CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.7125 0.7087 -0.0038 -0.5% 0.7140
High 0.7138 0.7098 -0.0040 -0.6% 0.7172
Low 0.7094 0.7070 -0.0024 -0.3% 0.7107
Close 0.7096 0.7098 0.0002 0.0% 0.7131
Range 0.0044 0.0028 -0.0016 -36.4% 0.0065
ATR 0.0046 0.0045 -0.0001 -2.8% 0.0000
Volume 83 14 -69 -83.1% 763
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7173 0.7163 0.7113
R3 0.7145 0.7135 0.7106
R2 0.7117 0.7117 0.7103
R1 0.7107 0.7107 0.7101 0.7112
PP 0.7089 0.7089 0.7089 0.7091
S1 0.7079 0.7079 0.7095 0.7084
S2 0.7061 0.7061 0.7093
S3 0.7033 0.7051 0.7090
S4 0.7005 0.7023 0.7083
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 0.7070 0.0102 1.4% 0.0044 0.6% 27% False True 162
10 0.7172 0.7062 0.0110 1.5% 0.0045 0.6% 33% False False 95
20 0.7319 0.7060 0.0259 3.6% 0.0042 0.6% 15% False False 77
40 0.7369 0.7060 0.0309 4.4% 0.0038 0.5% 12% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7217
2.618 0.7171
1.618 0.7143
1.000 0.7126
0.618 0.7115
HIGH 0.7098
0.618 0.7087
0.500 0.7084
0.382 0.7081
LOW 0.7070
0.618 0.7053
1.000 0.7042
1.618 0.7025
2.618 0.6997
4.250 0.6951
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.7093 0.7115
PP 0.7089 0.7109
S1 0.7084 0.7104

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

View Archives - Comment on this page... - Back to Index of Symbols