CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 0.7127 0.7121 -0.0006 -0.1% 0.7186
High 0.7158 0.7132 -0.0026 -0.4% 0.7213
Low 0.7096 0.7037 -0.0059 -0.8% 0.7037
Close 0.7129 0.7054 -0.0075 -1.1% 0.7054
Range 0.0062 0.0095 0.0033 53.2% 0.0176
ATR 0.0059 0.0061 0.0003 4.4% 0.0000
Volume 114,771 101,664 -13,107 -11.4% 483,974
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7359 0.7302 0.7106
R3 0.7264 0.7207 0.7080
R2 0.7169 0.7169 0.7071
R1 0.7112 0.7112 0.7063 0.7093
PP 0.7074 0.7074 0.7074 0.7065
S1 0.7017 0.7017 0.7045 0.6998
S2 0.6979 0.6979 0.7037
S3 0.6884 0.6922 0.7028
S4 0.6789 0.6827 0.7002
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7629 0.7518 0.7151
R3 0.7453 0.7342 0.7102
R2 0.7277 0.7277 0.7086
R1 0.7166 0.7166 0.7070 0.7134
PP 0.7101 0.7101 0.7101 0.7085
S1 0.6990 0.6990 0.7038 0.6958
S2 0.6925 0.6925 0.7022
S3 0.6749 0.6814 0.7006
S4 0.6573 0.6638 0.6957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7213 0.7037 0.0176 2.5% 0.0065 0.9% 10% False True 96,794
10 0.7254 0.7037 0.0217 3.1% 0.0056 0.8% 8% False True 78,367
20 0.7407 0.7037 0.0370 5.2% 0.0060 0.9% 5% False True 40,711
40 0.7407 0.7036 0.0371 5.3% 0.0060 0.8% 5% False False 20,519
60 0.7407 0.7036 0.0371 5.3% 0.0053 0.8% 5% False False 13,704
80 0.7407 0.7036 0.0371 5.3% 0.0049 0.7% 5% False False 10,285
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7381
1.618 0.7286
1.000 0.7227
0.618 0.7191
HIGH 0.7132
0.618 0.7096
0.500 0.7085
0.382 0.7073
LOW 0.7037
0.618 0.6978
1.000 0.6942
1.618 0.6883
2.618 0.6788
4.250 0.6633
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 0.7085 0.7124
PP 0.7074 0.7101
S1 0.7064 0.7077

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

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