CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 11-Jan-2019
Day Change Summary
Previous Current
10-Jan-2019 11-Jan-2019 Change Change % Previous Week
Open 0.7174 0.7230 0.0056 0.8% 0.7133
High 0.7210 0.7250 0.0040 0.6% 0.7250
Low 0.7171 0.7205 0.0034 0.5% 0.7133
Close 0.7199 0.7223 0.0024 0.3% 0.7223
Range 0.0039 0.0045 0.0006 15.4% 0.0117
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 118 28 -90 -76.3% 526
Daily Pivots for day following 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7361 0.7337 0.7248
R3 0.7316 0.7292 0.7235
R2 0.7271 0.7271 0.7231
R1 0.7247 0.7247 0.7227 0.7237
PP 0.7226 0.7226 0.7226 0.7221
S1 0.7202 0.7202 0.7219 0.7192
S2 0.7181 0.7181 0.7215
S3 0.7136 0.7157 0.7211
S4 0.7091 0.7112 0.7198
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7553 0.7505 0.7287
R3 0.7436 0.7388 0.7255
R2 0.7319 0.7319 0.7244
R1 0.7271 0.7271 0.7234 0.7295
PP 0.7202 0.7202 0.7202 0.7214
S1 0.7154 0.7154 0.7212 0.7178
S2 0.7085 0.7085 0.7202
S3 0.6968 0.7037 0.7191
S4 0.6851 0.6920 0.7159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7133 0.0117 1.6% 0.0035 0.5% 77% True False 105
10 0.7250 0.6861 0.0389 5.4% 0.0057 0.8% 93% True False 79
20 0.7250 0.6861 0.0389 5.4% 0.0048 0.7% 93% True False 62
40 0.7410 0.6861 0.0549 7.6% 0.0037 0.5% 66% False False 42
60 0.7410 0.6861 0.0549 7.6% 0.0030 0.4% 66% False False 29
80 0.7410 0.6861 0.0549 7.6% 0.0024 0.3% 66% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7441
2.618 0.7368
1.618 0.7323
1.000 0.7295
0.618 0.7278
HIGH 0.7250
0.618 0.7233
0.500 0.7228
0.382 0.7222
LOW 0.7205
0.618 0.7177
1.000 0.7160
1.618 0.7132
2.618 0.7087
4.250 0.7014
Fisher Pivots for day following 11-Jan-2019
Pivot 1 day 3 day
R1 0.7228 0.7218
PP 0.7226 0.7213
S1 0.7225 0.7208

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

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