CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 18-Jan-2019
Day Change Summary
Previous Current
17-Jan-2019 18-Jan-2019 Change Change % Previous Week
Open 0.7172 0.7205 0.0033 0.5% 0.7223
High 0.7228 0.7220 -0.0008 -0.1% 0.7238
Low 0.7167 0.7183 0.0016 0.2% 0.7167
Close 0.7215 0.7183 -0.0032 -0.4% 0.7183
Range 0.0061 0.0037 -0.0024 -39.3% 0.0071
ATR 0.0049 0.0048 -0.0001 -1.8% 0.0000
Volume 227 64 -163 -71.8% 395
Daily Pivots for day following 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7306 0.7282 0.7203
R3 0.7269 0.7245 0.7193
R2 0.7232 0.7232 0.7190
R1 0.7208 0.7208 0.7186 0.7202
PP 0.7195 0.7195 0.7195 0.7192
S1 0.7171 0.7171 0.7180 0.7164
S2 0.7158 0.7158 0.7176
S3 0.7121 0.7134 0.7173
S4 0.7084 0.7097 0.7163
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7409 0.7367 0.7222
R3 0.7338 0.7296 0.7203
R2 0.7267 0.7267 0.7196
R1 0.7225 0.7225 0.7190 0.7211
PP 0.7196 0.7196 0.7196 0.7189
S1 0.7154 0.7154 0.7176 0.7140
S2 0.7125 0.7125 0.7170
S3 0.7054 0.7083 0.7163
S4 0.6983 0.7012 0.7144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7238 0.7167 0.0071 1.0% 0.0041 0.6% 23% False False 79
10 0.7250 0.7133 0.0117 1.6% 0.0038 0.5% 43% False False 92
20 0.7250 0.6861 0.0389 5.4% 0.0049 0.7% 83% False False 76
40 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 59% False False 51
60 0.7410 0.6861 0.0549 7.6% 0.0033 0.5% 59% False False 36
80 0.7410 0.6861 0.0549 7.6% 0.0026 0.4% 59% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7317
1.618 0.7280
1.000 0.7257
0.618 0.7243
HIGH 0.7220
0.618 0.7206
0.500 0.7202
0.382 0.7197
LOW 0.7183
0.618 0.7160
1.000 0.7146
1.618 0.7123
2.618 0.7086
4.250 0.7026
Fisher Pivots for day following 18-Jan-2019
Pivot 1 day 3 day
R1 0.7202 0.7198
PP 0.7195 0.7193
S1 0.7189 0.7188

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

View Archives - Comment on this page... - Back to Index of Symbols