CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Feb-2019
Day Change Summary
Previous Current
08-Feb-2019 11-Feb-2019 Change Change % Previous Week
Open 0.7101 0.7105 0.0004 0.1% 0.7261
High 0.7110 0.7113 0.0003 0.0% 0.7271
Low 0.7076 0.7074 -0.0002 0.0% 0.7076
Close 0.7099 0.7075 -0.0024 -0.3% 0.7099
Range 0.0034 0.0039 0.0005 14.7% 0.0195
ATR 0.0054 0.0053 -0.0001 -2.0% 0.0000
Volume 222 441 219 98.6% 1,217
Daily Pivots for day following 11-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7204 0.7179 0.7096
R3 0.7165 0.7140 0.7086
R2 0.7126 0.7126 0.7082
R1 0.7101 0.7101 0.7079 0.7094
PP 0.7087 0.7087 0.7087 0.7084
S1 0.7062 0.7062 0.7071 0.7055
S2 0.7048 0.7048 0.7068
S3 0.7009 0.7023 0.7064
S4 0.6970 0.6984 0.7054
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 0.7271 0.7074 0.0197 2.8% 0.0057 0.8% 1% False True 327
10 0.7307 0.7074 0.0233 3.3% 0.0055 0.8% 0% False True 194
20 0.7307 0.7074 0.0233 3.3% 0.0052 0.7% 0% False True 127
40 0.7307 0.6861 0.0446 6.3% 0.0050 0.7% 48% False False 95
60 0.7410 0.6861 0.0549 7.8% 0.0042 0.6% 39% False False 71
80 0.7410 0.6861 0.0549 7.8% 0.0036 0.5% 39% False False 54
100 0.7410 0.6861 0.0549 7.8% 0.0029 0.4% 39% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7279
2.618 0.7215
1.618 0.7176
1.000 0.7152
0.618 0.7137
HIGH 0.7113
0.618 0.7098
0.500 0.7094
0.382 0.7089
LOW 0.7074
0.618 0.7050
1.000 0.7035
1.618 0.7011
2.618 0.6972
4.250 0.6908
Fisher Pivots for day following 11-Feb-2019
Pivot 1 day 3 day
R1 0.7094 0.7102
PP 0.7087 0.7093
S1 0.7081 0.7084

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

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