CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 25-Jan-2019
Day Change Summary
Previous Current
24-Jan-2019 25-Jan-2019 Change Change % Previous Week
Open 0.7170 0.7105 -0.0065 -0.9% 0.7173
High 0.7176 0.7200 0.0024 0.3% 0.7200
Low 0.7099 0.7097 -0.0002 0.0% 0.7097
Close 0.7103 0.7194 0.0091 1.3% 0.7194
Range 0.0077 0.0103 0.0026 33.8% 0.0103
ATR 0.0049 0.0053 0.0004 7.9% 0.0000
Volume 37 64 27 73.0% 168
Daily Pivots for day following 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7473 0.7436 0.7251
R3 0.7370 0.7333 0.7222
R2 0.7267 0.7267 0.7213
R1 0.7230 0.7230 0.7203 0.7249
PP 0.7164 0.7164 0.7164 0.7173
S1 0.7127 0.7127 0.7185 0.7146
S2 0.7061 0.7061 0.7175
S3 0.6958 0.7024 0.7166
S4 0.6855 0.6921 0.7137
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7473 0.7436 0.7251
R3 0.7370 0.7333 0.7222
R2 0.7267 0.7267 0.7213
R1 0.7230 0.7230 0.7203 0.7249
PP 0.7164 0.7164 0.7164 0.7173
S1 0.7127 0.7127 0.7185 0.7146
S2 0.7061 0.7061 0.7175
S3 0.6958 0.7024 0.7166
S4 0.6855 0.6921 0.7137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7220 0.7097 0.0123 1.7% 0.0056 0.8% 79% False True 46
10 0.7250 0.7097 0.0153 2.1% 0.0049 0.7% 63% False True 59
20 0.7250 0.6861 0.0389 5.4% 0.0053 0.7% 86% False False 82
40 0.7410 0.6861 0.0549 7.6% 0.0043 0.6% 61% False False 55
60 0.7410 0.6861 0.0549 7.6% 0.0035 0.5% 61% False False 38
80 0.7410 0.6861 0.0549 7.6% 0.0029 0.4% 61% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7470
1.618 0.7367
1.000 0.7303
0.618 0.7264
HIGH 0.7200
0.618 0.7161
0.500 0.7149
0.382 0.7136
LOW 0.7097
0.618 0.7033
1.000 0.6994
1.618 0.6930
2.618 0.6827
4.250 0.6659
Fisher Pivots for day following 25-Jan-2019
Pivot 1 day 3 day
R1 0.7179 0.7179
PP 0.7164 0.7164
S1 0.7149 0.7149

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

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