CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7161 |
0.7182 |
0.0021 |
0.3% |
0.7149 |
| High |
0.7195 |
0.7205 |
0.0010 |
0.1% |
0.7217 |
| Low |
0.7148 |
0.7154 |
0.0006 |
0.1% |
0.7084 |
| Close |
0.7188 |
0.7205 |
0.0017 |
0.2% |
0.7146 |
| Range |
0.0047 |
0.0051 |
0.0004 |
8.5% |
0.0133 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
473 |
4,588 |
4,115 |
870.0% |
5,228 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7324 |
0.7233 |
|
| R3 |
0.7290 |
0.7273 |
0.7219 |
|
| R2 |
0.7239 |
0.7239 |
0.7214 |
|
| R1 |
0.7222 |
0.7222 |
0.7210 |
0.7231 |
| PP |
0.7188 |
0.7188 |
0.7188 |
0.7192 |
| S1 |
0.7171 |
0.7171 |
0.7200 |
0.7180 |
| S2 |
0.7137 |
0.7137 |
0.7196 |
|
| S3 |
0.7086 |
0.7120 |
0.7191 |
|
| S4 |
0.7035 |
0.7069 |
0.7177 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7480 |
0.7219 |
|
| R3 |
0.7415 |
0.7347 |
0.7183 |
|
| R2 |
0.7282 |
0.7282 |
0.7170 |
|
| R1 |
0.7214 |
0.7214 |
0.7158 |
0.7182 |
| PP |
0.7149 |
0.7149 |
0.7149 |
0.7133 |
| S1 |
0.7081 |
0.7081 |
0.7134 |
0.7049 |
| S2 |
0.7016 |
0.7016 |
0.7122 |
|
| S3 |
0.6883 |
0.6948 |
0.7109 |
|
| S4 |
0.6750 |
0.6815 |
0.7073 |
|
|
| 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 |
1.8% |
0.0066 |
0.9% |
91% |
False |
False |
1,526 |
| 10 |
0.7217 |
0.7077 |
0.0140 |
1.9% |
0.0060 |
0.8% |
91% |
False |
False |
1,212 |
| 20 |
0.7307 |
0.7074 |
0.0233 |
3.2% |
0.0057 |
0.8% |
56% |
False |
False |
703 |
| 40 |
0.7307 |
0.6861 |
0.0446 |
6.2% |
0.0055 |
0.8% |
77% |
False |
False |
386 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0048 |
0.7% |
63% |
False |
False |
271 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0041 |
0.6% |
63% |
False |
False |
205 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0035 |
0.5% |
63% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7422 |
|
2.618 |
0.7339 |
|
1.618 |
0.7288 |
|
1.000 |
0.7256 |
|
0.618 |
0.7237 |
|
HIGH |
0.7205 |
|
0.618 |
0.7186 |
|
0.500 |
0.7180 |
|
0.382 |
0.7173 |
|
LOW |
0.7154 |
|
0.618 |
0.7122 |
|
1.000 |
0.7103 |
|
1.618 |
0.7071 |
|
2.618 |
0.7020 |
|
4.250 |
0.6937 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7197 |
0.7187 |
| PP |
0.7188 |
0.7169 |
| S1 |
0.7180 |
0.7151 |
|