CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 0.7241 0.7251 0.0010 0.1% 0.7213
High 0.7261 0.7313 0.0052 0.7% 0.7310
Low 0.7209 0.7250 0.0041 0.6% 0.7199
Close 0.7259 0.7304 0.0045 0.6% 0.7240
Range 0.0052 0.0063 0.0011 21.2% 0.0111
ATR 0.0052 0.0052 0.0001 1.6% 0.0000
Volume 31 169 138 445.2% 783
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7478 0.7454 0.7339
R3 0.7415 0.7391 0.7321
R2 0.7352 0.7352 0.7316
R1 0.7328 0.7328 0.7310 0.7340
PP 0.7289 0.7289 0.7289 0.7295
S1 0.7265 0.7265 0.7298 0.7277
S2 0.7226 0.7226 0.7292
S3 0.7163 0.7202 0.7287
S4 0.7100 0.7139 0.7269
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7583 0.7522 0.7301
R3 0.7472 0.7411 0.7271
R2 0.7361 0.7361 0.7260
R1 0.7300 0.7300 0.7250 0.7330
PP 0.7250 0.7250 0.7250 0.7265
S1 0.7189 0.7189 0.7230 0.7220
S2 0.7139 0.7139 0.7220
S3 0.7028 0.7078 0.7209
S4 0.6917 0.6967 0.7179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7313 0.7178 0.0135 1.8% 0.0053 0.7% 93% True False 226
10 0.7313 0.7178 0.0135 1.8% 0.0052 0.7% 93% True False 294
20 0.7313 0.7036 0.0277 3.8% 0.0053 0.7% 97% True False 192
40 0.7319 0.7036 0.0283 3.9% 0.0045 0.6% 95% False False 126
60 0.7369 0.7036 0.0333 4.6% 0.0042 0.6% 80% False False 91
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 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7478
1.618 0.7415
1.000 0.7376
0.618 0.7352
HIGH 0.7313
0.618 0.7289
0.500 0.7282
0.382 0.7274
LOW 0.7250
0.618 0.7211
1.000 0.7187
1.618 0.7148
2.618 0.7085
4.250 0.6982
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 0.7297 0.7285
PP 0.7289 0.7265
S1 0.7282 0.7246

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

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