CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Jan-2019
Day Change Summary
Previous Current
07-Jan-2019 08-Jan-2019 Change Change % Previous Week
Open 0.7129 0.7152 0.0023 0.3% 0.7052
High 0.7158 0.7158 0.0000 0.0% 0.7132
Low 0.7122 0.7125 0.0003 0.0% 0.6825
Close 0.7150 0.7147 -0.0003 0.0% 0.7124
Range 0.0036 0.0033 -0.0003 -8.3% 0.0307
ATR 0.0069 0.0067 -0.0003 -3.7% 0.0000
Volume 89,112 99,850 10,738 12.1% 422,669
Daily Pivots for day following 08-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7242 0.7228 0.7165
R3 0.7209 0.7195 0.7156
R2 0.7176 0.7176 0.7153
R1 0.7162 0.7162 0.7150 0.7153
PP 0.7143 0.7143 0.7143 0.7139
S1 0.7129 0.7129 0.7144 0.7120
S2 0.7110 0.7110 0.7141
S3 0.7077 0.7096 0.7138
S4 0.7044 0.7063 0.7129
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7948 0.7843 0.7293
R3 0.7641 0.7536 0.7208
R2 0.7334 0.7334 0.7180
R1 0.7229 0.7229 0.7152 0.7282
PP 0.7027 0.7027 0.7027 0.7053
S1 0.6922 0.6922 0.7096 0.6975
S2 0.6720 0.6720 0.7068
S3 0.6413 0.6615 0.7040
S4 0.6106 0.6308 0.6955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7158 0.6825 0.0333 4.7% 0.0094 1.3% 97% True False 112,167
10 0.7158 0.6825 0.0333 4.7% 0.0068 1.0% 97% True False 83,503
20 0.7254 0.6825 0.0429 6.0% 0.0062 0.9% 75% False False 80,935
40 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 55% False False 41,339
60 0.7407 0.6825 0.0582 8.1% 0.0057 0.8% 55% False False 27,612
80 0.7407 0.6825 0.0582 8.1% 0.0052 0.7% 55% False False 20,719
100 0.7407 0.6825 0.0582 8.1% 0.0049 0.7% 55% False False 16,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7298
2.618 0.7244
1.618 0.7211
1.000 0.7191
0.618 0.7178
HIGH 0.7158
0.618 0.7145
0.500 0.7142
0.382 0.7138
LOW 0.7125
0.618 0.7105
1.000 0.7092
1.618 0.7072
2.618 0.7039
4.250 0.6985
Fisher Pivots for day following 08-Jan-2019
Pivot 1 day 3 day
R1 0.7145 0.7125
PP 0.7143 0.7102
S1 0.7142 0.7080

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

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