CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 0.7078 0.7094 0.0016 0.2% 0.7044
High 0.7107 0.7129 0.0022 0.3% 0.7108
Low 0.7072 0.7088 0.0016 0.2% 0.7037
Close 0.7095 0.7109 0.0014 0.2% 0.7095
Range 0.0035 0.0041 0.0006 17.1% 0.0071
ATR 0.0052 0.0051 -0.0001 -1.5% 0.0000
Volume 83,050 68,268 -14,782 -17.8% 288,664
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7232 0.7211 0.7132
R3 0.7191 0.7170 0.7120
R2 0.7150 0.7150 0.7117
R1 0.7129 0.7129 0.7113 0.7140
PP 0.7109 0.7109 0.7109 0.7114
S1 0.7088 0.7088 0.7105 0.7099
S2 0.7068 0.7068 0.7101
S3 0.7027 0.7047 0.7098
S4 0.6986 0.7006 0.7086
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 0.7129 0.7052 0.0077 1.1% 0.0043 0.6% 74% True False 66,260
10 0.7129 0.7014 0.0115 1.6% 0.0046 0.7% 83% True False 38,728
20 0.7217 0.7014 0.0203 2.9% 0.0054 0.8% 47% False False 20,017
40 0.7307 0.7014 0.0293 4.1% 0.0053 0.8% 32% False False 10,109
60 0.7307 0.6861 0.0446 6.3% 0.0053 0.7% 56% False False 6,765
80 0.7410 0.6861 0.0549 7.7% 0.0047 0.7% 45% False False 5,080
100 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 45% False False 4,065
120 0.7410 0.6861 0.0549 7.7% 0.0035 0.5% 45% False False 3,387
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7303
2.618 0.7236
1.618 0.7195
1.000 0.7170
0.618 0.7154
HIGH 0.7129
0.618 0.7113
0.500 0.7109
0.382 0.7104
LOW 0.7088
0.618 0.7063
1.000 0.7047
1.618 0.7022
2.618 0.6981
4.250 0.6914
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 0.7109 0.7103
PP 0.7109 0.7097
S1 0.7109 0.7091

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

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