CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 27-Mar-2019
Day Change Summary
Previous Current
26-Mar-2019 27-Mar-2019 Change Change % Previous Week
Open 0.7123 0.7147 0.0024 0.3% 0.7094
High 0.7158 0.7152 -0.0006 -0.1% 0.7179
Low 0.7119 0.7079 -0.0040 -0.6% 0.7067
Close 0.7154 0.7096 -0.0058 -0.8% 0.7093
Range 0.0039 0.0073 0.0034 87.2% 0.0112
ATR 0.0052 0.0054 0.0002 3.1% 0.0000
Volume 74,852 109,356 34,504 46.1% 480,276
Daily Pivots for day following 27-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7328 0.7285 0.7136
R3 0.7255 0.7212 0.7116
R2 0.7182 0.7182 0.7109
R1 0.7139 0.7139 0.7103 0.7124
PP 0.7109 0.7109 0.7109 0.7102
S1 0.7066 0.7066 0.7089 0.7051
S2 0.7036 0.7036 0.7083
S3 0.6963 0.6993 0.7076
S4 0.6890 0.6920 0.7056
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 0.7077 0.0102 1.4% 0.0057 0.8% 19% False False 97,660
10 0.7179 0.7052 0.0127 1.8% 0.0054 0.8% 35% False False 87,950
20 0.7179 0.7014 0.0165 2.3% 0.0050 0.7% 50% False False 52,915
40 0.7307 0.7014 0.0293 4.1% 0.0055 0.8% 28% False False 26,818
60 0.7307 0.6861 0.0446 6.3% 0.0054 0.8% 53% False False 17,904
80 0.7410 0.6861 0.0549 7.7% 0.0049 0.7% 43% False False 13,437
100 0.7410 0.6861 0.0549 7.7% 0.0044 0.6% 43% False False 10,752
120 0.7410 0.6861 0.0549 7.7% 0.0038 0.5% 43% False False 8,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7343
1.618 0.7270
1.000 0.7225
0.618 0.7197
HIGH 0.7152
0.618 0.7124
0.500 0.7116
0.382 0.7107
LOW 0.7079
0.618 0.7034
1.000 0.7006
1.618 0.6961
2.618 0.6888
4.250 0.6769
Fisher Pivots for day following 27-Mar-2019
Pivot 1 day 3 day
R1 0.7116 0.7118
PP 0.7109 0.7110
S1 0.7103 0.7103

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

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