CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 08-Feb-2019
Day Change Summary
Previous Current
07-Feb-2019 08-Feb-2019 Change Change % Previous Week
Open 0.7122 0.7101 -0.0021 -0.3% 0.7261
High 0.7129 0.7110 -0.0019 -0.3% 0.7271
Low 0.7103 0.7076 -0.0027 -0.4% 0.7076
Close 0.7113 0.7099 -0.0014 -0.2% 0.7099
Range 0.0026 0.0034 0.0008 30.8% 0.0195
ATR 0.0055 0.0054 -0.0001 -2.4% 0.0000
Volume 531 222 -309 -58.2% 1,217
Daily Pivots for day following 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7197 0.7182 0.7118
R3 0.7163 0.7148 0.7108
R2 0.7129 0.7129 0.7105
R1 0.7114 0.7114 0.7102 0.7105
PP 0.7095 0.7095 0.7095 0.7090
S1 0.7080 0.7080 0.7096 0.7071
S2 0.7061 0.7061 0.7093
S3 0.7027 0.7046 0.7090
S4 0.6993 0.7012 0.7080
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7734 0.7611 0.7206
R3 0.7539 0.7416 0.7153
R2 0.7344 0.7344 0.7135
R1 0.7221 0.7221 0.7117 0.7185
PP 0.7149 0.7149 0.7149 0.7131
S1 0.7026 0.7026 0.7081 0.6990
S2 0.6954 0.6954 0.7063
S3 0.6759 0.6831 0.7045
S4 0.6564 0.6636 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.7076 0.0195 2.7% 0.0056 0.8% 12% False True 243
10 0.7307 0.7076 0.0231 3.3% 0.0054 0.8% 10% False True 155
20 0.7307 0.7076 0.0231 3.3% 0.0052 0.7% 10% False True 107
40 0.7307 0.6861 0.0446 6.3% 0.0050 0.7% 53% False False 84
60 0.7410 0.6861 0.0549 7.7% 0.0041 0.6% 43% False False 63
80 0.7410 0.6861 0.0549 7.7% 0.0035 0.5% 43% False False 48
100 0.7410 0.6861 0.0549 7.7% 0.0029 0.4% 43% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7255
2.618 0.7199
1.618 0.7165
1.000 0.7144
0.618 0.7131
HIGH 0.7110
0.618 0.7097
0.500 0.7093
0.382 0.7089
LOW 0.7076
0.618 0.7055
1.000 0.7042
1.618 0.7021
2.618 0.6987
4.250 0.6932
Fisher Pivots for day following 08-Feb-2019
Pivot 1 day 3 day
R1 0.7097 0.7162
PP 0.7095 0.7141
S1 0.7093 0.7120

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

View Archives - Comment on this page... - Back to Index of Symbols