CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 25-Feb-2019
Day Change Summary
Previous Current
22-Feb-2019 25-Feb-2019 Change Change % Previous Week
Open 0.7096 0.7151 0.0055 0.8% 0.7142
High 0.7153 0.7187 0.0034 0.5% 0.7210
Low 0.7085 0.7137 0.0052 0.7% 0.7071
Close 0.7137 0.7179 0.0042 0.6% 0.7137
Range 0.0068 0.0050 -0.0018 -26.5% 0.0139
ATR 0.0066 0.0065 -0.0001 -1.8% 0.0000
Volume 119,061 88,356 -30,705 -25.8% 511,638
Daily Pivots for day following 25-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7318 0.7298 0.7207
R3 0.7268 0.7248 0.7193
R2 0.7218 0.7218 0.7188
R1 0.7198 0.7198 0.7184 0.7208
PP 0.7168 0.7168 0.7168 0.7173
S1 0.7148 0.7148 0.7174 0.7158
S2 0.7118 0.7118 0.7170
S3 0.7068 0.7098 0.7165
S4 0.7018 0.7048 0.7152
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7556 0.7486 0.7213
R3 0.7417 0.7347 0.7175
R2 0.7278 0.7278 0.7162
R1 0.7208 0.7208 0.7150 0.7174
PP 0.7139 0.7139 0.7139 0.7122
S1 0.7069 0.7069 0.7124 0.7035
S2 0.7000 0.7000 0.7112
S3 0.6861 0.6930 0.7099
S4 0.6722 0.6791 0.7061
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 1.9% 0.0074 1.0% 78% False False 119,998
10 0.7210 0.7058 0.0152 2.1% 0.0065 0.9% 80% False False 105,624
20 0.7300 0.7058 0.0242 3.4% 0.0064 0.9% 50% False False 104,029
40 0.7300 0.6825 0.0475 6.6% 0.0065 0.9% 75% False False 101,093
60 0.7407 0.6825 0.0582 8.1% 0.0063 0.9% 61% False False 82,196
80 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 61% False False 61,732
100 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 61% False False 49,402
120 0.7407 0.6825 0.0582 8.1% 0.0054 0.8% 61% False False 41,173
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7400
2.618 0.7318
1.618 0.7268
1.000 0.7237
0.618 0.7218
HIGH 0.7187
0.618 0.7168
0.500 0.7162
0.382 0.7156
LOW 0.7137
0.618 0.7106
1.000 0.7087
1.618 0.7056
2.618 0.7006
4.250 0.6925
Fisher Pivots for day following 25-Feb-2019
Pivot 1 day 3 day
R1 0.7173 0.7166
PP 0.7168 0.7153
S1 0.7162 0.7141

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

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