CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 12-Feb-2019
Day Change Summary
Previous Current
11-Feb-2019 12-Feb-2019 Change Change % Previous Week
Open 0.7105 0.7077 -0.0028 -0.4% 0.7261
High 0.7113 0.7112 -0.0001 0.0% 0.7271
Low 0.7074 0.7077 0.0003 0.0% 0.7076
Close 0.7075 0.7112 0.0037 0.5% 0.7099
Range 0.0039 0.0035 -0.0004 -10.3% 0.0195
ATR 0.0053 0.0052 -0.0001 -2.2% 0.0000
Volume 441 279 -162 -36.7% 1,217
Daily Pivots for day following 12-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7205 0.7194 0.7131
R3 0.7170 0.7159 0.7122
R2 0.7135 0.7135 0.7118
R1 0.7124 0.7124 0.7115 0.7130
PP 0.7100 0.7100 0.7100 0.7103
S1 0.7089 0.7089 0.7109 0.7095
S2 0.7065 0.7065 0.7106
S3 0.7030 0.7054 0.7102
S4 0.6995 0.7019 0.7093
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 0.7247 0.7074 0.0173 2.4% 0.0052 0.7% 22% False False 366
10 0.7307 0.7074 0.0233 3.3% 0.0056 0.8% 16% False False 210
20 0.7307 0.7074 0.0233 3.3% 0.0052 0.7% 16% False False 139
40 0.7307 0.6861 0.0446 6.3% 0.0051 0.7% 56% False False 101
60 0.7410 0.6861 0.0549 7.7% 0.0043 0.6% 46% False False 75
80 0.7410 0.6861 0.0549 7.7% 0.0036 0.5% 46% False False 57
100 0.7410 0.6861 0.0549 7.7% 0.0030 0.4% 46% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7261
2.618 0.7204
1.618 0.7169
1.000 0.7147
0.618 0.7134
HIGH 0.7112
0.618 0.7099
0.500 0.7095
0.382 0.7090
LOW 0.7077
0.618 0.7055
1.000 0.7042
1.618 0.7020
2.618 0.6985
4.250 0.6928
Fisher Pivots for day following 12-Feb-2019
Pivot 1 day 3 day
R1 0.7106 0.7106
PP 0.7100 0.7100
S1 0.7095 0.7094

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

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