CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 06-Mar-2019
Day Change Summary
Previous Current
05-Mar-2019 06-Mar-2019 Change Change % Previous Week
Open 0.7087 0.7079 -0.0008 -0.1% 0.7151
High 0.7099 0.7094 -0.0005 -0.1% 0.7202
Low 0.7060 0.7022 -0.0038 -0.5% 0.7071
Close 0.7088 0.7028 -0.0060 -0.8% 0.7075
Range 0.0039 0.0072 0.0033 84.6% 0.0131
ATR 0.0061 0.0062 0.0001 1.3% 0.0000
Volume 76,561 104,488 27,927 36.5% 508,234
Daily Pivots for day following 06-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7264 0.7218 0.7068
R3 0.7192 0.7146 0.7048
R2 0.7120 0.7120 0.7041
R1 0.7074 0.7074 0.7035 0.7061
PP 0.7048 0.7048 0.7048 0.7042
S1 0.7002 0.7002 0.7021 0.6989
S2 0.6976 0.6976 0.7015
S3 0.6904 0.6930 0.7008
S4 0.6832 0.6858 0.6988
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 0.7169 0.7022 0.0147 2.1% 0.0055 0.8% 4% False True 97,259
10 0.7210 0.7022 0.0188 2.7% 0.0066 0.9% 3% False True 105,307
20 0.7249 0.7022 0.0227 3.2% 0.0063 0.9% 3% False True 102,958
40 0.7300 0.7022 0.0278 4.0% 0.0061 0.9% 2% False True 101,496
60 0.7300 0.6825 0.0475 6.8% 0.0061 0.9% 43% False False 93,115
80 0.7407 0.6825 0.0582 8.3% 0.0061 0.9% 35% False False 70,171
100 0.7407 0.6825 0.0582 8.3% 0.0059 0.8% 35% False False 56,168
120 0.7407 0.6825 0.0582 8.3% 0.0055 0.8% 35% False False 46,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7400
2.618 0.7282
1.618 0.7210
1.000 0.7166
0.618 0.7138
HIGH 0.7094
0.618 0.7066
0.500 0.7058
0.382 0.7050
LOW 0.7022
0.618 0.6978
1.000 0.6950
1.618 0.6906
2.618 0.6834
4.250 0.6716
Fisher Pivots for day following 06-Mar-2019
Pivot 1 day 3 day
R1 0.7058 0.7066
PP 0.7048 0.7053
S1 0.7038 0.7041

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

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