CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 0.7066 0.7084 0.0018 0.3% 0.7039
High 0.7097 0.7119 0.0022 0.3% 0.7099
Low 0.7062 0.7080 0.0018 0.3% 0.7027
Close 0.7085 0.7098 0.0013 0.2% 0.7085
Range 0.0035 0.0039 0.0004 11.4% 0.0072
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 15,079 815 -14,264 -94.6% 437,412
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7216 0.7196 0.7119
R3 0.7177 0.7157 0.7109
R2 0.7138 0.7138 0.7105
R1 0.7118 0.7118 0.7102 0.7128
PP 0.7099 0.7099 0.7099 0.7104
S1 0.7079 0.7079 0.7094 0.7089
S2 0.7060 0.7060 0.7091
S3 0.7021 0.7040 0.7087
S4 0.6982 0.7001 0.7077
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7286 0.7258 0.7125
R3 0.7214 0.7186 0.7105
R2 0.7142 0.7142 0.7098
R1 0.7114 0.7114 0.7092 0.7128
PP 0.7070 0.7070 0.7070 0.7078
S1 0.7042 0.7042 0.7078 0.7056
S2 0.6998 0.6998 0.7072
S3 0.6926 0.6970 0.7065
S4 0.6854 0.6898 0.7045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7119 0.7041 0.0078 1.1% 0.0043 0.6% 73% True False 70,198
10 0.7119 0.7004 0.0115 1.6% 0.0047 0.7% 82% True False 82,799
20 0.7210 0.7004 0.0206 2.9% 0.0056 0.8% 46% False False 96,196
40 0.7300 0.7004 0.0296 4.2% 0.0060 0.8% 32% False False 97,569
60 0.7300 0.6825 0.0475 6.7% 0.0062 0.9% 57% False False 96,158
80 0.7407 0.6825 0.0582 8.2% 0.0060 0.9% 47% False False 78,239
100 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 47% False False 62,628
120 0.7407 0.6825 0.0582 8.2% 0.0056 0.8% 47% False False 52,203
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7285
2.618 0.7221
1.618 0.7182
1.000 0.7158
0.618 0.7143
HIGH 0.7119
0.618 0.7104
0.500 0.7100
0.382 0.7095
LOW 0.7080
0.618 0.7056
1.000 0.7041
1.618 0.7017
2.618 0.6978
4.250 0.6914
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 0.7100 0.7092
PP 0.7099 0.7086
S1 0.7099 0.7080

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

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