CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7174 |
0.7178 |
0.0004 |
0.1% |
0.7105 |
| High |
0.7193 |
0.7217 |
0.0024 |
0.3% |
0.7159 |
| Low |
0.7155 |
0.7084 |
-0.0071 |
-1.0% |
0.7074 |
| Close |
0.7185 |
0.7092 |
-0.0093 |
-1.3% |
0.7152 |
| Range |
0.0038 |
0.0133 |
0.0095 |
250.0% |
0.0085 |
| ATR |
0.0052 |
0.0058 |
0.0006 |
11.0% |
0.0000 |
| Volume |
321 |
871 |
550 |
171.3% |
2,272 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7444 |
0.7165 |
|
| R3 |
0.7397 |
0.7311 |
0.7129 |
|
| R2 |
0.7264 |
0.7264 |
0.7116 |
|
| R1 |
0.7178 |
0.7178 |
0.7104 |
0.7155 |
| PP |
0.7131 |
0.7131 |
0.7131 |
0.7119 |
| S1 |
0.7045 |
0.7045 |
0.7080 |
0.7022 |
| S2 |
0.6998 |
0.6998 |
0.7068 |
|
| S3 |
0.6865 |
0.6912 |
0.7055 |
|
| S4 |
0.6732 |
0.6779 |
0.7019 |
|
|
| 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 |
0.7217 |
0.7084 |
0.0133 |
1.9% |
0.0071 |
1.0% |
6% |
True |
True |
1,021 |
| 10 |
0.7217 |
0.7074 |
0.0143 |
2.0% |
0.0053 |
0.8% |
13% |
True |
False |
687 |
| 20 |
0.7307 |
0.7074 |
0.0233 |
3.3% |
0.0060 |
0.8% |
8% |
False |
False |
388 |
| 40 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0053 |
0.8% |
52% |
False |
False |
233 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0046 |
0.7% |
42% |
False |
False |
164 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0040 |
0.6% |
42% |
False |
False |
125 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0034 |
0.5% |
42% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7565 |
|
1.618 |
0.7432 |
|
1.000 |
0.7350 |
|
0.618 |
0.7299 |
|
HIGH |
0.7217 |
|
0.618 |
0.7166 |
|
0.500 |
0.7151 |
|
0.382 |
0.7135 |
|
LOW |
0.7084 |
|
0.618 |
0.7002 |
|
1.000 |
0.6951 |
|
1.618 |
0.6869 |
|
2.618 |
0.6736 |
|
4.250 |
0.6519 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7151 |
0.7151 |
| PP |
0.7131 |
0.7131 |
| S1 |
0.7112 |
0.7112 |
|