CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 14-Mar-2019
Day Change Summary
Previous Current
13-Mar-2019 14-Mar-2019 Change Change % Previous Week
Open 0.7081 0.7094 0.0013 0.2% 0.7099
High 0.7099 0.7099 0.0000 0.0% 0.7110
Low 0.7050 0.7041 -0.0009 -0.1% 0.7004
Close 0.7090 0.7064 -0.0026 -0.4% 0.7048
Range 0.0049 0.0058 0.0009 18.4% 0.0106
ATR 0.0057 0.0057 0.0000 0.1% 0.0000
Volume 144,462 94,614 -49,848 -34.5% 465,836
Daily Pivots for day following 14-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7242 0.7211 0.7096
R3 0.7184 0.7153 0.7080
R2 0.7126 0.7126 0.7075
R1 0.7095 0.7095 0.7069 0.7082
PP 0.7068 0.7068 0.7068 0.7061
S1 0.7037 0.7037 0.7059 0.7023
S2 0.7010 0.7010 0.7053
S3 0.6952 0.6979 0.7048
S4 0.6894 0.6921 0.7032
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% 0.0048 0.7% 63% True False 104,638
10 0.7124 0.7004 0.0120 1.7% 0.0049 0.7% 50% False False 100,034
20 0.7210 0.7004 0.0206 2.9% 0.0059 0.8% 29% False False 104,869
40 0.7300 0.7004 0.0296 4.2% 0.0061 0.9% 20% False False 102,204
60 0.7300 0.6825 0.0475 6.7% 0.0062 0.9% 50% False False 98,501
80 0.7407 0.6825 0.0582 8.2% 0.0061 0.9% 41% False False 78,043
100 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 41% False False 62,473
120 0.7407 0.6825 0.0582 8.2% 0.0056 0.8% 41% False False 52,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7346
2.618 0.7251
1.618 0.7193
1.000 0.7157
0.618 0.7135
HIGH 0.7099
0.618 0.7077
0.500 0.7070
0.382 0.7063
LOW 0.7041
0.618 0.7005
1.000 0.6983
1.618 0.6947
2.618 0.6889
4.250 0.6794
Fisher Pivots for day following 14-Mar-2019
Pivot 1 day 3 day
R1 0.7070 0.7070
PP 0.7068 0.7068
S1 0.7066 0.7066

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

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