CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.7309 0.7223 -0.0086 -1.2% 0.7231
High 0.7310 0.7288 -0.0022 -0.3% 0.7351
Low 0.7230 0.7217 -0.0013 -0.2% 0.7178
Close 0.7231 0.7276 0.0045 0.6% 0.7344
Range 0.0080 0.0071 -0.0009 -11.3% 0.0173
ATR 0.0056 0.0057 0.0001 1.9% 0.0000
Volume 299 1,997 1,698 567.9% 973
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7473 0.7446 0.7315
R3 0.7402 0.7375 0.7296
R2 0.7331 0.7331 0.7289
R1 0.7304 0.7304 0.7283 0.7317
PP 0.7260 0.7260 0.7260 0.7267
S1 0.7233 0.7233 0.7269 0.7247
S2 0.7189 0.7189 0.7263
S3 0.7118 0.7162 0.7256
S4 0.7047 0.7091 0.7237
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 0.7217 0.0134 1.8% 0.0068 0.9% 44% False True 544
10 0.7351 0.7178 0.0173 2.4% 0.0059 0.8% 57% False False 379
20 0.7351 0.7036 0.0315 4.3% 0.0059 0.8% 76% False False 298
40 0.7351 0.7036 0.0315 4.3% 0.0050 0.7% 76% False False 187
60 0.7351 0.7036 0.0315 4.3% 0.0045 0.6% 76% False False 133
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7474
1.618 0.7403
1.000 0.7359
0.618 0.7332
HIGH 0.7288
0.618 0.7261
0.500 0.7253
0.382 0.7244
LOW 0.7217
0.618 0.7173
1.000 0.7146
1.618 0.7102
2.618 0.7031
4.250 0.6915
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.7268 0.7277
PP 0.7260 0.7276
S1 0.7253 0.7276

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

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