CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Mar-2019
Day Change Summary
Previous Current
19-Mar-2019 20-Mar-2019 Change Change % Previous Week
Open 0.7110 0.7099 -0.0011 -0.2% 0.7044
High 0.7121 0.7162 0.0041 0.6% 0.7108
Low 0.7095 0.7067 -0.0028 -0.4% 0.7037
Close 0.7100 0.7153 0.0053 0.7% 0.7095
Range 0.0026 0.0095 0.0069 265.4% 0.0071
ATR 0.0049 0.0052 0.0003 6.7% 0.0000
Volume 68,170 112,278 44,108 64.7% 288,664
Daily Pivots for day following 20-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7412 0.7378 0.7205
R3 0.7317 0.7283 0.7179
R2 0.7222 0.7222 0.7170
R1 0.7188 0.7188 0.7162 0.7205
PP 0.7127 0.7127 0.7127 0.7136
S1 0.7093 0.7093 0.7144 0.7110
S2 0.7032 0.7032 0.7136
S3 0.6937 0.6998 0.7127
S4 0.6842 0.6903 0.7101
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 0.7162 0.7052 0.0110 1.5% 0.0051 0.7% 92% True False 78,241
10 0.7162 0.7014 0.0148 2.1% 0.0048 0.7% 94% True False 56,312
20 0.7217 0.7014 0.0203 2.8% 0.0055 0.8% 68% False False 28,890
40 0.7307 0.7014 0.0293 4.1% 0.0054 0.8% 47% False False 14,618
60 0.7307 0.6861 0.0446 6.2% 0.0053 0.7% 65% False False 9,771
80 0.7410 0.6861 0.0549 7.7% 0.0047 0.7% 53% False False 7,335
100 0.7410 0.6861 0.0549 7.7% 0.0042 0.6% 53% False False 5,869
120 0.7410 0.6861 0.0549 7.7% 0.0036 0.5% 53% False False 4,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7411
1.618 0.7316
1.000 0.7257
0.618 0.7221
HIGH 0.7162
0.618 0.7126
0.500 0.7115
0.382 0.7103
LOW 0.7067
0.618 0.7008
1.000 0.6972
1.618 0.6913
2.618 0.6818
4.250 0.6663
Fisher Pivots for day following 20-Mar-2019
Pivot 1 day 3 day
R1 0.7140 0.7140
PP 0.7127 0.7127
S1 0.7115 0.7115

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

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