CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 0.7103 0.7078 -0.0025 -0.4% 0.7044
High 0.7108 0.7107 -0.0001 0.0% 0.7108
Low 0.7052 0.7072 0.0020 0.3% 0.7037
Close 0.7074 0.7095 0.0021 0.3% 0.7095
Range 0.0056 0.0035 -0.0021 -37.5% 0.0071
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 59,439 83,050 23,611 39.7% 288,664
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7196 0.7181 0.7114
R3 0.7161 0.7146 0.7105
R2 0.7126 0.7126 0.7101
R1 0.7111 0.7111 0.7098 0.7118
PP 0.7091 0.7091 0.7091 0.7095
S1 0.7076 0.7076 0.7092 0.7084
S2 0.7056 0.7056 0.7089
S3 0.7021 0.7041 0.7085
S4 0.6986 0.7006 0.7076
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7293 0.7265 0.7134
R3 0.7222 0.7194 0.7115
R2 0.7151 0.7151 0.7108
R1 0.7123 0.7123 0.7102 0.7137
PP 0.7080 0.7080 0.7080 0.7087
S1 0.7052 0.7052 0.7088 0.7066
S2 0.7009 0.7009 0.7082
S3 0.6938 0.6981 0.7075
S4 0.6867 0.6910 0.7056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7108 0.7037 0.0071 1.0% 0.0045 0.6% 82% False False 57,732
10 0.7118 0.7014 0.0104 1.5% 0.0045 0.6% 78% False False 31,980
20 0.7217 0.7014 0.0203 2.9% 0.0055 0.8% 40% False False 16,635
40 0.7307 0.7014 0.0293 4.1% 0.0054 0.8% 28% False False 8,408
60 0.7307 0.6861 0.0446 6.3% 0.0053 0.7% 52% False False 5,627
80 0.7410 0.6861 0.0549 7.7% 0.0047 0.7% 43% False False 4,226
100 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 43% False False 3,382
120 0.7410 0.6861 0.0549 7.7% 0.0035 0.5% 43% False False 2,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7256
2.618 0.7199
1.618 0.7164
1.000 0.7142
0.618 0.7129
HIGH 0.7107
0.618 0.7094
0.500 0.7090
0.382 0.7085
LOW 0.7072
0.618 0.7050
1.000 0.7037
1.618 0.7015
2.618 0.6980
4.250 0.6923
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 0.7093 0.7090
PP 0.7091 0.7085
S1 0.7090 0.7080

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

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