CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 21-Feb-2019
Day Change Summary
Previous Current
20-Feb-2019 21-Feb-2019 Change Change % Previous Week
Open 0.7165 0.7167 0.0002 0.0% 0.7093
High 0.7186 0.7210 0.0024 0.3% 0.7152
Low 0.7145 0.7071 -0.0074 -1.0% 0.7058
Close 0.7176 0.7083 -0.0093 -1.3% 0.7143
Range 0.0041 0.0139 0.0098 239.0% 0.0094
ATR 0.0061 0.0066 0.0006 9.2% 0.0000
Volume 90,183 168,659 78,476 87.0% 456,252
Daily Pivots for day following 21-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7538 0.7450 0.7159
R3 0.7399 0.7311 0.7121
R2 0.7260 0.7260 0.7108
R1 0.7172 0.7172 0.7096 0.7147
PP 0.7121 0.7121 0.7121 0.7109
S1 0.7033 0.7033 0.7070 0.7008
S2 0.6982 0.6982 0.7058
S3 0.6843 0.6894 0.7045
S4 0.6704 0.6755 0.7007
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 0.7210 0.7071 0.0139 2.0% 0.0076 1.1% 9% True True 116,386
10 0.7210 0.7058 0.0152 2.1% 0.0060 0.8% 16% True False 103,932
20 0.7300 0.7058 0.0242 3.4% 0.0068 1.0% 10% False False 104,715
40 0.7300 0.6825 0.0475 6.7% 0.0064 0.9% 54% False False 97,766
60 0.7407 0.6825 0.0582 8.2% 0.0063 0.9% 44% False False 78,747
80 0.7407 0.6825 0.0582 8.2% 0.0062 0.9% 44% False False 59,142
100 0.7407 0.6825 0.0582 8.2% 0.0058 0.8% 44% False False 47,329
120 0.7407 0.6825 0.0582 8.2% 0.0054 0.8% 44% False False 39,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7801
2.618 0.7574
1.618 0.7435
1.000 0.7349
0.618 0.7296
HIGH 0.7210
0.618 0.7157
0.500 0.7141
0.382 0.7124
LOW 0.7071
0.618 0.6985
1.000 0.6932
1.618 0.6846
2.618 0.6707
4.250 0.6480
Fisher Pivots for day following 21-Feb-2019
Pivot 1 day 3 day
R1 0.7141 0.7141
PP 0.7121 0.7121
S1 0.7102 0.7102

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

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