CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Feb-2019
Day Change Summary
Previous Current
15-Feb-2019 19-Feb-2019 Change Change % Previous Week
Open 0.7100 0.7149 0.0049 0.7% 0.7105
High 0.7159 0.7183 0.0024 0.3% 0.7159
Low 0.7096 0.7117 0.0021 0.3% 0.7074
Close 0.7152 0.7181 0.0029 0.4% 0.7152
Range 0.0063 0.0066 0.0003 4.8% 0.0085
ATR 0.0053 0.0054 0.0001 1.8% 0.0000
Volume 639 2,657 2,018 315.8% 2,272
Daily Pivots for day following 19-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7358 0.7336 0.7217
R3 0.7292 0.7270 0.7199
R2 0.7226 0.7226 0.7193
R1 0.7204 0.7204 0.7187 0.7215
PP 0.7160 0.7160 0.7160 0.7166
S1 0.7138 0.7138 0.7175 0.7149
S2 0.7094 0.7094 0.7169
S3 0.7028 0.7072 0.7163
S4 0.6962 0.7006 0.7145
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 0.7183 0.7077 0.0106 1.5% 0.0053 0.7% 98% True False 897
10 0.7271 0.7074 0.0197 2.7% 0.0055 0.8% 54% False False 612
20 0.7307 0.7074 0.0233 3.2% 0.0055 0.8% 46% False False 332
40 0.7307 0.6861 0.0446 6.2% 0.0052 0.7% 72% False False 204
60 0.7410 0.6861 0.0549 7.6% 0.0044 0.6% 58% False False 145
80 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 58% False False 110
100 0.7410 0.6861 0.0549 7.6% 0.0032 0.4% 58% False False 88
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 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7356
1.618 0.7290
1.000 0.7249
0.618 0.7224
HIGH 0.7183
0.618 0.7158
0.500 0.7150
0.382 0.7142
LOW 0.7117
0.618 0.7076
1.000 0.7051
1.618 0.7010
2.618 0.6944
4.250 0.6837
Fisher Pivots for day following 19-Feb-2019
Pivot 1 day 3 day
R1 0.7171 0.7166
PP 0.7160 0.7151
S1 0.7150 0.7137

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

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