CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 0.7224 0.7230 0.0006 0.1% 0.7201
High 0.7254 0.7237 -0.0017 -0.2% 0.7254
Low 0.7218 0.7161 -0.0057 -0.8% 0.7161
Close 0.7234 0.7187 -0.0047 -0.6% 0.7187
Range 0.0036 0.0076 0.0040 111.1% 0.0093
ATR 0.0057 0.0058 0.0001 2.4% 0.0000
Volume 68,409 103,827 35,418 51.8% 299,700
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7423 0.7381 0.7229
R3 0.7347 0.7305 0.7208
R2 0.7271 0.7271 0.7201
R1 0.7229 0.7229 0.7194 0.7212
PP 0.7195 0.7195 0.7195 0.7187
S1 0.7153 0.7153 0.7180 0.7136
S2 0.7119 0.7119 0.7173
S3 0.7043 0.7077 0.7166
S4 0.6967 0.7001 0.7145
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7480 0.7426 0.7238
R3 0.7387 0.7333 0.7213
R2 0.7294 0.7294 0.7204
R1 0.7240 0.7240 0.7196 0.7221
PP 0.7201 0.7201 0.7201 0.7191
S1 0.7147 0.7147 0.7178 0.7128
S2 0.7108 0.7108 0.7170
S3 0.7015 0.7054 0.7161
S4 0.6922 0.6961 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7254 0.7161 0.0093 1.3% 0.0047 0.7% 28% False True 59,940
10 0.7407 0.7161 0.0246 3.4% 0.0057 0.8% 11% False True 32,451
20 0.7407 0.7161 0.0246 3.4% 0.0060 0.8% 11% False True 16,670
40 0.7407 0.7036 0.0371 5.2% 0.0056 0.8% 41% False False 8,431
60 0.7407 0.7036 0.0371 5.2% 0.0050 0.7% 41% False False 5,640
80 0.7407 0.7036 0.0371 5.2% 0.0047 0.7% 41% False False 4,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7436
1.618 0.7360
1.000 0.7313
0.618 0.7284
HIGH 0.7237
0.618 0.7208
0.500 0.7199
0.382 0.7190
LOW 0.7161
0.618 0.7114
1.000 0.7085
1.618 0.7038
2.618 0.6962
4.250 0.6838
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 0.7199 0.7208
PP 0.7195 0.7201
S1 0.7191 0.7194

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

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