CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 22-Jan-2019
Day Change Summary
Previous Current
18-Jan-2019 22-Jan-2019 Change Change % Previous Week
Open 0.7205 0.7173 -0.0032 -0.4% 0.7223
High 0.7220 0.7186 -0.0034 -0.5% 0.7238
Low 0.7183 0.7134 -0.0049 -0.7% 0.7167
Close 0.7183 0.7134 -0.0049 -0.7% 0.7183
Range 0.0037 0.0052 0.0015 40.5% 0.0071
ATR 0.0048 0.0048 0.0000 0.6% 0.0000
Volume 64 28 -36 -56.3% 395
Daily Pivots for day following 22-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7307 0.7273 0.7163
R3 0.7255 0.7221 0.7148
R2 0.7203 0.7203 0.7144
R1 0.7169 0.7169 0.7139 0.7160
PP 0.7151 0.7151 0.7151 0.7147
S1 0.7117 0.7117 0.7129 0.7108
S2 0.7099 0.7099 0.7124
S3 0.7047 0.7065 0.7120
S4 0.6995 0.7013 0.7105
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 0.7134 0.0104 1.5% 0.0045 0.6% 0% False True 75
10 0.7250 0.7134 0.0116 1.6% 0.0040 0.6% 0% False True 71
20 0.7250 0.6861 0.0389 5.5% 0.0049 0.7% 70% False False 77
40 0.7410 0.6861 0.0549 7.7% 0.0040 0.6% 50% False False 52
60 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 50% False False 36
80 0.7410 0.6861 0.0549 7.7% 0.0027 0.4% 50% False False 27
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7407
2.618 0.7322
1.618 0.7270
1.000 0.7238
0.618 0.7218
HIGH 0.7186
0.618 0.7166
0.500 0.7160
0.382 0.7154
LOW 0.7134
0.618 0.7102
1.000 0.7082
1.618 0.7050
2.618 0.6998
4.250 0.6913
Fisher Pivots for day following 22-Jan-2019
Pivot 1 day 3 day
R1 0.7160 0.7181
PP 0.7151 0.7165
S1 0.7143 0.7150

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

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