CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 0.7172 0.7194 0.0022 0.3% 0.7142
High 0.7198 0.7202 0.0004 0.1% 0.7210
Low 0.7145 0.7130 -0.0015 -0.2% 0.7071
Close 0.7196 0.7143 -0.0053 -0.7% 0.7137
Range 0.0053 0.0072 0.0019 35.8% 0.0139
ATR 0.0064 0.0065 0.0001 0.8% 0.0000
Volume 92,601 98,098 5,497 5.9% 511,638
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7374 0.7331 0.7183
R3 0.7302 0.7259 0.7163
R2 0.7230 0.7230 0.7156
R1 0.7187 0.7187 0.7150 0.7173
PP 0.7158 0.7158 0.7158 0.7151
S1 0.7115 0.7115 0.7136 0.7101
S2 0.7086 0.7086 0.7130
S3 0.7014 0.7043 0.7123
S4 0.6942 0.6971 0.7103
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7556 0.7486 0.7213
R3 0.7417 0.7347 0.7175
R2 0.7278 0.7278 0.7162
R1 0.7208 0.7208 0.7150 0.7174
PP 0.7139 0.7139 0.7139 0.7122
S1 0.7069 0.7069 0.7124 0.7035
S2 0.7000 0.7000 0.7112
S3 0.6861 0.6930 0.7099
S4 0.6722 0.6791 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7210 0.7071 0.0139 1.9% 0.0076 1.1% 52% False False 113,355
10 0.7210 0.7071 0.0139 1.9% 0.0067 0.9% 52% False False 108,237
20 0.7300 0.7058 0.0242 3.4% 0.0066 0.9% 35% False False 106,195
40 0.7300 0.6825 0.0475 6.6% 0.0066 0.9% 67% False False 102,133
60 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 55% False False 85,295
80 0.7407 0.6825 0.0582 8.1% 0.0062 0.9% 55% False False 64,114
100 0.7407 0.6825 0.0582 8.1% 0.0058 0.8% 55% False False 51,307
120 0.7407 0.6825 0.0582 8.1% 0.0055 0.8% 55% False False 42,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7390
1.618 0.7318
1.000 0.7274
0.618 0.7246
HIGH 0.7202
0.618 0.7174
0.500 0.7166
0.382 0.7158
LOW 0.7130
0.618 0.7086
1.000 0.7058
1.618 0.7014
2.618 0.6942
4.250 0.6824
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 0.7166 0.7166
PP 0.7158 0.7158
S1 0.7151 0.7151

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

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