CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Jan-2019
Day Change Summary
Previous Current
03-Jan-2019 04-Jan-2019 Change Change % Previous Week
Open 0.6861 0.7012 0.0151 2.2% 0.7068
High 0.7030 0.7139 0.0109 1.6% 0.7139
Low 0.6861 0.7012 0.0151 2.2% 0.6861
Close 0.7020 0.7133 0.0113 1.6% 0.7133
Range 0.0169 0.0127 -0.0042 -24.9% 0.0278
ATR 0.0051 0.0057 0.0005 10.5% 0.0000
Volume 161 84 -77 -47.8% 266
Daily Pivots for day following 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7476 0.7431 0.7203
R3 0.7349 0.7304 0.7168
R2 0.7222 0.7222 0.7156
R1 0.7177 0.7177 0.7145 0.7199
PP 0.7095 0.7095 0.7095 0.7106
S1 0.7050 0.7050 0.7121 0.7073
S2 0.6968 0.6968 0.7110
S3 0.6841 0.6923 0.7098
S4 0.6714 0.6796 0.7063
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7878 0.7784 0.7286
R3 0.7600 0.7506 0.7209
R2 0.7322 0.7322 0.7184
R1 0.7228 0.7228 0.7158 0.7275
PP 0.7044 0.7044 0.7044 0.7068
S1 0.6950 0.6950 0.7108 0.6997
S2 0.6766 0.6766 0.7082
S3 0.6488 0.6672 0.7057
S4 0.6210 0.6394 0.6980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7139 0.6861 0.0278 3.9% 0.0079 1.1% 98% True False 54
10 0.7168 0.6861 0.0307 4.3% 0.0061 0.8% 89% False False 61
20 0.7262 0.6861 0.0401 5.6% 0.0046 0.6% 68% False False 48
40 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 50% False False 29
60 0.7410 0.6861 0.0549 7.7% 0.0028 0.4% 50% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7471
1.618 0.7344
1.000 0.7266
0.618 0.7217
HIGH 0.7139
0.618 0.7090
0.500 0.7076
0.382 0.7061
LOW 0.7012
0.618 0.6934
1.000 0.6885
1.618 0.6807
2.618 0.6680
4.250 0.6472
Fisher Pivots for day following 04-Jan-2019
Pivot 1 day 3 day
R1 0.7114 0.7089
PP 0.7095 0.7044
S1 0.7076 0.7000

These figures are updated between 7pm and 10pm EST after a trading day.

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