CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Jan-2019
Day Change Summary
Previous Current
14-Jan-2019 15-Jan-2019 Change Change % Previous Week
Open 0.7223 0.7215 -0.0008 -0.1% 0.7133
High 0.7228 0.7238 0.0010 0.1% 0.7250
Low 0.7197 0.7197 0.0000 0.0% 0.7133
Close 0.7215 0.7209 -0.0006 -0.1% 0.7223
Range 0.0031 0.0041 0.0010 32.3% 0.0117
ATR 0.0050 0.0049 -0.0001 -1.2% 0.0000
Volume 46 15 -31 -67.4% 526
Daily Pivots for day following 15-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7338 0.7314 0.7232
R3 0.7297 0.7273 0.7220
R2 0.7256 0.7256 0.7217
R1 0.7232 0.7232 0.7213 0.7224
PP 0.7215 0.7215 0.7215 0.7210
S1 0.7191 0.7191 0.7205 0.7183
S2 0.7174 0.7174 0.7201
S3 0.7133 0.7150 0.7198
S4 0.7092 0.7109 0.7186
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 0.7165 0.0085 1.2% 0.0039 0.5% 52% False False 66
10 0.7250 0.6861 0.0389 5.4% 0.0059 0.8% 89% False False 85
20 0.7250 0.6861 0.0389 5.4% 0.0049 0.7% 89% False False 64
40 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 63% False False 43
60 0.7410 0.6861 0.0549 7.6% 0.0031 0.4% 63% False False 30
80 0.7410 0.6861 0.0549 7.6% 0.0025 0.3% 63% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7345
1.618 0.7304
1.000 0.7279
0.618 0.7263
HIGH 0.7238
0.618 0.7222
0.500 0.7218
0.382 0.7213
LOW 0.7197
0.618 0.7172
1.000 0.7156
1.618 0.7131
2.618 0.7090
4.250 0.7023
Fisher Pivots for day following 15-Jan-2019
Pivot 1 day 3 day
R1 0.7218 0.7224
PP 0.7215 0.7219
S1 0.7212 0.7214

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

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