CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 06-Mar-2019
Day Change Summary
Previous Current
05-Mar-2019 06-Mar-2019 Change Change % Previous Week
Open 0.7100 0.7092 -0.0008 -0.1% 0.7161
High 0.7107 0.7102 -0.0005 -0.1% 0.7210
Low 0.7069 0.7032 -0.0037 -0.5% 0.7084
Close 0.7097 0.7037 -0.0060 -0.8% 0.7084
Range 0.0038 0.0070 0.0032 84.2% 0.0126
ATR 0.0055 0.0056 0.0001 2.0% 0.0000
Volume 1,818 2,795 977 53.7% 7,044
Daily Pivots for day following 06-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7267 0.7222 0.7076
R3 0.7197 0.7152 0.7056
R2 0.7127 0.7127 0.7050
R1 0.7082 0.7082 0.7043 0.7070
PP 0.7057 0.7057 0.7057 0.7051
S1 0.7012 0.7012 0.7031 0.7000
S2 0.6987 0.6987 0.7024
S3 0.6917 0.6942 0.7018
S4 0.6847 0.6872 0.6999
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 0.7165 0.7032 0.0133 1.9% 0.0050 0.7% 4% False True 1,378
10 0.7217 0.7032 0.0185 2.6% 0.0061 0.9% 3% False True 1,468
20 0.7247 0.7032 0.0215 3.1% 0.0057 0.8% 2% False True 1,052
40 0.7307 0.7032 0.0275 3.9% 0.0052 0.7% 2% False True 558
60 0.7307 0.6861 0.0446 6.3% 0.0050 0.7% 39% False False 392
80 0.7410 0.6861 0.0549 7.8% 0.0043 0.6% 32% False False 297
100 0.7410 0.6861 0.0549 7.8% 0.0038 0.5% 32% False False 238
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7400
2.618 0.7285
1.618 0.7215
1.000 0.7172
0.618 0.7145
HIGH 0.7102
0.618 0.7075
0.500 0.7067
0.382 0.7059
LOW 0.7032
0.618 0.6989
1.000 0.6962
1.618 0.6919
2.618 0.6849
4.250 0.6734
Fisher Pivots for day following 06-Mar-2019
Pivot 1 day 3 day
R1 0.7067 0.7075
PP 0.7057 0.7062
S1 0.7047 0.7050

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

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