 0.6% 27% False False 74
40 0.7369 0.7060 0.0309 4.3% 0.0038 0.5% 23% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7385
2.618 0.7299
1.618 0.7246
1.000 0.7213
0.618 0.7193
HIGH 0.7160
0.618 0.7140
0.500 0.7134
0.382 0.7127
LOW 0.7107
0.618 0.7074
1.000 0.7054
1.618 0.7021
2.618 0.6968
4.250 0.6882
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 0.7134 0.7140
PP 0.7133 0.7137
S1 0.7132 0.7134

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

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