CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 13-Feb-2019
Day Change Summary
Previous Current
12-Feb-2019 13-Feb-2019 Change Change % Previous Week
Open 0.7077 0.7113 0.0036 0.5% 0.7261
High 0.7112 0.7147 0.0035 0.5% 0.7271
Low 0.7077 0.7100 0.0023 0.3% 0.7076
Close 0.7112 0.7108 -0.0004 -0.1% 0.7099
Range 0.0035 0.0047 0.0012 34.3% 0.0195
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 279 294 15 5.4% 1,217
Daily Pivots for day following 13-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7259 0.7231 0.7134
R3 0.7212 0.7184 0.7121
R2 0.7165 0.7165 0.7117
R1 0.7137 0.7137 0.7112 0.7128
PP 0.7118 0.7118 0.7118 0.7114
S1 0.7090 0.7090 0.7104 0.7081
S2 0.7071 0.7071 0.7099
S3 0.7024 0.7043 0.7095
S4 0.6977 0.6996 0.7082
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7734 0.7611 0.7206
R3 0.7539 0.7416 0.7153
R2 0.7344 0.7344 0.7135
R1 0.7221 0.7221 0.7117 0.7185
PP 0.7149 0.7149 0.7149 0.7131
S1 0.7026 0.7026 0.7081 0.6990
S2 0.6954 0.6954 0.7063
S3 0.6759 0.6831 0.7045
S4 0.6564 0.6636 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7147 0.7074 0.0073 1.0% 0.0036 0.5% 47% True False 353
10 0.7307 0.7074 0.0233 3.3% 0.0049 0.7% 15% False False 233
20 0.7307 0.7074 0.0233 3.3% 0.0052 0.7% 15% False False 153
40 0.7307 0.6861 0.0446 6.3% 0.0051 0.7% 55% False False 108
60 0.7410 0.6861 0.0549 7.7% 0.0043 0.6% 45% False False 80
80 0.7410 0.6861 0.0549 7.7% 0.0036 0.5% 45% False False 61
100 0.7410 0.6861 0.0549 7.7% 0.0030 0.4% 45% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7347
2.618 0.7270
1.618 0.7223
1.000 0.7194
0.618 0.7176
HIGH 0.7147
0.618 0.7129
0.500 0.7124
0.382 0.7118
LOW 0.7100
0.618 0.7071
1.000 0.7053
1.618 0.7024
2.618 0.6977
4.250 0.6900
Fisher Pivots for day following 13-Feb-2019
Pivot 1 day 3 day
R1 0.7124 0.7111
PP 0.7118 0.7110
S1 0.7113 0.7109

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

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