CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7105 |
0.0004 |
0.1% |
0.7261 |
| High |
0.7110 |
0.7113 |
0.0003 |
0.0% |
0.7271 |
| Low |
0.7076 |
0.7074 |
-0.0002 |
0.0% |
0.7076 |
| Close |
0.7099 |
0.7075 |
-0.0024 |
-0.3% |
0.7099 |
| Range |
0.0034 |
0.0039 |
0.0005 |
14.7% |
0.0195 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
222 |
441 |
219 |
98.6% |
1,217 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7204 |
0.7179 |
0.7096 |
|
| R3 |
0.7165 |
0.7140 |
0.7086 |
|
| R2 |
0.7126 |
0.7126 |
0.7082 |
|
| R1 |
0.7101 |
0.7101 |
0.7079 |
0.7094 |
| PP |
0.7087 |
0.7087 |
0.7087 |
0.7084 |
| S1 |
0.7062 |
0.7062 |
0.7071 |
0.7055 |
| S2 |
0.7048 |
0.7048 |
0.7068 |
|
| S3 |
0.7009 |
0.7023 |
0.7064 |
|
| S4 |
0.6970 |
0.6984 |
0.7054 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7734 |
0.7611 |
0.7206 |
|
| R3 |
0.7539 |
0.7416 |
0.7153 |
|
| R2 |
0.7344 |
0.7344 |
0.7135 |
|
| R1 |
0.7221 |
0.7221 |
0.7117 |
0.7185 |
| PP |
0.7149 |
0.7149 |
0.7149 |
0.7131 |
| S1 |
0.7026 |
0.7026 |
0.7081 |
0.6990 |
| S2 |
0.6954 |
0.6954 |
0.7063 |
|
| S3 |
0.6759 |
0.6831 |
0.7045 |
|
| S4 |
0.6564 |
0.6636 |
0.6992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7271 |
0.7074 |
0.0197 |
2.8% |
0.0057 |
0.8% |
1% |
False |
True |
327 |
| 10 |
0.7307 |
0.7074 |
0.0233 |
3.3% |
0.0055 |
0.8% |
0% |
False |
True |
194 |
| 20 |
0.7307 |
0.7074 |
0.0233 |
3.3% |
0.0052 |
0.7% |
0% |
False |
True |
127 |
| 40 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0050 |
0.7% |
48% |
False |
False |
95 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0042 |
0.6% |
39% |
False |
False |
71 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0036 |
0.5% |
39% |
False |
False |
54 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0029 |
0.4% |
39% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7279 |
|
2.618 |
0.7215 |
|
1.618 |
0.7176 |
|
1.000 |
0.7152 |
|
0.618 |
0.7137 |
|
HIGH |
0.7113 |
|
0.618 |
0.7098 |
|
0.500 |
0.7094 |
|
0.382 |
0.7089 |
|
LOW |
0.7074 |
|
0.618 |
0.7050 |
|
1.000 |
0.7035 |
|
1.618 |
0.7011 |
|
2.618 |
0.6972 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7094 |
0.7102 |
| PP |
0.7087 |
0.7093 |
| S1 |
0.7081 |
0.7084 |
|