CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 0.7016 0.7039 0.0023 0.3% 0.7099
High 0.7053 0.7078 0.0025 0.4% 0.7110
Low 0.7004 0.7027 0.0023 0.3% 0.7004
Close 0.7048 0.7062 0.0014 0.2% 0.7048
Range 0.0049 0.0051 0.0002 4.1% 0.0106
ATR 0.0060 0.0059 -0.0001 -1.1% 0.0000
Volume 100,859 87,236 -13,623 -13.5% 465,836
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7209 0.7186 0.7090
R3 0.7158 0.7135 0.7076
R2 0.7107 0.7107 0.7071
R1 0.7084 0.7084 0.7067 0.7096
PP 0.7056 0.7056 0.7056 0.7061
S1 0.7033 0.7033 0.7057 0.7045
S2 0.7005 0.7005 0.7053
S3 0.6954 0.6982 0.7048
S4 0.6903 0.6931 0.7034
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 0.7099 0.7004 0.0095 1.3% 0.0051 0.7% 61% False False 95,400
10 0.7202 0.7004 0.0198 2.8% 0.0055 0.8% 29% False False 97,295
20 0.7210 0.7004 0.0206 2.9% 0.0060 0.8% 28% False False 101,459
40 0.7300 0.7004 0.0296 4.2% 0.0061 0.9% 20% False False 101,033
60 0.7300 0.6825 0.0475 6.7% 0.0062 0.9% 50% False False 96,994
80 0.7407 0.6825 0.0582 8.2% 0.0061 0.9% 41% False False 73,860
100 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 41% False False 59,126
120 0.7407 0.6825 0.0582 8.2% 0.0056 0.8% 41% False False 49,279
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7295
2.618 0.7212
1.618 0.7161
1.000 0.7129
0.618 0.7110
HIGH 0.7078
0.618 0.7059
0.500 0.7053
0.382 0.7046
LOW 0.7027
0.618 0.6995
1.000 0.6976
1.618 0.6944
2.618 0.6893
4.250 0.6810
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 0.7059 0.7055
PP 0.7056 0.7048
S1 0.7053 0.7041

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

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