CME Australian Dollar Future March 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 0.7094 0.7066 -0.0028 -0.4% 0.7039
High 0.7099 0.7097 -0.0002 0.0% 0.7099
Low 0.7041 0.7062 0.0021 0.3% 0.7027
Close 0.7064 0.7085 0.0021 0.3% 0.7085
Range 0.0058 0.0035 -0.0023 -39.7% 0.0072
ATR 0.0057 0.0055 -0.0002 -2.8% 0.0000
Volume 94,614 15,079 -79,535 -84.1% 437,412
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7186 0.7171 0.7104
R3 0.7151 0.7136 0.7095
R2 0.7116 0.7116 0.7091
R1 0.7101 0.7101 0.7088 0.7108
PP 0.7081 0.7081 0.7081 0.7085
S1 0.7066 0.7066 0.7082 0.7074
S2 0.7046 0.7046 0.7079
S3 0.7011 0.7031 0.7075
S4 0.6976 0.6996 0.7066
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.7286 0.7258 0.7125
R3 0.7214 0.7186 0.7105
R2 0.7142 0.7142 0.7098
R1 0.7114 0.7114 0.7092 0.7128
PP 0.7070 0.7070 0.7070 0.7078
S1 0.7042 0.7042 0.7078 0.7056
S2 0.6998 0.6998 0.7072
S3 0.6926 0.6970 0.7065
S4 0.6854 0.6898 0.7045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7099 0.7027 0.0072 1.0% 0.0046 0.6% 81% False False 87,482
10 0.7110 0.7004 0.0106 1.5% 0.0047 0.7% 76% False False 90,324
20 0.7210 0.7004 0.0206 2.9% 0.0058 0.8% 39% False False 100,575
40 0.7300 0.7004 0.0296 4.2% 0.0061 0.9% 27% False False 100,521
60 0.7300 0.6825 0.0475 6.7% 0.0062 0.9% 55% False False 97,595
80 0.7407 0.6825 0.0582 8.2% 0.0061 0.9% 45% False False 78,230
100 0.7407 0.6825 0.0582 8.2% 0.0059 0.8% 45% False False 62,621
120 0.7407 0.6825 0.0582 8.2% 0.0056 0.8% 45% False False 52,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7246
2.618 0.7189
1.618 0.7154
1.000 0.7132
0.618 0.7119
HIGH 0.7097
0.618 0.7084
0.500 0.7080
0.382 0.7075
LOW 0.7062
0.618 0.7040
1.000 0.7027
1.618 0.7005
2.618 0.6970
4.250 0.6913
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 0.7083 0.7080
PP 0.7081 0.7075
S1 0.7080 0.7070

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

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