CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 0.7099 0.7087 -0.0012 -0.2% 0.7151
High 0.7110 0.7099 -0.0011 -0.2% 0.7202
Low 0.7077 0.7060 -0.0017 -0.2% 0.7071
Close 0.7088 0.7088 0.0000 0.0% 0.7075
Range 0.0033 0.0039 0.0006 18.2% 0.0131
ATR 0.0063 0.0061 -0.0002 -2.7% 0.0000
Volume 76,070 76,561 491 0.6% 508,234
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7199 0.7183 0.7109
R3 0.7160 0.7144 0.7099
R2 0.7121 0.7121 0.7095
R1 0.7105 0.7105 0.7092 0.7113
PP 0.7082 0.7082 0.7082 0.7087
S1 0.7066 0.7066 0.7084 0.7074
S2 0.7043 0.7043 0.7081
S3 0.7004 0.7027 0.7077
S4 0.6965 0.6988 0.7067
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7509 0.7423 0.7147
R3 0.7378 0.7292 0.7111
R2 0.7247 0.7247 0.7099
R1 0.7161 0.7161 0.7087 0.7139
PP 0.7116 0.7116 0.7116 0.7105
S1 0.7030 0.7030 0.7063 0.7007
S2 0.6985 0.6985 0.7051
S3 0.6854 0.6899 0.7039
S4 0.6723 0.6768 0.7003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7202 0.7060 0.0142 2.0% 0.0055 0.8% 20% False True 95,981
10 0.7210 0.7060 0.0150 2.1% 0.0063 0.9% 19% False True 103,876
20 0.7269 0.7058 0.0211 3.0% 0.0063 0.9% 14% False False 102,206
40 0.7300 0.7058 0.0242 3.4% 0.0060 0.8% 12% False False 101,112
60 0.7300 0.6825 0.0475 6.7% 0.0062 0.9% 55% False False 91,496
80 0.7407 0.6825 0.0582 8.2% 0.0062 0.9% 45% False False 68,867
100 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 45% False False 55,123
120 0.7407 0.6825 0.0582 8.2% 0.0055 0.8% 45% False False 45,943
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 True
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 0.7265
2.618 0.7201
1.618 0.7162
1.000 0.7138
0.618 0.7123
HIGH 0.7099
0.618 0.7084
0.500 0.7080
0.382 0.7075
LOW 0.7060
0.618 0.7036
1.000 0.7021
1.618 0.6997
2.618 0.6958
4.250 0.6894
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 0.7085 0.7092
PP 0.7082 0.7091
S1 0.7080 0.7089

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

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