CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Mar-2019
Day Change Summary
Previous Current
01-Mar-2019 04-Mar-2019 Change Change % Previous Week
Open 0.7110 0.7109 -0.0001 0.0% 0.7161
High 0.7130 0.7118 -0.0012 -0.2% 0.7210
Low 0.7084 0.7087 0.0003 0.0% 0.7084
Close 0.7084 0.7097 0.0013 0.2% 0.7084
Range 0.0046 0.0031 -0.0015 -32.6% 0.0126
ATR 0.0058 0.0056 -0.0002 -3.0% 0.0000
Volume 740 782 42 5.7% 7,044
Daily Pivots for day following 04-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7194 0.7176 0.7114
R3 0.7163 0.7145 0.7106
R2 0.7132 0.7132 0.7103
R1 0.7114 0.7114 0.7100 0.7108
PP 0.7101 0.7101 0.7101 0.7097
S1 0.7083 0.7083 0.7094 0.7077
S2 0.7070 0.7070 0.7091
S3 0.7039 0.7052 0.7088
S4 0.7008 0.7021 0.7080
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7504 0.7420 0.7153
R3 0.7378 0.7294 0.7119
R2 0.7252 0.7252 0.7107
R1 0.7168 0.7168 0.7096 0.7147
PP 0.7126 0.7126 0.7126 0.7116
S1 0.7042 0.7042 0.7072 0.7021
S2 0.7000 0.7000 0.7061
S3 0.6874 0.6916 0.7049
S4 0.6748 0.6790 0.7015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7210 0.7084 0.0126 1.8% 0.0052 0.7% 10% False False 1,470
10 0.7217 0.7084 0.0133 1.9% 0.0061 0.9% 10% False False 1,305
20 0.7271 0.7074 0.0197 2.8% 0.0056 0.8% 12% False False 827
40 0.7307 0.7012 0.0295 4.2% 0.0054 0.8% 29% False False 451
60 0.7322 0.6861 0.0461 6.5% 0.0049 0.7% 51% False False 315
80 0.7410 0.6861 0.0549 7.7% 0.0042 0.6% 43% False False 239
100 0.7410 0.6861 0.0549 7.7% 0.0037 0.5% 43% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7250
2.618 0.7199
1.618 0.7168
1.000 0.7149
0.618 0.7137
HIGH 0.7118
0.618 0.7106
0.500 0.7103
0.382 0.7099
LOW 0.7087
0.618 0.7068
1.000 0.7056
1.618 0.7037
2.618 0.7006
4.250 0.6955
Fisher Pivots for day following 04-Mar-2019
Pivot 1 day 3 day
R1 0.7103 0.7125
PP 0.7101 0.7115
S1 0.7099 0.7106

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

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