CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 07-Feb-2019
Day Change Summary
Previous Current
06-Feb-2019 07-Feb-2019 Change Change % Previous Week
Open 0.7231 0.7122 -0.0109 -1.5% 0.7213
High 0.7247 0.7129 -0.0118 -1.6% 0.7307
Low 0.7120 0.7103 -0.0017 -0.2% 0.7157
Close 0.7128 0.7113 -0.0015 -0.2% 0.7264
Range 0.0127 0.0026 -0.0101 -79.5% 0.0150
ATR 0.0058 0.0055 -0.0002 -3.9% 0.0000
Volume 359 531 172 47.9% 336
Daily Pivots for day following 07-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7193 0.7179 0.7127
R3 0.7167 0.7153 0.7120
R2 0.7141 0.7141 0.7118
R1 0.7127 0.7127 0.7115 0.7121
PP 0.7115 0.7115 0.7115 0.7112
S1 0.7101 0.7101 0.7111 0.7095
S2 0.7089 0.7089 0.7108
S3 0.7063 0.7075 0.7106
S4 0.7037 0.7049 0.7099
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 0.7291 0.7103 0.0188 2.6% 0.0057 0.8% 5% False True 207
10 0.7307 0.7097 0.0210 3.0% 0.0061 0.9% 8% False False 139
20 0.7307 0.7097 0.0210 3.0% 0.0052 0.7% 8% False False 102
40 0.7307 0.6861 0.0446 6.3% 0.0049 0.7% 57% False False 82
60 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 46% False False 60
80 0.7410 0.6861 0.0549 7.7% 0.0035 0.5% 46% False False 46
100 0.7410 0.6861 0.0549 7.7% 0.0029 0.4% 46% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7240
2.618 0.7197
1.618 0.7171
1.000 0.7155
0.618 0.7145
HIGH 0.7129
0.618 0.7119
0.500 0.7116
0.382 0.7113
LOW 0.7103
0.618 0.7087
1.000 0.7077
1.618 0.7061
2.618 0.7035
4.250 0.6993
Fisher Pivots for day following 07-Feb-2019
Pivot 1 day 3 day
R1 0.7116 0.7187
PP 0.7115 0.7162
S1 0.7114 0.7138

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

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