CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 29-Jan-2019
Day Change Summary
Previous Current
28-Jan-2019 29-Jan-2019 Change Change % Previous Week
Open 0.7186 0.7166 -0.0020 -0.3% 0.7169
High 0.7211 0.7182 -0.0029 -0.4% 0.7192
Low 0.7166 0.7144 -0.0022 -0.3% 0.7082
Close 0.7171 0.7154 -0.0017 -0.2% 0.7185
Range 0.0045 0.0038 -0.0007 -15.6% 0.0110
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 67,974 79,410 11,436 16.8% 409,792
Daily Pivots for day following 29-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7274 0.7252 0.7175
R3 0.7236 0.7214 0.7164
R2 0.7198 0.7198 0.7161
R1 0.7176 0.7176 0.7157 0.7168
PP 0.7160 0.7160 0.7160 0.7156
S1 0.7138 0.7138 0.7151 0.7130
S2 0.7122 0.7122 0.7147
S3 0.7084 0.7100 0.7144
S4 0.7046 0.7062 0.7133
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7483 0.7444 0.7246
R3 0.7373 0.7334 0.7215
R2 0.7263 0.7263 0.7205
R1 0.7224 0.7224 0.7195 0.7244
PP 0.7153 0.7153 0.7153 0.7163
S1 0.7114 0.7114 0.7175 0.7134
S2 0.7043 0.7043 0.7165
S3 0.6933 0.7004 0.7155
S4 0.6823 0.6894 0.7124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7211 0.7082 0.0129 1.8% 0.0061 0.9% 56% False False 87,040
10 0.7232 0.7082 0.0150 2.1% 0.0060 0.8% 48% False False 95,284
20 0.7242 0.6825 0.0417 5.8% 0.0065 0.9% 79% False False 98,072
40 0.7407 0.6825 0.0582 8.1% 0.0060 0.8% 57% False False 74,845
60 0.7407 0.6825 0.0582 8.1% 0.0061 0.9% 57% False False 50,087
80 0.7407 0.6825 0.0582 8.1% 0.0056 0.8% 57% False False 37,585
100 0.7407 0.6825 0.0582 8.1% 0.0052 0.7% 57% False False 30,075
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7343
2.618 0.7281
1.618 0.7243
1.000 0.7220
0.618 0.7205
HIGH 0.7182
0.618 0.7167
0.500 0.7163
0.382 0.7159
LOW 0.7144
0.618 0.7121
1.000 0.7106
1.618 0.7083
2.618 0.7045
4.250 0.6983
Fisher Pivots for day following 29-Jan-2019
Pivot 1 day 3 day
R1 0.7163 0.7152
PP 0.7160 0.7149
S1 0.7157 0.7147

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

View Archives - Comment on this page... - Back to Index of Symbols