CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.7230 0.7186 -0.0044 -0.6% 0.7201
High 0.7237 0.7196 -0.0041 -0.6% 0.7254
Low 0.7161 0.7178 0.0017 0.2% 0.7161
Close 0.7187 0.7187 0.0000 0.0% 0.7187
Range 0.0076 0.0018 -0.0058 -76.3% 0.0093
ATR 0.0058 0.0055 -0.0003 -4.9% 0.0000
Volume 103,827 69,438 -34,389 -33.1% 299,700
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7241 0.7232 0.7197
R3 0.7223 0.7214 0.7192
R2 0.7205 0.7205 0.7190
R1 0.7196 0.7196 0.7189 0.7201
PP 0.7187 0.7187 0.7187 0.7189
S1 0.7178 0.7178 0.7185 0.7183
S2 0.7169 0.7169 0.7184
S3 0.7151 0.7160 0.7182
S4 0.7133 0.7142 0.7177
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% 0.0041 0.6% 28% False False 70,845
10 0.7407 0.7161 0.0246 3.4% 0.0054 0.7% 11% False False 39,070
20 0.7407 0.7161 0.0246 3.4% 0.0057 0.8% 11% False False 20,137
40 0.7407 0.7036 0.0371 5.2% 0.0055 0.8% 41% False False 10,159
60 0.7407 0.7036 0.0371 5.2% 0.0050 0.7% 41% False False 6,798
80 0.7407 0.7036 0.0371 5.2% 0.0047 0.6% 41% False False 5,104
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 54 trading days
Fibonacci Retracements and Extensions
4.250 0.7273
2.618 0.7243
1.618 0.7225
1.000 0.7214
0.618 0.7207
HIGH 0.7196
0.618 0.7189
0.500 0.7187
0.382 0.7185
LOW 0.7178
0.618 0.7167
1.000 0.7160
1.618 0.7149
2.618 0.7131
4.250 0.7102
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.7187 0.7208
PP 0.7187 0.7201
S1 0.7187 0.7194

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

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