CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 08-Mar-2019
Day Change Summary
Previous Current
07-Mar-2019 08-Mar-2019 Change Change % Previous Week
Open 0.7028 0.7016 -0.0012 -0.2% 0.7099
High 0.7052 0.7053 0.0001 0.0% 0.7110
Low 0.7006 0.7004 -0.0002 0.0% 0.7004
Close 0.7012 0.7048 0.0036 0.5% 0.7048
Range 0.0046 0.0049 0.0003 6.5% 0.0106
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 107,858 100,859 -6,999 -6.5% 465,836
Daily Pivots for day following 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7182 0.7164 0.7075
R3 0.7133 0.7115 0.7061
R2 0.7084 0.7084 0.7057
R1 0.7066 0.7066 0.7052 0.7075
PP 0.7035 0.7035 0.7035 0.7040
S1 0.7017 0.7017 0.7044 0.7026
S2 0.6986 0.6986 0.7039
S3 0.6937 0.6968 0.7035
S4 0.6888 0.6919 0.7021
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7372 0.7316 0.7106
R3 0.7266 0.7210 0.7077
R2 0.7160 0.7160 0.7067
R1 0.7104 0.7104 0.7058 0.7079
PP 0.7054 0.7054 0.7054 0.7042
S1 0.6998 0.6998 0.7038 0.6973
S2 0.6948 0.6948 0.7029
S3 0.6842 0.6892 0.7019
S4 0.6736 0.6786 0.6990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7110 0.7004 0.0106 1.5% 0.0048 0.7% 42% False True 93,167
10 0.7202 0.7004 0.0198 2.8% 0.0054 0.8% 22% False True 97,407
20 0.7210 0.7004 0.0206 2.9% 0.0059 0.8% 21% False True 102,068
40 0.7300 0.7004 0.0296 4.2% 0.0061 0.9% 15% False True 101,269
60 0.7300 0.6825 0.0475 6.7% 0.0061 0.9% 47% False False 96,209
80 0.7407 0.6825 0.0582 8.3% 0.0062 0.9% 38% False False 72,775
100 0.7407 0.6825 0.0582 8.3% 0.0059 0.8% 38% False False 58,254
120 0.7407 0.6825 0.0582 8.3% 0.0055 0.8% 38% False False 48,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7261
2.618 0.7181
1.618 0.7132
1.000 0.7102
0.618 0.7083
HIGH 0.7053
0.618 0.7034
0.500 0.7029
0.382 0.7023
LOW 0.7004
0.618 0.6974
1.000 0.6955
1.618 0.6925
2.618 0.6876
4.250 0.6796
Fisher Pivots for day following 08-Mar-2019
Pivot 1 day 3 day
R1 0.7042 0.7049
PP 0.7035 0.7049
S1 0.7029 0.7048

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

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