CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 31-Jan-2019
Day Change Summary
Previous Current
30-Jan-2019 31-Jan-2019 Change Change % Previous Week
Open 0.7166 0.7262 0.0096 1.3% 0.7173
High 0.7285 0.7307 0.0022 0.3% 0.7200
Low 0.7166 0.7262 0.0096 1.3% 0.7097
Close 0.7285 0.7279 -0.0006 -0.1% 0.7194
Range 0.0119 0.0045 -0.0074 -62.2% 0.0103
ATR 0.0055 0.0054 -0.0001 -1.3% 0.0000
Volume 69 59 -10 -14.5% 168
Daily Pivots for day following 31-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7418 0.7393 0.7304
R3 0.7373 0.7348 0.7291
R2 0.7328 0.7328 0.7287
R1 0.7303 0.7303 0.7283 0.7316
PP 0.7283 0.7283 0.7283 0.7289
S1 0.7258 0.7258 0.7275 0.7271
S2 0.7238 0.7238 0.7271
S3 0.7193 0.7213 0.7267
S4 0.7148 0.7168 0.7254
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 0.7307 0.7097 0.0210 2.9% 0.0065 0.9% 87% True False 71
10 0.7307 0.7097 0.0210 2.9% 0.0057 0.8% 87% True False 75
20 0.7307 0.6861 0.0446 6.1% 0.0057 0.8% 94% True False 81
40 0.7395 0.6861 0.0534 7.3% 0.0046 0.6% 78% False False 59
60 0.7410 0.6861 0.0549 7.5% 0.0037 0.5% 76% False False 43
80 0.7410 0.6861 0.0549 7.5% 0.0032 0.4% 76% False False 33
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 False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7498
2.618 0.7425
1.618 0.7380
1.000 0.7352
0.618 0.7335
HIGH 0.7307
0.618 0.7290
0.500 0.7285
0.382 0.7279
LOW 0.7262
0.618 0.7234
1.000 0.7217
1.618 0.7189
2.618 0.7144
4.250 0.7071
Fisher Pivots for day following 31-Jan-2019
Pivot 1 day 3 day
R1 0.7285 0.7263
PP 0.7283 0.7248
S1 0.7281 0.7232

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

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