CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 23-Jan-2019
Day Change Summary
Previous Current
22-Jan-2019 23-Jan-2019 Change Change % Previous Week
Open 0.7173 0.7155 -0.0018 -0.3% 0.7223
High 0.7186 0.7158 -0.0028 -0.4% 0.7238
Low 0.7134 0.7146 0.0012 0.2% 0.7167
Close 0.7134 0.7158 0.0024 0.3% 0.7183
Range 0.0052 0.0012 -0.0040 -76.9% 0.0071
ATR 0.0048 0.0047 -0.0002 -3.6% 0.0000
Volume 28 39 11 39.3% 395
Daily Pivots for day following 23-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7190 0.7186 0.7165
R3 0.7178 0.7174 0.7161
R2 0.7166 0.7166 0.7160
R1 0.7162 0.7162 0.7159 0.7164
PP 0.7154 0.7154 0.7154 0.7155
S1 0.7150 0.7150 0.7157 0.7152
S2 0.7142 0.7142 0.7156
S3 0.7130 0.7138 0.7155
S4 0.7118 0.7126 0.7151
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 0.7228 0.7134 0.0094 1.3% 0.0040 0.6% 26% False False 80
10 0.7250 0.7134 0.0116 1.6% 0.0039 0.5% 21% False False 73
20 0.7250 0.6861 0.0389 5.4% 0.0047 0.7% 76% False False 78
40 0.7410 0.6861 0.0549 7.7% 0.0040 0.6% 54% False False 52
60 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 54% False False 37
80 0.7410 0.6861 0.0549 7.7% 0.0027 0.4% 54% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7209
2.618 0.7189
1.618 0.7177
1.000 0.7170
0.618 0.7165
HIGH 0.7158
0.618 0.7153
0.500 0.7152
0.382 0.7151
LOW 0.7146
0.618 0.7139
1.000 0.7134
1.618 0.7127
2.618 0.7115
4.250 0.7095
Fisher Pivots for day following 23-Jan-2019
Pivot 1 day 3 day
R1 0.7156 0.7177
PP 0.7154 0.7171
S1 0.7152 0.7164

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

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