CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Jan-2019
Day Change Summary
Previous Current
25-Jan-2019 28-Jan-2019 Change Change % Previous Week
Open 0.7105 0.7213 0.0108 1.5% 0.7173
High 0.7200 0.7213 0.0013 0.2% 0.7200
Low 0.7097 0.7180 0.0083 1.2% 0.7097
Close 0.7194 0.7180 -0.0014 -0.2% 0.7194
Range 0.0103 0.0033 -0.0070 -68.0% 0.0103
ATR 0.0053 0.0051 -0.0001 -2.7% 0.0000
Volume 64 48 -16 -25.0% 168
Daily Pivots for day following 28-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7290 0.7268 0.7198
R3 0.7257 0.7235 0.7189
R2 0.7224 0.7224 0.7186
R1 0.7202 0.7202 0.7183 0.7197
PP 0.7191 0.7191 0.7191 0.7188
S1 0.7169 0.7169 0.7177 0.7164
S2 0.7158 0.7158 0.7174
S3 0.7125 0.7136 0.7171
S4 0.7092 0.7103 0.7162
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 0.7213 0.7097 0.0116 1.6% 0.0055 0.8% 72% True False 43
10 0.7238 0.7097 0.0141 2.0% 0.0048 0.7% 59% False False 61
20 0.7250 0.6861 0.0389 5.4% 0.0053 0.7% 82% False False 70
40 0.7410 0.6861 0.0549 7.6% 0.0043 0.6% 58% False False 55
60 0.7410 0.6861 0.0549 7.6% 0.0036 0.5% 58% False False 39
80 0.7410 0.6861 0.0549 7.6% 0.0029 0.4% 58% False False 30
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 True
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7353
2.618 0.7299
1.618 0.7266
1.000 0.7246
0.618 0.7233
HIGH 0.7213
0.618 0.7200
0.500 0.7197
0.382 0.7193
LOW 0.7180
0.618 0.7160
1.000 0.7147
1.618 0.7127
2.618 0.7094
4.250 0.7040
Fisher Pivots for day following 28-Jan-2019
Pivot 1 day 3 day
R1 0.7197 0.7172
PP 0.7191 0.7163
S1 0.7186 0.7155

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

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