CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 11-Feb-2019
Day Change Summary
Previous Current
08-Feb-2019 11-Feb-2019 Change Change % Previous Week
Open 0.7101 0.7093 -0.0008 -0.1% 0.7254
High 0.7106 0.7112 0.0006 0.1% 0.7269
Low 0.7064 0.7061 -0.0003 0.0% 0.7064
Close 0.7090 0.7066 -0.0024 -0.3% 0.7090
Range 0.0042 0.0051 0.0009 21.4% 0.0205
ATR 0.0064 0.0063 -0.0001 -1.4% 0.0000
Volume 99,417 79,519 -19,898 -20.0% 491,766
Daily Pivots for day following 11-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7233 0.7200 0.7094
R3 0.7182 0.7149 0.7080
R2 0.7131 0.7131 0.7075
R1 0.7098 0.7098 0.7071 0.7089
PP 0.7080 0.7080 0.7080 0.7075
S1 0.7047 0.7047 0.7061 0.7038
S2 0.7029 0.7029 0.7057
S3 0.6978 0.6996 0.7052
S4 0.6927 0.6945 0.7038
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7756 0.7628 0.7203
R3 0.7551 0.7423 0.7146
R2 0.7346 0.7346 0.7128
R1 0.7218 0.7218 0.7109 0.7180
PP 0.7141 0.7141 0.7141 0.7122
S1 0.7013 0.7013 0.7071 0.6975
S2 0.6936 0.6936 0.7052
S3 0.6731 0.6808 0.7034
S4 0.6526 0.6603 0.6977
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7269 0.7061 0.0208 2.9% 0.0067 0.9% 2% False True 98,978
10 0.7300 0.7061 0.0239 3.4% 0.0064 0.9% 2% False True 103,589
20 0.7300 0.7061 0.0239 3.4% 0.0062 0.9% 2% False True 99,144
40 0.7300 0.6825 0.0475 6.7% 0.0063 0.9% 51% False False 94,938
60 0.7407 0.6825 0.0582 8.2% 0.0062 0.9% 41% False False 65,982
80 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 41% False False 49,537
100 0.7407 0.6825 0.0582 8.2% 0.0055 0.8% 41% False False 39,638
120 0.7407 0.6825 0.0582 8.2% 0.0052 0.7% 41% False False 33,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7246
1.618 0.7195
1.000 0.7163
0.618 0.7144
HIGH 0.7112
0.618 0.7093
0.500 0.7087
0.382 0.7080
LOW 0.7061
0.618 0.7029
1.000 0.7010
1.618 0.6978
2.618 0.6927
4.250 0.6844
Fisher Pivots for day following 11-Feb-2019
Pivot 1 day 3 day
R1 0.7087 0.7091
PP 0.7080 0.7083
S1 0.7073 0.7074

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

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