CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Feb-2019
Day Change Summary
Previous Current
14-Feb-2019 15-Feb-2019 Change Change % Previous Week
Open 0.7093 0.7105 0.0012 0.2% 0.7093
High 0.7135 0.7152 0.0017 0.2% 0.7152
Low 0.7074 0.7083 0.0009 0.1% 0.7058
Close 0.7109 0.7143 0.0034 0.5% 0.7143
Range 0.0061 0.0069 0.0008 13.1% 0.0094
ATR 0.0061 0.0062 0.0001 0.9% 0.0000
Volume 100,971 88,385 -12,586 -12.5% 456,252
Daily Pivots for day following 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7333 0.7307 0.7181
R3 0.7264 0.7238 0.7162
R2 0.7195 0.7195 0.7156
R1 0.7169 0.7169 0.7149 0.7182
PP 0.7126 0.7126 0.7126 0.7133
S1 0.7100 0.7100 0.7137 0.7113
S2 0.7057 0.7057 0.7130
S3 0.6988 0.7031 0.7124
S4 0.6919 0.6962 0.7105
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7400 0.7365 0.7195
R3 0.7306 0.7271 0.7169
R2 0.7212 0.7212 0.7160
R1 0.7177 0.7177 0.7152 0.7195
PP 0.7118 0.7118 0.7118 0.7126
S1 0.7083 0.7083 0.7134 0.7101
S2 0.7024 0.7024 0.7126
S3 0.6930 0.6989 0.7117
S4 0.6836 0.6895 0.7091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7152 0.7058 0.0094 1.3% 0.0056 0.8% 90% True False 91,250
10 0.7269 0.7058 0.0211 3.0% 0.0060 0.8% 40% False False 94,801
20 0.7300 0.7058 0.0242 3.4% 0.0063 0.9% 35% False False 98,942
40 0.7300 0.6825 0.0475 6.6% 0.0065 0.9% 67% False False 96,138
60 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 55% False False 72,253
80 0.7407 0.6825 0.0582 8.1% 0.0060 0.8% 55% False False 54,236
100 0.7407 0.6825 0.0582 8.1% 0.0056 0.8% 55% False False 43,404
120 0.7407 0.6825 0.0582 8.1% 0.0052 0.7% 55% False False 36,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7333
1.618 0.7264
1.000 0.7221
0.618 0.7195
HIGH 0.7152
0.618 0.7126
0.500 0.7118
0.382 0.7109
LOW 0.7083
0.618 0.7040
1.000 0.7014
1.618 0.6971
2.618 0.6902
4.250 0.6790
Fisher Pivots for day following 15-Feb-2019
Pivot 1 day 3 day
R1 0.7135 0.7133
PP 0.7126 0.7123
S1 0.7118 0.7113

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

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