CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 23-Jan-2019
Day Change Summary
Previous Current
22-Jan-2019 23-Jan-2019 Change Change % Previous Week
Open 0.7169 0.7128 -0.0041 -0.6% 0.7218
High 0.7188 0.7151 -0.0037 -0.5% 0.7232
Low 0.7122 0.7124 0.0002 0.0% 0.7153
Close 0.7125 0.7149 0.0024 0.3% 0.7174
Range 0.0066 0.0027 -0.0039 -59.1% 0.0079
ATR 0.0061 0.0059 -0.0002 -4.0% 0.0000
Volume 121,974 66,681 -55,293 -45.3% 469,237
Daily Pivots for day following 23-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7222 0.7213 0.7164
R3 0.7195 0.7186 0.7156
R2 0.7168 0.7168 0.7154
R1 0.7159 0.7159 0.7151 0.7164
PP 0.7141 0.7141 0.7141 0.7144
S1 0.7132 0.7132 0.7147 0.7137
S2 0.7114 0.7114 0.7144
S3 0.7087 0.7105 0.7142
S4 0.7060 0.7078 0.7134
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7423 0.7378 0.7217
R3 0.7344 0.7299 0.7196
R2 0.7265 0.7265 0.7188
R1 0.7220 0.7220 0.7181 0.7203
PP 0.7186 0.7186 0.7186 0.7178
S1 0.7141 0.7141 0.7167 0.7124
S2 0.7107 0.7107 0.7160
S3 0.7028 0.7062 0.7152
S4 0.6949 0.6983 0.7131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7228 0.7122 0.0106 1.5% 0.0055 0.8% 25% False False 95,677
10 0.7242 0.7122 0.0120 1.7% 0.0052 0.7% 23% False False 98,129
20 0.7242 0.6825 0.0417 5.8% 0.0060 0.8% 78% False False 90,816
40 0.7407 0.6825 0.0582 8.1% 0.0060 0.8% 56% False False 65,763
60 0.7407 0.6825 0.0582 8.1% 0.0060 0.8% 56% False False 43,951
80 0.7407 0.6825 0.0582 8.1% 0.0055 0.8% 56% False False 32,982
100 0.7407 0.6825 0.0582 8.1% 0.0051 0.7% 56% False False 26,391
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 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7266
2.618 0.7222
1.618 0.7195
1.000 0.7178
0.618 0.7168
HIGH 0.7151
0.618 0.7141
0.500 0.7138
0.382 0.7134
LOW 0.7124
0.618 0.7107
1.000 0.7097
1.618 0.7080
2.618 0.7053
4.250 0.7009
Fisher Pivots for day following 23-Jan-2019
Pivot 1 day 3 day
R1 0.7145 0.7172
PP 0.7141 0.7164
S1 0.7138 0.7157

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

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