CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 0.7223 0.7266 0.0043 0.6% 0.7326
High 0.7288 0.7274 -0.0014 -0.2% 0.7336
Low 0.7217 0.7232 0.0015 0.2% 0.7217
Close 0.7276 0.7246 -0.0030 -0.4% 0.7246
Range 0.0071 0.0042 -0.0029 -40.8% 0.0119
ATR 0.0057 0.0056 -0.0001 -1.7% 0.0000
Volume 1,997 612 -1,385 -69.4% 3,058
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7377 0.7353 0.7269
R3 0.7335 0.7311 0.7258
R2 0.7293 0.7293 0.7254
R1 0.7269 0.7269 0.7250 0.7260
PP 0.7251 0.7251 0.7251 0.7246
S1 0.7227 0.7227 0.7242 0.7218
S2 0.7209 0.7209 0.7238
S3 0.7167 0.7185 0.7234
S4 0.7125 0.7143 0.7223
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7623 0.7554 0.7311
R3 0.7504 0.7435 0.7279
R2 0.7385 0.7385 0.7268
R1 0.7316 0.7316 0.7257 0.7291
PP 0.7266 0.7266 0.7266 0.7254
S1 0.7197 0.7197 0.7235 0.7172
S2 0.7147 0.7147 0.7224
S3 0.7028 0.7078 0.7213
S4 0.6909 0.6959 0.7181
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% 0.0064 0.9% 22% False False 633
10 0.7351 0.7178 0.0173 2.4% 0.0058 0.8% 39% False False 429
20 0.7351 0.7036 0.0315 4.3% 0.0059 0.8% 67% False False 327
40 0.7351 0.7036 0.0315 4.3% 0.0050 0.7% 67% False False 200
60 0.7351 0.7036 0.0315 4.3% 0.0045 0.6% 67% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7384
1.618 0.7342
1.000 0.7316
0.618 0.7300
HIGH 0.7274
0.618 0.7258
0.500 0.7253
0.382 0.7248
LOW 0.7232
0.618 0.7206
1.000 0.7190
1.618 0.7164
2.618 0.7122
4.250 0.7053
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 0.7253 0.7264
PP 0.7251 0.7258
S1 0.7248 0.7252

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.