CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 06-Feb-2019
Day Change Summary
Previous Current
05-Feb-2019 06-Feb-2019 Change Change % Previous Week
Open 0.7233 0.7231 -0.0002 0.0% 0.7213
High 0.7271 0.7247 -0.0024 -0.3% 0.7307
Low 0.7210 0.7120 -0.0090 -1.2% 0.7157
Close 0.7243 0.7128 -0.0115 -1.6% 0.7264
Range 0.0061 0.0127 0.0066 108.2% 0.0150
ATR 0.0052 0.0058 0.0005 10.2% 0.0000
Volume 83 359 276 332.5% 336
Daily Pivots for day following 06-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7546 0.7464 0.7198
R3 0.7419 0.7337 0.7163
R2 0.7292 0.7292 0.7151
R1 0.7210 0.7210 0.7140 0.7188
PP 0.7165 0.7165 0.7165 0.7154
S1 0.7083 0.7083 0.7116 0.7061
S2 0.7038 0.7038 0.7105
S3 0.6911 0.6956 0.7093
S4 0.6784 0.6829 0.7058
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7693 0.7628 0.7347
R3 0.7543 0.7478 0.7305
R2 0.7393 0.7393 0.7292
R1 0.7328 0.7328 0.7278 0.7361
PP 0.7243 0.7243 0.7243 0.7259
S1 0.7178 0.7178 0.7250 0.7211
S2 0.7093 0.7093 0.7237
S3 0.6943 0.7028 0.7223
S4 0.6793 0.6878 0.7182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7307 0.7120 0.0187 2.6% 0.0061 0.9% 4% False True 113
10 0.7307 0.7097 0.0210 2.9% 0.0066 0.9% 15% False False 90
20 0.7307 0.7097 0.0210 2.9% 0.0053 0.7% 15% False False 81
40 0.7307 0.6861 0.0446 6.3% 0.0049 0.7% 60% False False 70
60 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 49% False False 51
80 0.7410 0.6861 0.0549 7.7% 0.0034 0.5% 49% False False 39
100 0.7410 0.6861 0.0549 7.7% 0.0029 0.4% 49% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7787
2.618 0.7579
1.618 0.7452
1.000 0.7374
0.618 0.7325
HIGH 0.7247
0.618 0.7198
0.500 0.7184
0.382 0.7169
LOW 0.7120
0.618 0.7042
1.000 0.6993
1.618 0.6915
2.618 0.6788
4.250 0.6580
Fisher Pivots for day following 06-Feb-2019
Pivot 1 day 3 day
R1 0.7184 0.7196
PP 0.7165 0.7173
S1 0.7147 0.7151

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

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