CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 26-Feb-2019
Day Change Summary
Previous Current
25-Feb-2019 26-Feb-2019 Change Change % Previous Week
Open 0.7151 0.7172 0.0021 0.3% 0.7142
High 0.7187 0.7198 0.0011 0.2% 0.7210
Low 0.7137 0.7145 0.0008 0.1% 0.7071
Close 0.7179 0.7196 0.0017 0.2% 0.7137
Range 0.0050 0.0053 0.0003 6.0% 0.0139
ATR 0.0065 0.0064 -0.0001 -1.3% 0.0000
Volume 88,356 92,601 4,245 4.8% 511,638
Daily Pivots for day following 26-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7339 0.7320 0.7225
R3 0.7286 0.7267 0.7211
R2 0.7233 0.7233 0.7206
R1 0.7214 0.7214 0.7201 0.7224
PP 0.7180 0.7180 0.7180 0.7184
S1 0.7161 0.7161 0.7191 0.7171
S2 0.7127 0.7127 0.7186
S3 0.7074 0.7108 0.7181
S4 0.7021 0.7055 0.7167
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% 0.0070 1.0% 90% False False 111,772
10 0.7210 0.7058 0.0152 2.1% 0.0065 0.9% 91% False False 106,932
20 0.7300 0.7058 0.0242 3.4% 0.0064 0.9% 57% False False 105,261
40 0.7300 0.6825 0.0475 6.6% 0.0065 0.9% 78% False False 101,254
60 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 64% False False 83,677
80 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 64% False False 62,889
100 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 64% False False 50,327
120 0.7407 0.6825 0.0582 8.1% 0.0054 0.8% 64% False False 41,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7423
2.618 0.7337
1.618 0.7284
1.000 0.7251
0.618 0.7231
HIGH 0.7198
0.618 0.7178
0.500 0.7172
0.382 0.7165
LOW 0.7145
0.618 0.7112
1.000 0.7092
1.618 0.7059
2.618 0.7006
4.250 0.6920
Fisher Pivots for day following 26-Feb-2019
Pivot 1 day 3 day
R1 0.7188 0.7178
PP 0.7180 0.7160
S1 0.7172 0.7142

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

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