CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 0.7251 0.7296 0.0045 0.6% 0.7231
High 0.7313 0.7351 0.0038 0.5% 0.7351
Low 0.7250 0.7267 0.0017 0.2% 0.7178
Close 0.7304 0.7344 0.0040 0.5% 0.7344
Range 0.0063 0.0084 0.0021 33.3% 0.0173
ATR 0.0052 0.0055 0.0002 4.3% 0.0000
Volume 169 108 -61 -36.1% 973
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7573 0.7542 0.7390
R3 0.7489 0.7458 0.7367
R2 0.7405 0.7405 0.7359
R1 0.7374 0.7374 0.7352 0.7389
PP 0.7321 0.7321 0.7321 0.7328
S1 0.7290 0.7290 0.7336 0.7306
S2 0.7237 0.7237 0.7329
S3 0.7153 0.7206 0.7321
S4 0.7069 0.7122 0.7298
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7810 0.7750 0.7439
R3 0.7637 0.7577 0.7392
R2 0.7464 0.7464 0.7376
R1 0.7404 0.7404 0.7360 0.7434
PP 0.7291 0.7291 0.7291 0.7306
S1 0.7231 0.7231 0.7328 0.7261
S2 0.7118 0.7118 0.7312
S3 0.6945 0.7058 0.7296
S4 0.6772 0.6885 0.7249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7351 0.7178 0.0173 2.4% 0.0062 0.8% 96% True False 194
10 0.7351 0.7178 0.0173 2.4% 0.0054 0.7% 96% True False 175
20 0.7351 0.7036 0.0315 4.3% 0.0054 0.7% 98% True False 182
40 0.7351 0.7036 0.0315 4.3% 0.0047 0.6% 98% True False 128
60 0.7369 0.7036 0.0333 4.5% 0.0043 0.6% 92% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7571
1.618 0.7487
1.000 0.7435
0.618 0.7403
HIGH 0.7351
0.618 0.7319
0.500 0.7309
0.382 0.7299
LOW 0.7267
0.618 0.7215
1.000 0.7183
1.618 0.7131
2.618 0.7047
4.250 0.6910
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 0.7332 0.7323
PP 0.7321 0.7301
S1 0.7309 0.7280

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

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