CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 26-Feb-2019

Day Change Summary
	Previous	Current
	25-Feb-2019	26-Feb-2019	Change	Change %	Previous Week
Open	0.7161	0.7182	0.0021	0.3%	0.7149
High	0.7195	0.7205	0.0010	0.1%	0.7217
Low	0.7148	0.7154	0.0006	0.1%	0.7084
Close	0.7188	0.7205	0.0017	0.2%	0.7146
Range	0.0047	0.0051	0.0004	8.5%	0.0133
ATR	0.0058	0.0058	-0.0001	-0.9%	0.0000
Volume	473	4,588	4,115	870.0%	5,228

Daily Pivots for day following 26-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7341	0.7324	0.7233
R3	0.7290	0.7273	0.7219
R2	0.7239	0.7239	0.7214
R1	0.7222	0.7222	0.7210	0.7231
PP	0.7188	0.7188	0.7188	0.7192
S1	0.7171	0.7171	0.7200	0.7180
S2	0.7137	0.7137	0.7196
S3	0.7086	0.7120	0.7191
S4	0.7035	0.7069	0.7177

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	1.8%	0.0066	0.9%	91%	False	False	1,526
10	0.7217	0.7077	0.0140	1.9%	0.0060	0.8%	91%	False	False	1,212
20	0.7307	0.7074	0.0233	3.2%	0.0057	0.8%	56%	False	False	703
40	0.7307	0.6861	0.0446	6.2%	0.0055	0.8%	77%	False	False	386
60	0.7410	0.6861	0.0549	7.6%	0.0048	0.7%	63%	False	False	271
80	0.7410	0.6861	0.0549	7.6%	0.0041	0.6%	63%	False	False	205
100	0.7410	0.6861	0.0549	7.6%	0.0035	0.5%	63%	False	False	164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7422
2.618	0.7339
1.618	0.7288
1.000	0.7256
0.618	0.7237
HIGH	0.7205
0.618	0.7186
0.500	0.7180
0.382	0.7173
LOW	0.7154
0.618	0.7122
1.000	0.7103
1.618	0.7071
2.618	0.7020
4.250	0.6937

Fisher Pivots for day following 26-Feb-2019
Pivot	1 day	3 day
R1	0.7197	0.7187
PP	0.7188	0.7169
S1	0.7180	0.7151

Download as Excel Spreadsheet

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

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