CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 0.7026 0.7044 0.0018 0.3% 0.7109
High 0.7062 0.7087 0.0025 0.4% 0.7118
Low 0.7014 0.7037 0.0023 0.3% 0.7014
Close 0.7057 0.7071 0.0014 0.2% 0.7057
Range 0.0048 0.0050 0.0002 4.2% 0.0104
ATR 0.0055 0.0054 0.0000 -0.6% 0.0000
Volume 13,308 25,630 12,322 92.6% 31,136
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7215 0.7193 0.7099
R3 0.7165 0.7143 0.7085
R2 0.7115 0.7115 0.7080
R1 0.7093 0.7093 0.7076 0.7104
PP 0.7065 0.7065 0.7065 0.7071
S1 0.7043 0.7043 0.7066 0.7054
S2 0.7015 0.7015 0.7062
S3 0.6965 0.6993 0.7057
S4 0.6915 0.6943 0.7044
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7375 0.7320 0.7114
R3 0.7271 0.7216 0.7086
R2 0.7167 0.7167 0.7076
R1 0.7112 0.7112 0.7067 0.7088
PP 0.7063 0.7063 0.7063 0.7051
S1 0.7008 0.7008 0.7047 0.6984
S2 0.6959 0.6959 0.7038
S3 0.6855 0.6904 0.7028
S4 0.6751 0.6800 0.7000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7107 0.7014 0.0093 1.3% 0.0050 0.7% 61% False False 11,196
10 0.7210 0.7014 0.0196 2.8% 0.0051 0.7% 29% False False 6,333
20 0.7217 0.7014 0.0203 2.9% 0.0055 0.8% 28% False False 3,565
40 0.7307 0.7014 0.0293 4.1% 0.0053 0.8% 19% False False 1,836
60 0.7307 0.6861 0.0446 6.3% 0.0051 0.7% 47% False False 1,244
80 0.7410 0.6861 0.0549 7.8% 0.0045 0.6% 38% False False 939
100 0.7410 0.6861 0.0549 7.8% 0.0039 0.6% 38% False False 752
120 0.7410 0.6861 0.0549 7.8% 0.0033 0.5% 38% False False 626
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7300
2.618 0.7218
1.618 0.7168
1.000 0.7137
0.618 0.7118
HIGH 0.7087
0.618 0.7068
0.500 0.7062
0.382 0.7056
LOW 0.7037
0.618 0.7006
1.000 0.6987
1.618 0.6956
2.618 0.6906
4.250 0.6825
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 0.7068 0.7064
PP 0.7065 0.7057
S1 0.7062 0.7051

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

View Archives - Comment on this page... - Back to Index of Symbols