CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 22-Mar-2019
Day Change Summary
Previous Current
21-Mar-2019 22-Mar-2019 Change Change % Previous Week
Open 0.7138 0.7125 -0.0013 -0.2% 0.7094
High 0.7179 0.7128 -0.0051 -0.7% 0.7179
Low 0.7100 0.7086 -0.0014 -0.2% 0.7067
Close 0.7116 0.7093 -0.0023 -0.3% 0.7093
Range 0.0079 0.0042 -0.0037 -46.8% 0.0112
ATR 0.0054 0.0053 -0.0001 -1.6% 0.0000
Volume 132,236 99,324 -32,912 -24.9% 480,276
Daily Pivots for day following 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7228 0.7203 0.7116
R3 0.7186 0.7161 0.7105
R2 0.7144 0.7144 0.7101
R1 0.7119 0.7119 0.7097 0.7111
PP 0.7102 0.7102 0.7102 0.7098
S1 0.7077 0.7077 0.7089 0.7069
S2 0.7060 0.7060 0.7085
S3 0.7018 0.7035 0.7081
S4 0.6976 0.6993 0.7070
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7449 0.7383 0.7155
R3 0.7337 0.7271 0.7124
R2 0.7225 0.7225 0.7114
R1 0.7159 0.7159 0.7103 0.7136
PP 0.7113 0.7113 0.7113 0.7102
S1 0.7047 0.7047 0.7083 0.7024
S2 0.7001 0.7001 0.7072
S3 0.6889 0.6935 0.7062
S4 0.6777 0.6823 0.7031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7179 0.7067 0.0112 1.6% 0.0057 0.8% 23% False False 96,055
10 0.7179 0.7037 0.0142 2.0% 0.0051 0.7% 39% False False 76,894
20 0.7210 0.7014 0.0196 2.8% 0.0051 0.7% 40% False False 40,356
40 0.7307 0.7014 0.0293 4.1% 0.0055 0.8% 27% False False 20,405
60 0.7307 0.6861 0.0446 6.3% 0.0053 0.8% 52% False False 13,630
80 0.7410 0.6861 0.0549 7.7% 0.0048 0.7% 42% False False 10,229
100 0.7410 0.6861 0.0549 7.7% 0.0043 0.6% 42% False False 8,185
120 0.7410 0.6861 0.0549 7.7% 0.0037 0.5% 42% False False 6,821
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7238
1.618 0.7196
1.000 0.7170
0.618 0.7154
HIGH 0.7128
0.618 0.7112
0.500 0.7107
0.382 0.7102
LOW 0.7086
0.618 0.7060
1.000 0.7044
1.618 0.7018
2.618 0.6976
4.250 0.6908
Fisher Pivots for day following 22-Mar-2019
Pivot 1 day 3 day
R1 0.7107 0.7123
PP 0.7102 0.7113
S1 0.7098 0.7103

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

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