CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.7326 0.7309 -0.0017 -0.2% 0.7231
High 0.7336 0.7310 -0.0026 -0.4% 0.7351
Low 0.7292 0.7230 -0.0062 -0.9% 0.7178
Close 0.7303 0.7231 -0.0072 -1.0% 0.7344
Range 0.0044 0.0080 0.0036 81.8% 0.0173
ATR 0.0054 0.0056 0.0002 3.3% 0.0000
Volume 150 299 149 99.3% 973
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7497 0.7444 0.7275
R3 0.7417 0.7364 0.7253
R2 0.7337 0.7337 0.7246
R1 0.7284 0.7284 0.7238 0.7271
PP 0.7257 0.7257 0.7257 0.7250
S1 0.7204 0.7204 0.7224 0.7191
S2 0.7177 0.7177 0.7216
S3 0.7097 0.7124 0.7209
S4 0.7017 0.7044 0.7187
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 0.7209 0.0142 2.0% 0.0065 0.9% 15% False False 151
10 0.7351 0.7178 0.0173 2.4% 0.0060 0.8% 31% False False 196
20 0.7351 0.7036 0.0315 4.4% 0.0057 0.8% 62% False False 200
40 0.7351 0.7036 0.0315 4.4% 0.0050 0.7% 62% False False 138
60 0.7369 0.7036 0.0333 4.6% 0.0044 0.6% 59% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7519
1.618 0.7439
1.000 0.7390
0.618 0.7359
HIGH 0.7310
0.618 0.7279
0.500 0.7270
0.382 0.7261
LOW 0.7230
0.618 0.7181
1.000 0.7150
1.618 0.7101
2.618 0.7021
4.250 0.6890
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.7270 0.7291
PP 0.7257 0.7271
S1 0.7244 0.7251

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

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