CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 19-Feb-2019
Day Change Summary
Previous Current
15-Feb-2019 19-Feb-2019 Change Change % Previous Week
Open 0.7105 0.7142 0.0037 0.5% 0.7093
High 0.7152 0.7177 0.0025 0.3% 0.7152
Low 0.7083 0.7107 0.0024 0.3% 0.7058
Close 0.7143 0.7172 0.0029 0.4% 0.7143
Range 0.0069 0.0070 0.0001 1.4% 0.0094
ATR 0.0062 0.0062 0.0001 1.0% 0.0000
Volume 88,385 133,735 45,350 51.3% 456,252
Daily Pivots for day following 19-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7362 0.7337 0.7211
R3 0.7292 0.7267 0.7191
R2 0.7222 0.7222 0.7185
R1 0.7197 0.7197 0.7178 0.7210
PP 0.7152 0.7152 0.7152 0.7158
S1 0.7127 0.7127 0.7166 0.7140
S2 0.7082 0.7082 0.7159
S3 0.7012 0.7057 0.7153
S4 0.6942 0.6987 0.7133
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 0.7177 0.7058 0.0119 1.7% 0.0060 0.8% 96% True False 102,093
10 0.7269 0.7058 0.0211 2.9% 0.0063 0.9% 54% False False 100,535
20 0.7300 0.7058 0.0242 3.4% 0.0064 0.9% 47% False False 101,206
40 0.7300 0.6825 0.0475 6.6% 0.0063 0.9% 73% False False 96,706
60 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 60% False False 74,477
80 0.7407 0.6825 0.0582 8.1% 0.0060 0.8% 60% False False 55,908
100 0.7407 0.6825 0.0582 8.1% 0.0057 0.8% 60% False False 44,741
120 0.7407 0.6825 0.0582 8.1% 0.0053 0.7% 60% False False 37,289
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 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7360
1.618 0.7290
1.000 0.7247
0.618 0.7220
HIGH 0.7177
0.618 0.7150
0.500 0.7142
0.382 0.7134
LOW 0.7107
0.618 0.7064
1.000 0.7037
1.618 0.6994
2.618 0.6924
4.250 0.6809
Fisher Pivots for day following 19-Feb-2019
Pivot 1 day 3 day
R1 0.7162 0.7157
PP 0.7152 0.7141
S1 0.7142 0.7126

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

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