CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7262 |
0.7262 |
0.0000 |
0.0% |
0.7213 |
| High |
0.7307 |
0.7291 |
-0.0016 |
-0.2% |
0.7307 |
| Low |
0.7262 |
0.7252 |
-0.0010 |
-0.1% |
0.7157 |
| Close |
0.7279 |
0.7264 |
-0.0015 |
-0.2% |
0.7264 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0150 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
59 |
42 |
-17 |
-28.8% |
336 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7386 |
0.7364 |
0.7285 |
|
| R3 |
0.7347 |
0.7325 |
0.7275 |
|
| R2 |
0.7308 |
0.7308 |
0.7271 |
|
| R1 |
0.7286 |
0.7286 |
0.7268 |
0.7297 |
| PP |
0.7269 |
0.7269 |
0.7269 |
0.7275 |
| S1 |
0.7247 |
0.7247 |
0.7260 |
0.7258 |
| S2 |
0.7230 |
0.7230 |
0.7257 |
|
| S3 |
0.7191 |
0.7208 |
0.7253 |
|
| S4 |
0.7152 |
0.7169 |
0.7243 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7628 |
0.7347 |
|
| R3 |
0.7543 |
0.7478 |
0.7305 |
|
| R2 |
0.7393 |
0.7393 |
0.7292 |
|
| R1 |
0.7328 |
0.7328 |
0.7278 |
0.7361 |
| PP |
0.7243 |
0.7243 |
0.7243 |
0.7259 |
| S1 |
0.7178 |
0.7178 |
0.7250 |
0.7211 |
| S2 |
0.7093 |
0.7093 |
0.7237 |
|
| S3 |
0.6943 |
0.7028 |
0.7223 |
|
| S4 |
0.6793 |
0.6878 |
0.7182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7307 |
0.7157 |
0.0150 |
2.1% |
0.0053 |
0.7% |
71% |
False |
False |
67 |
| 10 |
0.7307 |
0.7097 |
0.0210 |
2.9% |
0.0054 |
0.7% |
80% |
False |
False |
56 |
| 20 |
0.7307 |
0.7012 |
0.0295 |
4.1% |
0.0051 |
0.7% |
85% |
False |
False |
75 |
| 40 |
0.7322 |
0.6861 |
0.0461 |
6.3% |
0.0046 |
0.6% |
87% |
False |
False |
60 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0038 |
0.5% |
73% |
False |
False |
44 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0032 |
0.4% |
73% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7457 |
|
2.618 |
0.7393 |
|
1.618 |
0.7354 |
|
1.000 |
0.7330 |
|
0.618 |
0.7315 |
|
HIGH |
0.7291 |
|
0.618 |
0.7276 |
|
0.500 |
0.7272 |
|
0.382 |
0.7267 |
|
LOW |
0.7252 |
|
0.618 |
0.7228 |
|
1.000 |
0.7213 |
|
1.618 |
0.7189 |
|
2.618 |
0.7150 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7272 |
0.7255 |
| PP |
0.7269 |
0.7246 |
| S1 |
0.7267 |
0.7237 |
|