CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 0.7012 0.7133 0.0121 1.7% 0.7068
High 0.7139 0.7160 0.0021 0.3% 0.7139
Low 0.7012 0.7133 0.0121 1.7% 0.6861
Close 0.7133 0.7160 0.0027 0.4% 0.7133
Range 0.0127 0.0027 -0.0100 -78.7% 0.0278
ATR 0.0057 0.0055 -0.0002 -3.7% 0.0000
Volume 84 237 153 182.1% 266
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7232 0.7223 0.7175
R3 0.7205 0.7196 0.7167
R2 0.7178 0.7178 0.7165
R1 0.7169 0.7169 0.7162 0.7174
PP 0.7151 0.7151 0.7151 0.7153
S1 0.7142 0.7142 0.7158 0.7147
S2 0.7124 0.7124 0.7155
S3 0.7097 0.7115 0.7153
S4 0.7070 0.7088 0.7145
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 0.7160 0.6861 0.0299 4.2% 0.0080 1.1% 100% True False 100
10 0.7160 0.6861 0.0299 4.2% 0.0058 0.8% 100% True False 83
20 0.7262 0.6861 0.0401 5.6% 0.0046 0.6% 75% False False 59
40 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 54% False False 35
60 0.7410 0.6861 0.0549 7.7% 0.0028 0.4% 54% False False 25
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7275
2.618 0.7231
1.618 0.7204
1.000 0.7187
0.618 0.7177
HIGH 0.7160
0.618 0.7150
0.500 0.7147
0.382 0.7143
LOW 0.7133
0.618 0.7116
1.000 0.7106
1.618 0.7089
2.618 0.7062
4.250 0.7018
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 0.7156 0.7110
PP 0.7151 0.7060
S1 0.7147 0.7011

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

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