CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 16-Jan-2019
Day Change Summary
Previous Current
15-Jan-2019 16-Jan-2019 Change Change % Previous Week
Open 0.7215 0.7204 -0.0011 -0.2% 0.7133
High 0.7238 0.7218 -0.0020 -0.3% 0.7250
Low 0.7197 0.7182 -0.0015 -0.2% 0.7133
Close 0.7209 0.7194 -0.0015 -0.2% 0.7223
Range 0.0041 0.0036 -0.0005 -12.2% 0.0117
ATR 0.0049 0.0048 -0.0001 -1.9% 0.0000
Volume 15 43 28 186.7% 526
Daily Pivots for day following 16-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7306 0.7286 0.7214
R3 0.7270 0.7250 0.7204
R2 0.7234 0.7234 0.7201
R1 0.7214 0.7214 0.7197 0.7206
PP 0.7198 0.7198 0.7198 0.7194
S1 0.7178 0.7178 0.7191 0.7170
S2 0.7162 0.7162 0.7187
S3 0.7126 0.7142 0.7184
S4 0.7090 0.7106 0.7174
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 0.7171 0.0079 1.1% 0.0038 0.5% 29% False False 50
10 0.7250 0.6861 0.0389 5.4% 0.0058 0.8% 86% False False 87
20 0.7250 0.6861 0.0389 5.4% 0.0051 0.7% 86% False False 65
40 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 61% False False 44
60 0.7410 0.6861 0.0549 7.6% 0.0032 0.4% 61% False False 31
80 0.7410 0.6861 0.0549 7.6% 0.0025 0.4% 61% False False 23
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7371
2.618 0.7312
1.618 0.7276
1.000 0.7254
0.618 0.7240
HIGH 0.7218
0.618 0.7204
0.500 0.7200
0.382 0.7196
LOW 0.7182
0.618 0.7160
1.000 0.7146
1.618 0.7124
2.618 0.7088
4.250 0.7029
Fisher Pivots for day following 16-Jan-2019
Pivot 1 day 3 day
R1 0.7200 0.7210
PP 0.7198 0.7205
S1 0.7196 0.7199

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

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