CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Apr-2019
Day Change Summary
Previous Current
29-Mar-2019 01-Apr-2019 Change Change % Previous Week
Open 0.7087 0.7119 0.0032 0.5% 0.7092
High 0.7115 0.7143 0.0028 0.4% 0.7158
Low 0.7085 0.7115 0.0030 0.4% 0.7072
Close 0.7109 0.7124 0.0015 0.2% 0.7109
Range 0.0030 0.0028 -0.0002 -6.7% 0.0086
ATR 0.0052 0.0050 -0.0001 -2.4% 0.0000
Volume 85,978 95,863 9,885 11.5% 433,514
Daily Pivots for day following 01-Apr-2019
Classic Woodie Camarilla DeMark
R4 0.7211 0.7196 0.7139
R3 0.7183 0.7168 0.7132
R2 0.7155 0.7155 0.7129
R1 0.7140 0.7140 0.7127 0.7148
PP 0.7127 0.7127 0.7127 0.7131
S1 0.7112 0.7112 0.7121 0.7120
S2 0.7099 0.7099 0.7119
S3 0.7071 0.7084 0.7116
S4 0.7043 0.7056 0.7109
Weekly Pivots for week ending 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7371 0.7326 0.7156
R3 0.7285 0.7240 0.7133
R2 0.7199 0.7199 0.7125
R1 0.7154 0.7154 0.7117 0.7177
PP 0.7113 0.7113 0.7113 0.7124
S1 0.7068 0.7068 0.7101 0.7091
S2 0.7027 0.7027 0.7093
S3 0.6941 0.6982 0.7085
S4 0.6855 0.6896 0.7062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7158 0.7072 0.0086 1.2% 0.0043 0.6% 60% False False 91,368
10 0.7179 0.7067 0.0112 1.6% 0.0051 0.7% 51% False False 94,138
20 0.7179 0.7014 0.0165 2.3% 0.0049 0.7% 67% False False 66,433
40 0.7271 0.7014 0.0257 3.6% 0.0053 0.7% 43% False False 33,630
60 0.7307 0.7012 0.0295 4.1% 0.0052 0.7% 38% False False 22,445
80 0.7322 0.6861 0.0461 6.5% 0.0049 0.7% 57% False False 16,845
100 0.7410 0.6861 0.0549 7.7% 0.0044 0.6% 48% False False 13,478
120 0.7410 0.6861 0.0549 7.7% 0.0039 0.5% 48% False False 11,232
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7262
2.618 0.7216
1.618 0.7188
1.000 0.7171
0.618 0.7160
HIGH 0.7143
0.618 0.7132
0.500 0.7129
0.382 0.7126
LOW 0.7115
0.618 0.7098
1.000 0.7087
1.618 0.7070
2.618 0.7042
4.250 0.6996
Fisher Pivots for day following 01-Apr-2019
Pivot 1 day 3 day
R1 0.7129 0.7119
PP 0.7127 0.7113
S1 0.7126 0.7108

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

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