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MRCI's Futures Highlight - Australian Dollar(CME)

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MRCI's Futures Highlight - Australian Dollar(CME)

MRCI hopes this profile of the CME Australian Dollar futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the CME Australian Dollar futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Australian Dollar(CME)
from 1/1987 - 9/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1987 0.40($398) 0.52($516) 0.42($416) 0.35($350) 0.37($366) 0.41($410)
1988 0.49($494) 0.52($520) 0.60($595) 0.51($508) 0.55($547) 0.53($534)
1989 0.57($567) 0.62($624) 0.62($617) 0.69($686) 0.63($631) 0.63($626)
1990 0.50($503) 0.50($496) 0.51($511) 0.61($611) 0.51($510) 0.53($526)
1991 0.35($348) 0.34($338) 0.35($352) 0.38($383) 0.35($353) 0.35($355)
1992 0.42($420) 0.35($354) 0.38($380) 0.40($399) 0.31($312) 0.37($373)
1993 0.51($510) 0.54($541) 0.47($471) 0.53($527) 0.48($483) 0.51($506)
1994 0.45($450) 0.44($438) 0.48($481) 0.42($419) 0.46($458) 0.45($449)
1995 0.39($395) 0.48($478) 0.48($478) 0.56($558) 0.49($492) 0.48($482)
1996 0.35($352) 0.42($420) 0.43($432) 0.41($407) 0.44($438) 0.41($411)
1997 0.49($486) 0.53($534) 0.54($539) 0.56($557) 0.52($524) 0.53($529)
1998 0.61($609) 0.68($676) 0.73($732) 0.68($681) 0.73($730) 0.69($687)
1999 0.50($502) 0.54($545) 0.52($522) 0.54($539) 0.51($510) 0.52($524)
2000 0.57($571) 0.53($533) 0.61($612) 0.56($556) 0.61($607) 0.58($576)
2001 0.54($537) 0.53($529) 0.60($600) 0.56($557) 0.55($552) 0.55($555)
2002 0.49($494) 0.53($527) 0.53($530) 0.49($493) 0.48($475) 0.50($504)
2003 0.73($730) 0.72($719) 0.71($709) 0.69($694) 0.64($645) 0.70($699)
2004 0.81($808) 0.95($952) 1.05($1047) 1.00($997) 1.02($1020) 0.97($968)
2005 0.65($652) 0.72($717) 0.75($750) 0.73($728) 0.73($730) 0.72($717)
2006 0.60($599) 0.66($662) 0.65($651) 0.69($689) 0.69($689) 0.66($659)
2007 0.82($822) 0.95($950) 0.95($952) 0.93($931) 0.91($912) 0.92($915)
2008 1.79($1790) 1.68($1682) 1.59($1586) 1.60($1600) 1.75($1753) 1.68($1680)
2009 1.47($1469) 1.52($1523) 1.44($1440) 1.46($1457) 1.43($1431) 1.46($1464)
2010 1.09($1094) 1.41($1409) 1.21($1214) 1.30($1299) 1.22($1220) 1.25($1250)
2011 1.38($1383) 1.43($1430) 1.49($1494) 1.44($1438) 1.29($1291) 1.41($1408)
2012 0.81($810) 0.99($992) 0.92($921) 0.98($985) 0.97($971) 0.94($937)
2013 0.85($850) 0.94($939) 1.03($1030) 1.06($1056) 0.92($917) 0.96($959)
2014 0.65($647) 0.81($806) 0.79($794) 0.84($836) 0.72($718) 0.76($762)
2015 0.84($841) 1.01($1012) 0.94($938) 1.05($1048) 0.94($941) 0.96($958)
2016 0.73($729) 0.89($886) 0.91($909) 0.86($861) 0.93($932) 0.87($866)
2017 0.49($485) 0.59($594) 0.70($704) 0.64($640) 0.60($596) 0.61($606)
2018 0.51($506) 0.61($610) 0.71($712) 0.67($669) 0.67($670) 0.64($635)
2019 0.40($402) 0.45($449) 0.54($539) 0.54($539) 0.49($486) 0.48($484)
2020 0.82($816) 0.84($838) 0.83($833) 0.87($868) 0.76($756) 0.82($823)
2021 0.62($616) 0.71($708) 0.68($676) 0.70($701) 0.77($768) 0.70($696)

What other characteristics do CME Australian Dollar futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Australian Dollar(CME)
from 1/1987 - 9/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 0.68($677) 0.74($742) 0.75($750) 0.75($751) 0.73($726) 0.73($730)
Closed Up 845(52%) 933(52%) 942(53%) 942(53%) 913(52%) 4575(52%)
Closed Dn 771(47%) 836(47%) 833(46%) 801(45%) 817(47%) 4058(46%)
Closed Uchg 20(1%) 24(1%) 19(1%) 19(1%) 24(1%) 106(1%)
Gapped up 244(15%) 263(15%) 294(16%) 239(14%) 241(14%) 1281(15%)
Un-filled Gaps Up 117(48%) 134(51%) 153(52%) 123(51%) 123(51%) 650(51%)
Gapped Down 262(16%) 247(14%) 224(12%) 220(12%) 202(12%) 1155(13%)
Un-filled Gaps Down 129(49%) 142(57%) 115(51%) 101(46%) 99(49%) 586(51%)

Daily Percent Change Summary for Australian Dollar(CME)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
106 4030 481 48 8 5 2 1 0 0 0 0 0
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
3461 513 62 13 5 2 1 0 0 1 0 0

The table below represents yearly low, high, last yield in the cash market for the CME Australian Dollar futures contracts. Quotes are from daily cash market price activity.

Australian Dollar - Jul 30, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 03/19/2020 55.10 12/31/2020 77.42 12/31/2020 76.91 69.08
2019 10/02/2019 66.71 01/31/2019 72.95 12/31/2019 70.12 69.52
2018 12/27/2018 70.17 01/26/2018 81.34 12/31/2018 70.57 74.74
2017 01/02/2017 71.67 09/08/2017 81.25 12/29/2017 78.05 76.69
2016 01/15/2016 68.24 04/21/2016 78.34 12/30/2016 72.07 74.41
2015 09/07/2015 68.99 01/15/2015 82.92 12/31/2015 72.83 75.20
2014 12/23/2014 80.88 07/01/2014 95.05 12/31/2014 81.65 90.24
2013 12/18/2013 88.20 01/10/2013 106.01 12/31/2013 89.30 96.77
2012 06/01/2012 95.82 02/29/2012 108.57 12/31/2012 103.96 103.58
2011 10/04/2011 93.87 07/27/2011 110.80 12/30/2011 102.20 103.30
2010 05/25/2010 80.68 12/31/2010 102.56 12/31/2010 102.32 92.12
2009 02/02/2009 62.49 11/16/2009 94.06 12/31/2009 89.72 79.38
2008 10/27/2008 60.10 07/15/2008 98.49 12/31/2008 70.29 85.21
2007 03/06/2007 76.81 11/07/2007 93.98 12/31/2007 87.48 83.91
2006 03/29/2006 70.16 12/08/2006 79.30 12/29/2006 78.94 75.37
2005 12/27/2005 72.34 03/08/2005 79.90 12/30/2005 73.35 76.22
2004 06/18/2004 67.77 02/18/2004 80.03 12/31/2004 78.25 73.69
2003 01/02/2003 56.14 12/31/2003 75.37 12/31/2003 75.21 65.36
2002 01/30/2002
01/31/2002
50.52 06/24/2002 57.96 12/31/2002 56.15 54.40
2001 04/02/2001 47.93 01/05/2001 57.15 12/31/2001 51.10 51.71
2000 11/21/2000 50.95 01/13/2000 66.85 12/29/2000 55.63 58.15
1999 01/04/1999 61.54 05/10/1999 67.77 12/31/1999 65.70 64.54
1998 08/27/1998 55.30 02/05/1998 69.32 12/31/1998 61.20 62.92
1997 12/16/1997 64.84 03/14/1997 79.92 12/31/1997 65.15 74.33
1996 01/22/1996 73.10 12/02/1996 82.00 12/31/1996 79.42 78.30
1995 07/05/1995 70.78 01/03/1995 77.60 12/29/1995 74.23 74.09
1994 01/03/1994 67.75 12/15/1994
12/29/1994
77.83 12/30/1994 77.53 73.17
1993 09/30/1993 64.17 04/27/1993 72.48 12/31/1993 67.87 67.97
1992 11/30/1992 68.18 03/31/1992 77.07 12/31/1992 68.88 73.47
1991 06/06/1991 74.93 09/23/1991 80.15 12/31/1991 75.95 77.88

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