CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 20-Feb-2019
Day Change Summary
Previous Current
19-Feb-2019 20-Feb-2019 Change Change % Previous Week
Open 0.7149 0.7174 0.0025 0.3% 0.7105
High 0.7183 0.7193 0.0010 0.1% 0.7159
Low 0.7117 0.7155 0.0038 0.5% 0.7074
Close 0.7181 0.7185 0.0004 0.1% 0.7152
Range 0.0066 0.0038 -0.0028 -42.4% 0.0085
ATR 0.0054 0.0052 -0.0001 -2.1% 0.0000
Volume 2,657 321 -2,336 -87.9% 2,272
Daily Pivots for day following 20-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7292 0.7276 0.7206
R3 0.7254 0.7238 0.7195
R2 0.7216 0.7216 0.7192
R1 0.7200 0.7200 0.7188 0.7208
PP 0.7178 0.7178 0.7178 0.7182
S1 0.7162 0.7162 0.7182 0.7170
S2 0.7140 0.7140 0.7178
S3 0.7102 0.7124 0.7175
S4 0.7064 0.7086 0.7164
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 0.7193 0.7090 0.0103 1.4% 0.0054 0.7% 92% True False 906
10 0.7247 0.7074 0.0173 2.4% 0.0053 0.7% 64% False False 636
20 0.7307 0.7074 0.0233 3.2% 0.0054 0.8% 48% False False 347
40 0.7307 0.6861 0.0446 6.2% 0.0052 0.7% 73% False False 212
60 0.7410 0.6861 0.0549 7.6% 0.0045 0.6% 59% False False 150
80 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 59% False False 114
100 0.7410 0.6861 0.0549 7.6% 0.0032 0.5% 59% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7354
2.618 0.7292
1.618 0.7254
1.000 0.7231
0.618 0.7216
HIGH 0.7193
0.618 0.7178
0.500 0.7174
0.382 0.7170
LOW 0.7155
0.618 0.7132
1.000 0.7117
1.618 0.7094
2.618 0.7056
4.250 0.6994
Fisher Pivots for day following 20-Feb-2019
Pivot 1 day 3 day
R1 0.7181 0.7172
PP 0.7178 0.7158
S1 0.7174 0.7145

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

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