MRCI's Futures Highlight - Australian Dollar(CME)

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 - 3/2024
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	0.59($592)	0.70($698)	0.67($673)	0.68($679)	0.73($729)	0.68($675)
2022	0.90($901)	0.87($869)	0.88($879)	0.98($976)	0.94($935)	0.91($912)
2023	0.59($590)	0.75($753)	0.76($765)	0.77($765)	0.70($701)	0.72($718)
2024	0.39($389)	0.62($622)	0.54($542)	0.61($607)	0.56($557)	0.55($551)

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 - 3/2024
Summary Item	Monday Summary	Tuesday Summary	Wednesday Summary	Thursday Summary	Friday Summary	Yearly Summary
Range	0.68($678)	0.74($745)	0.75($751)	0.76($756)	0.73($729)	0.73($733)
Closed Up	903(52%)	996(52%)	1014(53%)	1000(53%)	975(52%)	4888(52%)
Closed Dn	823(47%)	902(47%)	891(46%)	869(46%)	881(47%)	4366(47%)
Closed Uchg	24(1%)	25(1%)	20(1%)	21(1%)	26(1%)	116(1%)
Gapped up	245(14%)	263(14%)	294(15%)	239(13%)	241(13%)	1282(14%)
Un-filled Gaps Up	117(48%)	134(51%)	153(52%)	123(51%)	123(51%)	650(51%)
Gapped Down	264(15%)	247(13%)	224(12%)	220(12%)	202(11%)	1157(12%)
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%
116	4300	521	51	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%
	3713	565	66	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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