CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 07-Mar-2019
Day Change Summary
Previous Current
06-Mar-2019 07-Mar-2019 Change Change % Previous Week
Open 0.7079 0.7028 -0.0051 -0.7% 0.7151
High 0.7094 0.7052 -0.0042 -0.6% 0.7202
Low 0.7022 0.7006 -0.0016 -0.2% 0.7071
Close 0.7028 0.7012 -0.0016 -0.2% 0.7075
Range 0.0072 0.0046 -0.0026 -36.1% 0.0131
ATR 0.0062 0.0061 -0.0001 -1.8% 0.0000
Volume 104,488 107,858 3,370 3.2% 508,234
Daily Pivots for day following 07-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7161 0.7133 0.7037
R3 0.7115 0.7087 0.7025
R2 0.7069 0.7069 0.7020
R1 0.7041 0.7041 0.7016 0.7032
PP 0.7023 0.7023 0.7023 0.7019
S1 0.6995 0.6995 0.7008 0.6986
S2 0.6977 0.6977 0.7004
S3 0.6931 0.6949 0.6999
S4 0.6885 0.6903 0.6987
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 0.7124 0.7006 0.0118 1.7% 0.0049 0.7% 5% False True 95,430
10 0.7202 0.7006 0.0196 2.8% 0.0056 0.8% 3% False True 99,227
20 0.7210 0.7006 0.0204 2.9% 0.0058 0.8% 3% False True 101,579
40 0.7300 0.7006 0.0294 4.2% 0.0061 0.9% 2% False True 101,697
60 0.7300 0.6825 0.0475 6.8% 0.0061 0.9% 39% False False 94,776
80 0.7407 0.6825 0.0582 8.3% 0.0061 0.9% 32% False False 71,518
100 0.7407 0.6825 0.0582 8.3% 0.0059 0.8% 32% False False 57,246
120 0.7407 0.6825 0.0582 8.3% 0.0055 0.8% 32% False False 47,712
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7248
2.618 0.7172
1.618 0.7126
1.000 0.7098
0.618 0.7080
HIGH 0.7052
0.618 0.7034
0.500 0.7029
0.382 0.7024
LOW 0.7006
0.618 0.6978
1.000 0.6960
1.618 0.6932
2.618 0.6886
4.250 0.6811
Fisher Pivots for day following 07-Mar-2019
Pivot 1 day 3 day
R1 0.7029 0.7053
PP 0.7023 0.7039
S1 0.7018 0.7026

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

View Archives - Comment on this page... - Back to Index of Symbols