CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 0.7031 0.6861 -0.0170 -2.4% 0.7070
High 0.7055 0.7030 -0.0025 -0.4% 0.7085
Low 0.7005 0.6861 -0.0144 -2.1% 0.7037
Close 0.7019 0.7020 0.0001 0.0% 0.7063
Range 0.0050 0.0169 0.0119 238.0% 0.0048
ATR 0.0042 0.0051 0.0009 21.4% 0.0000
Volume 18 161 143 794.4% 311
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7477 0.7418 0.7113
R3 0.7308 0.7249 0.7066
R2 0.7139 0.7139 0.7051
R1 0.7080 0.7080 0.7035 0.7110
PP 0.6970 0.6970 0.6970 0.6985
S1 0.6911 0.6911 0.7005 0.6941
S2 0.6801 0.6801 0.6989
S3 0.6632 0.6742 0.6974
S4 0.6463 0.6573 0.6927
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7206 0.7182 0.7089
R3 0.7158 0.7134 0.7076
R2 0.7110 0.7110 0.7072
R1 0.7086 0.7086 0.7067 0.7074
PP 0.7062 0.7062 0.7062 0.7056
S1 0.7038 0.7038 0.7059 0.7026
S2 0.7014 0.7014 0.7054
S3 0.6966 0.6990 0.7050
S4 0.6918 0.6942 0.7037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7085 0.6861 0.0224 3.2% 0.0063 0.9% 71% False True 95
10 0.7211 0.6861 0.0350 5.0% 0.0058 0.8% 45% False True 58
20 0.7322 0.6861 0.0461 6.6% 0.0041 0.6% 34% False True 45
40 0.7410 0.6861 0.0549 7.8% 0.0031 0.4% 29% False True 28
60 0.7410 0.6861 0.0549 7.8% 0.0026 0.4% 29% False True 19
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 78 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7472
1.618 0.7303
1.000 0.7199
0.618 0.7134
HIGH 0.7030
0.618 0.6965
0.500 0.6946
0.382 0.6926
LOW 0.6861
0.618 0.6757
1.000 0.6692
1.618 0.6588
2.618 0.6419
4.250 0.6143
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 0.6995 0.7004
PP 0.6970 0.6987
S1 0.6946 0.6971

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

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