CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 0.7266 0.7250 -0.0016 -0.2% 0.7326
High 0.7274 0.7288 0.0014 0.2% 0.7336
Low 0.7232 0.7228 -0.0004 -0.1% 0.7217
Close 0.7246 0.7243 -0.0003 0.0% 0.7246
Range 0.0042 0.0060 0.0018 42.9% 0.0119
ATR 0.0056 0.0057 0.0000 0.5% 0.0000
Volume 612 324 -288 -47.1% 3,058
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7433 0.7398 0.7276
R3 0.7373 0.7338 0.7260
R2 0.7313 0.7313 0.7254
R1 0.7278 0.7278 0.7249 0.7266
PP 0.7253 0.7253 0.7253 0.7247
S1 0.7218 0.7218 0.7238 0.7206
S2 0.7193 0.7193 0.7232
S3 0.7133 0.7158 0.7227
S4 0.7073 0.7098 0.7210
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 0.7336 0.7217 0.0119 1.6% 0.0059 0.8% 22% False False 676
10 0.7351 0.7178 0.0173 2.4% 0.0060 0.8% 38% False False 435
20 0.7351 0.7072 0.0279 3.9% 0.0058 0.8% 61% False False 334
40 0.7351 0.7036 0.0315 4.3% 0.0051 0.7% 66% False False 206
60 0.7351 0.7036 0.0315 4.3% 0.0046 0.6% 66% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7445
1.618 0.7385
1.000 0.7348
0.618 0.7325
HIGH 0.7288
0.618 0.7265
0.500 0.7258
0.382 0.7251
LOW 0.7228
0.618 0.7191
1.000 0.7168
1.618 0.7131
2.618 0.7071
4.250 0.6973
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 0.7258 0.7253
PP 0.7253 0.7249
S1 0.7248 0.7246

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

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