CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 22-Feb-2019
Day Change Summary
Previous Current
21-Feb-2019 22-Feb-2019 Change Change % Previous Week
Open 0.7178 0.7105 -0.0073 -1.0% 0.7149
High 0.7217 0.7160 -0.0057 -0.8% 0.7217
Low 0.7084 0.7097 0.0013 0.2% 0.7084
Close 0.7092 0.7146 0.0054 0.8% 0.7146
Range 0.0133 0.0063 -0.0070 -52.6% 0.0133
ATR 0.0058 0.0059 0.0001 1.2% 0.0000
Volume 871 1,379 508 58.3% 5,228
Daily Pivots for day following 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7323 0.7298 0.7181
R3 0.7260 0.7235 0.7163
R2 0.7197 0.7197 0.7158
R1 0.7172 0.7172 0.7152 0.7185
PP 0.7134 0.7134 0.7134 0.7141
S1 0.7109 0.7109 0.7140 0.7122
S2 0.7071 0.7071 0.7134
S3 0.7008 0.7046 0.7129
S4 0.6945 0.6983 0.7111
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7548 0.7480 0.7219
R3 0.7415 0.7347 0.7183
R2 0.7282 0.7282 0.7170
R1 0.7214 0.7214 0.7158 0.7182
PP 0.7149 0.7149 0.7149 0.7133
S1 0.7081 0.7081 0.7134 0.7049
S2 0.7016 0.7016 0.7122
S3 0.6883 0.6948 0.7109
S4 0.6750 0.6815 0.7073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7217 0.7084 0.0133 1.9% 0.0073 1.0% 47% False False 1,173
10 0.7217 0.7074 0.0143 2.0% 0.0057 0.8% 50% False False 772
20 0.7307 0.7074 0.0233 3.3% 0.0059 0.8% 31% False False 455
40 0.7307 0.6861 0.0446 6.2% 0.0055 0.8% 64% False False 267
60 0.7410 0.6861 0.0549 7.7% 0.0047 0.7% 52% False False 187
80 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 52% False False 142
100 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 52% False False 114
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7428
2.618 0.7325
1.618 0.7262
1.000 0.7223
0.618 0.7199
HIGH 0.7160
0.618 0.7136
0.500 0.7129
0.382 0.7121
LOW 0.7097
0.618 0.7058
1.000 0.7034
1.618 0.6995
2.618 0.6932
4.250 0.6829
Fisher Pivots for day following 22-Feb-2019
Pivot 1 day 3 day
R1 0.7140 0.7151
PP 0.7134 0.7149
S1 0.7129 0.7148

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

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