CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Feb-2019
Day Change Summary
Previous Current
14-Feb-2019 15-Feb-2019 Change Change % Previous Week
Open 0.7100 0.7100 0.0000 0.0% 0.7105
High 0.7144 0.7159 0.0015 0.2% 0.7159
Low 0.7090 0.7096 0.0006 0.1% 0.7074
Close 0.7118 0.7152 0.0034 0.5% 0.7152
Range 0.0054 0.0063 0.0009 16.7% 0.0085
ATR 0.0052 0.0053 0.0001 1.6% 0.0000
Volume 619 639 20 3.2% 2,272
Daily Pivots for day following 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7325 0.7301 0.7187
R3 0.7262 0.7238 0.7169
R2 0.7199 0.7199 0.7164
R1 0.7175 0.7175 0.7158 0.7187
PP 0.7136 0.7136 0.7136 0.7142
S1 0.7112 0.7112 0.7146 0.7124
S2 0.7073 0.7073 0.7140
S3 0.7010 0.7049 0.7135
S4 0.6947 0.6986 0.7117
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7383 0.7353 0.7199
R3 0.7298 0.7268 0.7175
R2 0.7213 0.7213 0.7168
R1 0.7183 0.7183 0.7160 0.7198
PP 0.7128 0.7128 0.7128 0.7136
S1 0.7098 0.7098 0.7144 0.7113
S2 0.7043 0.7043 0.7136
S3 0.6958 0.7013 0.7129
S4 0.6873 0.6928 0.7105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7159 0.7074 0.0085 1.2% 0.0048 0.7% 92% True False 454
10 0.7271 0.7074 0.0197 2.8% 0.0052 0.7% 40% False False 348
20 0.7307 0.7074 0.0233 3.3% 0.0053 0.7% 33% False False 202
40 0.7307 0.6861 0.0446 6.2% 0.0053 0.7% 65% False False 139
60 0.7410 0.6861 0.0549 7.7% 0.0044 0.6% 53% False False 101
80 0.7410 0.6861 0.0549 7.7% 0.0038 0.5% 53% False False 77
100 0.7410 0.6861 0.0549 7.7% 0.0031 0.4% 53% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7427
2.618 0.7324
1.618 0.7261
1.000 0.7222
0.618 0.7198
HIGH 0.7159
0.618 0.7135
0.500 0.7128
0.382 0.7120
LOW 0.7096
0.618 0.7057
1.000 0.7033
1.618 0.6994
2.618 0.6931
4.250 0.6828
Fisher Pivots for day following 15-Feb-2019
Pivot 1 day 3 day
R1 0.7144 0.7143
PP 0.7136 0.7134
S1 0.7128 0.7125

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

View Archives - Comment on this page... - Back to Index of Symbols