CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7174 |
0.0025 |
0.3% |
0.7105 |
| High |
0.7183 |
0.7193 |
0.0010 |
0.1% |
0.7159 |
| Low |
0.7117 |
0.7155 |
0.0038 |
0.5% |
0.7074 |
| Close |
0.7181 |
0.7185 |
0.0004 |
0.1% |
0.7152 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.4% |
0.0085 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2,657 |
321 |
-2,336 |
-87.9% |
2,272 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7292 |
0.7276 |
0.7206 |
|
| R3 |
0.7254 |
0.7238 |
0.7195 |
|
| R2 |
0.7216 |
0.7216 |
0.7192 |
|
| R1 |
0.7200 |
0.7200 |
0.7188 |
0.7208 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7182 |
| S1 |
0.7162 |
0.7162 |
0.7182 |
0.7170 |
| S2 |
0.7140 |
0.7140 |
0.7178 |
|
| S3 |
0.7102 |
0.7124 |
0.7175 |
|
| S4 |
0.7064 |
0.7086 |
0.7164 |
|
|
| 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 |
0.7193 |
0.7090 |
0.0103 |
1.4% |
0.0054 |
0.7% |
92% |
True |
False |
906 |
| 10 |
0.7247 |
0.7074 |
0.0173 |
2.4% |
0.0053 |
0.7% |
64% |
False |
False |
636 |
| 20 |
0.7307 |
0.7074 |
0.0233 |
3.2% |
0.0054 |
0.8% |
48% |
False |
False |
347 |
| 40 |
0.7307 |
0.6861 |
0.0446 |
6.2% |
0.0052 |
0.7% |
73% |
False |
False |
212 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0045 |
0.6% |
59% |
False |
False |
150 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0039 |
0.5% |
59% |
False |
False |
114 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0032 |
0.5% |
59% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7292 |
|
1.618 |
0.7254 |
|
1.000 |
0.7231 |
|
0.618 |
0.7216 |
|
HIGH |
0.7193 |
|
0.618 |
0.7178 |
|
0.500 |
0.7174 |
|
0.382 |
0.7170 |
|
LOW |
0.7155 |
|
0.618 |
0.7132 |
|
1.000 |
0.7117 |
|
1.618 |
0.7094 |
|
2.618 |
0.7056 |
|
4.250 |
0.6994 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7181 |
0.7172 |
| PP |
0.7178 |
0.7158 |
| S1 |
0.7174 |
0.7145 |
|