CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7100 |
0.0000 |
0.0% |
0.7105 |
| High |
0.7144 |
0.7159 |
0.0015 |
0.2% |
0.7159 |
| Low |
0.7090 |
0.7096 |
0.0006 |
0.1% |
0.7074 |
| Close |
0.7118 |
0.7152 |
0.0034 |
0.5% |
0.7152 |
| Range |
0.0054 |
0.0063 |
0.0009 |
16.7% |
0.0085 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.6% |
0.0000 |
| Volume |
619 |
639 |
20 |
3.2% |
2,272 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7325 |
0.7301 |
0.7187 |
|
| R3 |
0.7262 |
0.7238 |
0.7169 |
|
| R2 |
0.7199 |
0.7199 |
0.7164 |
|
| R1 |
0.7175 |
0.7175 |
0.7158 |
0.7187 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7142 |
| S1 |
0.7112 |
0.7112 |
0.7146 |
0.7124 |
| S2 |
0.7073 |
0.7073 |
0.7140 |
|
| S3 |
0.7010 |
0.7049 |
0.7135 |
|
| S4 |
0.6947 |
0.6986 |
0.7117 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7353 |
0.7199 |
|
| R3 |
0.7298 |
0.7268 |
0.7175 |
|
| R2 |
0.7213 |
0.7213 |
0.7168 |
|
| R1 |
0.7183 |
0.7183 |
0.7160 |
0.7198 |
| PP |
0.7128 |
0.7128 |
0.7128 |
0.7136 |
| S1 |
0.7098 |
0.7098 |
0.7144 |
0.7113 |
| S2 |
0.7043 |
0.7043 |
0.7136 |
|
| S3 |
0.6958 |
0.7013 |
0.7129 |
|
| S4 |
0.6873 |
0.6928 |
0.7105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7159 |
0.7074 |
0.0085 |
1.2% |
0.0048 |
0.7% |
92% |
True |
False |
454 |
| 10 |
0.7271 |
0.7074 |
0.0197 |
2.8% |
0.0052 |
0.7% |
40% |
False |
False |
348 |
| 20 |
0.7307 |
0.7074 |
0.0233 |
3.3% |
0.0053 |
0.7% |
33% |
False |
False |
202 |
| 40 |
0.7307 |
0.6861 |
0.0446 |
6.2% |
0.0053 |
0.7% |
65% |
False |
False |
139 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0044 |
0.6% |
53% |
False |
False |
101 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0038 |
0.5% |
53% |
False |
False |
77 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0031 |
0.4% |
53% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7427 |
|
2.618 |
0.7324 |
|
1.618 |
0.7261 |
|
1.000 |
0.7222 |
|
0.618 |
0.7198 |
|
HIGH |
0.7159 |
|
0.618 |
0.7135 |
|
0.500 |
0.7128 |
|
0.382 |
0.7120 |
|
LOW |
0.7096 |
|
0.618 |
0.7057 |
|
1.000 |
0.7033 |
|
1.618 |
0.6994 |
|
2.618 |
0.6931 |
|
4.250 |
0.6828 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7144 |
0.7143 |
| PP |
0.7136 |
0.7134 |
| S1 |
0.7128 |
0.7125 |
|