CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 0.7250 0.7235 -0.0015 -0.2% 0.7326
High 0.7288 0.7277 -0.0011 -0.2% 0.7336
Low 0.7228 0.7213 -0.0015 -0.2% 0.7217
Close 0.7243 0.7238 -0.0005 -0.1% 0.7246
Range 0.0060 0.0064 0.0004 6.7% 0.0119
ATR 0.0057 0.0057 0.0001 0.9% 0.0000
Volume 324 165 -159 -49.1% 3,058
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7435 0.7400 0.7273
R3 0.7371 0.7336 0.7256
R2 0.7307 0.7307 0.7250
R1 0.7272 0.7272 0.7244 0.7290
PP 0.7243 0.7243 0.7243 0.7251
S1 0.7208 0.7208 0.7232 0.7226
S2 0.7179 0.7179 0.7226
S3 0.7115 0.7144 0.7220
S4 0.7051 0.7080 0.7203
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 0.7310 0.7213 0.0097 1.3% 0.0063 0.9% 26% False True 679
10 0.7351 0.7178 0.0173 2.4% 0.0061 0.8% 35% False False 407
20 0.7351 0.7073 0.0278 3.8% 0.0059 0.8% 59% False False 339
40 0.7351 0.7036 0.0315 4.4% 0.0052 0.7% 64% False False 210
60 0.7351 0.7036 0.0315 4.4% 0.0046 0.6% 64% False False 150
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7549
2.618 0.7445
1.618 0.7381
1.000 0.7341
0.618 0.7317
HIGH 0.7277
0.618 0.7253
0.500 0.7245
0.382 0.7237
LOW 0.7213
0.618 0.7173
1.000 0.7149
1.618 0.7109
2.618 0.7045
4.250 0.6941
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 0.7245 0.7251
PP 0.7243 0.7246
S1 0.7240 0.7242

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

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