CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Feb-2019
Day Change Summary
Previous Current
27-Feb-2019 28-Feb-2019 Change Change % Previous Week
Open 0.7210 0.7165 -0.0045 -0.6% 0.7149
High 0.7210 0.7165 -0.0045 -0.6% 0.7217
Low 0.7139 0.7102 -0.0037 -0.5% 0.7084
Close 0.7152 0.7104 -0.0048 -0.7% 0.7146
Range 0.0071 0.0063 -0.0008 -11.3% 0.0133
ATR 0.0059 0.0059 0.0000 0.5% 0.0000
Volume 485 758 273 56.3% 5,228
Daily Pivots for day following 28-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7313 0.7271 0.7139
R3 0.7250 0.7208 0.7121
R2 0.7187 0.7187 0.7116
R1 0.7145 0.7145 0.7110 0.7135
PP 0.7124 0.7124 0.7124 0.7118
S1 0.7082 0.7082 0.7098 0.7072
S2 0.7061 0.7061 0.7092
S3 0.6998 0.7019 0.7087
S4 0.6935 0.6956 0.7069
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 0.7210 0.7097 0.0113 1.6% 0.0059 0.8% 6% False False 1,536
10 0.7217 0.7084 0.0133 1.9% 0.0065 0.9% 15% False False 1,279
20 0.7307 0.7074 0.0233 3.3% 0.0057 0.8% 13% False False 756
40 0.7307 0.6861 0.0446 6.3% 0.0057 0.8% 54% False False 417
60 0.7410 0.6861 0.0549 7.7% 0.0049 0.7% 44% False False 290
80 0.7410 0.6861 0.0549 7.7% 0.0042 0.6% 44% False False 220
100 0.7410 0.6861 0.0549 7.7% 0.0036 0.5% 44% False False 177
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7330
1.618 0.7267
1.000 0.7228
0.618 0.7204
HIGH 0.7165
0.618 0.7141
0.500 0.7134
0.382 0.7126
LOW 0.7102
0.618 0.7063
1.000 0.7039
1.618 0.7000
2.618 0.6937
4.250 0.6834
Fisher Pivots for day following 28-Feb-2019
Pivot 1 day 3 day
R1 0.7134 0.7156
PP 0.7124 0.7139
S1 0.7114 0.7121

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

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