CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 14-Feb-2019

Day Change Summary
	Previous	Current
	13-Feb-2019	14-Feb-2019	Change	Change %	Previous Week
Open	0.7113	0.7100	-0.0013	-0.2%	0.7261
High	0.7147	0.7144	-0.0003	0.0%	0.7271
Low	0.7100	0.7090	-0.0010	-0.1%	0.7076
Close	0.7108	0.7118	0.0010	0.1%	0.7099
Range	0.0047	0.0054	0.0007	14.9%	0.0195
ATR	0.0052	0.0052	0.0000	0.3%	0.0000
Volume	294	619	325	110.5%	1,217

Daily Pivots for day following 14-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7279	0.7253	0.7148
R3	0.7225	0.7199	0.7133
R2	0.7171	0.7171	0.7128
R1	0.7145	0.7145	0.7123	0.7158
PP	0.7117	0.7117	0.7117	0.7124
S1	0.7091	0.7091	0.7113	0.7104
S2	0.7063	0.7063	0.7108
S3	0.7009	0.7037	0.7103
S4	0.6955	0.6983	0.7088

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%	0.0042	0.6%	60%	False	False	371
10	0.7291	0.7074	0.0217	3.0%	0.0049	0.7%	20%	False	False	289
20	0.7307	0.7074	0.0233	3.3%	0.0053	0.7%	19%	False	False	182
40	0.7307	0.6861	0.0446	6.3%	0.0052	0.7%	58%	False	False	123
60	0.7410	0.6861	0.0549	7.7%	0.0044	0.6%	47%	False	False	90
80	0.7410	0.6861	0.0549	7.7%	0.0037	0.5%	47%	False	False	69
100	0.7410	0.6861	0.0549	7.7%	0.0031	0.4%	47%	False	False	55

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	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7374
2.618	0.7285
1.618	0.7231
1.000	0.7198
0.618	0.7177
HIGH	0.7144
0.618	0.7123
0.500	0.7117
0.382	0.7111
LOW	0.7090
0.618	0.7057
1.000	0.7036
1.618	0.7003
2.618	0.6949
4.250	0.6861

Fisher Pivots for day following 14-Feb-2019
Pivot	1 day	3 day
R1	0.7118	0.7116
PP	0.7117	0.7114
S1	0.7117	0.7112

Download as Excel Spreadsheet

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

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