CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 0.7044 0.7080 0.0036 0.5% 0.7109
High 0.7087 0.7101 0.0014 0.2% 0.7118
Low 0.7037 0.7068 0.0031 0.4% 0.7014
Close 0.7071 0.7097 0.0026 0.4% 0.7057
Range 0.0050 0.0033 -0.0017 -34.0% 0.0104
ATR 0.0054 0.0053 -0.0002 -2.8% 0.0000
Volume 25,630 34,252 8,622 33.6% 31,136
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7188 0.7175 0.7115
R3 0.7155 0.7142 0.7106
R2 0.7122 0.7122 0.7103
R1 0.7109 0.7109 0.7100 0.7116
PP 0.7089 0.7089 0.7089 0.7092
S1 0.7076 0.7076 0.7094 0.7083
S2 0.7056 0.7056 0.7091
S3 0.7023 0.7043 0.7088
S4 0.6990 0.7010 0.7079
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 0.7102 0.7014 0.0088 1.2% 0.0049 0.7% 94% False False 17,683
10 0.7210 0.7014 0.0196 2.8% 0.0049 0.7% 42% False False 9,300
20 0.7217 0.7014 0.0203 2.9% 0.0055 0.8% 41% False False 5,256
40 0.7307 0.7014 0.0293 4.1% 0.0053 0.7% 28% False False 2,691
60 0.7307 0.6861 0.0446 6.3% 0.0052 0.7% 53% False False 1,815
80 0.7410 0.6861 0.0549 7.7% 0.0045 0.6% 43% False False 1,367
100 0.7410 0.6861 0.0549 7.7% 0.0039 0.6% 43% False False 1,094
120 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 43% False False 912
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7241
2.618 0.7187
1.618 0.7154
1.000 0.7134
0.618 0.7121
HIGH 0.7101
0.618 0.7088
0.500 0.7085
0.382 0.7081
LOW 0.7068
0.618 0.7048
1.000 0.7035
1.618 0.7015
2.618 0.6982
4.250 0.6928
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 0.7093 0.7084
PP 0.7089 0.7071
S1 0.7085 0.7058

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

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