CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 0.7109 0.7100 -0.0009 -0.1% 0.7161
High 0.7118 0.7107 -0.0011 -0.2% 0.7210
Low 0.7087 0.7069 -0.0018 -0.3% 0.7084
Close 0.7097 0.7097 0.0000 0.0% 0.7084
Range 0.0031 0.0038 0.0007 22.6% 0.0126
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 782 1,818 1,036 132.5% 7,044
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7205 0.7189 0.7118
R3 0.7167 0.7151 0.7107
R2 0.7129 0.7129 0.7104
R1 0.7113 0.7113 0.7100 0.7102
PP 0.7091 0.7091 0.7091 0.7086
S1 0.7075 0.7075 0.7094 0.7064
S2 0.7053 0.7053 0.7090
S3 0.7015 0.7037 0.7087
S4 0.6977 0.6999 0.7076
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 0.7069 0.0141 2.0% 0.0050 0.7% 20% False True 916
10 0.7217 0.7069 0.0148 2.1% 0.0058 0.8% 19% False True 1,221
20 0.7271 0.7069 0.0202 2.8% 0.0057 0.8% 14% False True 916
40 0.7307 0.7069 0.0238 3.4% 0.0051 0.7% 12% False True 494
60 0.7307 0.6861 0.0446 6.3% 0.0050 0.7% 53% False False 346
80 0.7410 0.6861 0.0549 7.7% 0.0043 0.6% 43% False False 262
100 0.7410 0.6861 0.0549 7.7% 0.0037 0.5% 43% False False 210
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7268
2.618 0.7206
1.618 0.7168
1.000 0.7145
0.618 0.7130
HIGH 0.7107
0.618 0.7092
0.500 0.7088
0.382 0.7084
LOW 0.7069
0.618 0.7046
1.000 0.7031
1.618 0.7008
2.618 0.6970
4.250 0.6908
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 0.7094 0.7100
PP 0.7091 0.7099
S1 0.7088 0.7098

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

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