CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 13-Feb-2019
Day Change Summary
Previous Current
12-Feb-2019 13-Feb-2019 Change Change % Previous Week
Open 0.7063 0.7099 0.0036 0.5% 0.7254
High 0.7107 0.7139 0.0032 0.5% 0.7269
Low 0.7058 0.7090 0.0032 0.5% 0.7064
Close 0.7103 0.7099 -0.0004 -0.1% 0.7090
Range 0.0049 0.0049 0.0000 0.0% 0.0205
ATR 0.0062 0.0061 -0.0001 -1.5% 0.0000
Volume 85,048 102,329 17,281 20.3% 491,766
Daily Pivots for day following 13-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7256 0.7227 0.7126
R3 0.7207 0.7178 0.7112
R2 0.7158 0.7158 0.7108
R1 0.7129 0.7129 0.7103 0.7124
PP 0.7109 0.7109 0.7109 0.7107
S1 0.7080 0.7080 0.7095 0.7075
S2 0.7060 0.7060 0.7090
S3 0.7011 0.7031 0.7086
S4 0.6962 0.6982 0.7072
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7756 0.7628 0.7203
R3 0.7551 0.7423 0.7146
R2 0.7346 0.7346 0.7128
R1 0.7218 0.7218 0.7109 0.7180
PP 0.7141 0.7141 0.7141 0.7122
S1 0.7013 0.7013 0.7071 0.6975
S2 0.6936 0.6936 0.7052
S3 0.6731 0.6808 0.7034
S4 0.6526 0.6603 0.6977
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7139 0.7058 0.0081 1.1% 0.0044 0.6% 51% True False 91,478
10 0.7300 0.7058 0.0242 3.4% 0.0057 0.8% 17% False False 101,258
20 0.7300 0.7058 0.0242 3.4% 0.0063 0.9% 17% False False 99,538
40 0.7300 0.6825 0.0475 6.7% 0.0063 0.9% 58% False False 95,317
60 0.7407 0.6825 0.0582 8.2% 0.0062 0.9% 47% False False 69,101
80 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 47% False False 51,874
100 0.7407 0.6825 0.0582 8.2% 0.0055 0.8% 47% False False 41,511
120 0.7407 0.6825 0.0582 8.2% 0.0052 0.7% 47% False False 34,596
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7347
2.618 0.7267
1.618 0.7218
1.000 0.7188
0.618 0.7169
HIGH 0.7139
0.618 0.7120
0.500 0.7115
0.382 0.7109
LOW 0.7090
0.618 0.7060
1.000 0.7041
1.618 0.7011
2.618 0.6962
4.250 0.6882
Fisher Pivots for day following 13-Feb-2019
Pivot 1 day 3 day
R1 0.7115 0.7099
PP 0.7109 0.7099
S1 0.7104 0.7099

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

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