CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 16-Jan-2019
Day Change Summary
Previous Current
15-Jan-2019 16-Jan-2019 Change Change % Previous Week
Open 0.7200 0.7206 0.0006 0.1% 0.7129
High 0.7232 0.7218 -0.0014 -0.2% 0.7242
Low 0.7186 0.7168 -0.0018 -0.3% 0.7122
Close 0.7200 0.7185 -0.0015 -0.2% 0.7214
Range 0.0046 0.0050 0.0004 8.7% 0.0120
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 105,943 82,383 -23,560 -22.2% 512,364
Daily Pivots for day following 16-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7340 0.7313 0.7213
R3 0.7290 0.7263 0.7199
R2 0.7240 0.7240 0.7194
R1 0.7213 0.7213 0.7190 0.7202
PP 0.7190 0.7190 0.7190 0.7185
S1 0.7163 0.7163 0.7180 0.7152
S2 0.7140 0.7140 0.7176
S3 0.7090 0.7113 0.7171
S4 0.7040 0.7063 0.7158
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7553 0.7503 0.7280
R3 0.7433 0.7383 0.7247
R2 0.7313 0.7313 0.7236
R1 0.7263 0.7263 0.7225 0.7288
PP 0.7193 0.7193 0.7193 0.7205
S1 0.7143 0.7143 0.7203 0.7168
S2 0.7073 0.7073 0.7192
S3 0.6953 0.7023 0.7181
S4 0.6833 0.6903 0.7148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7242 0.7154 0.0088 1.2% 0.0048 0.7% 35% False False 93,464
10 0.7242 0.6825 0.0417 5.8% 0.0070 1.0% 86% False False 104,564
20 0.7242 0.6825 0.0417 5.8% 0.0064 0.9% 86% False False 91,743
40 0.7407 0.6825 0.0582 8.1% 0.0061 0.8% 62% False False 55,940
60 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 62% False False 37,354
80 0.7407 0.6825 0.0582 8.1% 0.0054 0.7% 62% False False 28,034
100 0.7407 0.6825 0.0582 8.1% 0.0050 0.7% 62% False False 22,432
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7349
1.618 0.7299
1.000 0.7268
0.618 0.7249
HIGH 0.7218
0.618 0.7199
0.500 0.7193
0.382 0.7187
LOW 0.7168
0.618 0.7137
1.000 0.7118
1.618 0.7087
2.618 0.7037
4.250 0.6956
Fisher Pivots for day following 16-Jan-2019
Pivot 1 day 3 day
R1 0.7193 0.7200
PP 0.7190 0.7195
S1 0.7188 0.7190

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

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