CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 09-Jan-2019
Day Change Summary
Previous Current
08-Jan-2019 09-Jan-2019 Change Change % Previous Week
Open 0.7154 0.7165 0.0011 0.2% 0.7068
High 0.7162 0.7204 0.0042 0.6% 0.7139
Low 0.7139 0.7165 0.0026 0.4% 0.6861
Close 0.7156 0.7198 0.0042 0.6% 0.7133
Range 0.0023 0.0039 0.0016 69.6% 0.0278
ATR 0.0052 0.0052 0.0000 -0.6% 0.0000
Volume 17 126 109 641.2% 266
Daily Pivots for day following 09-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7306 0.7291 0.7219
R3 0.7267 0.7252 0.7209
R2 0.7228 0.7228 0.7205
R1 0.7213 0.7213 0.7202 0.7221
PP 0.7189 0.7189 0.7189 0.7193
S1 0.7174 0.7174 0.7194 0.7182
S2 0.7150 0.7150 0.7191
S3 0.7111 0.7135 0.7187
S4 0.7072 0.7096 0.7177
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7878 0.7784 0.7286
R3 0.7600 0.7506 0.7209
R2 0.7322 0.7322 0.7184
R1 0.7228 0.7228 0.7158 0.7275
PP 0.7044 0.7044 0.7044 0.7068
S1 0.6950 0.6950 0.7108 0.6997
S2 0.6766 0.6766 0.7082
S3 0.6488 0.6672 0.7057
S4 0.6210 0.6394 0.6980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7204 0.6861 0.0343 4.8% 0.0077 1.1% 98% True False 125
10 0.7204 0.6861 0.0343 4.8% 0.0057 0.8% 98% True False 94
20 0.7248 0.6861 0.0387 5.4% 0.0046 0.6% 87% False False 62
40 0.7410 0.6861 0.0549 7.6% 0.0035 0.5% 61% False False 39
60 0.7410 0.6861 0.0549 7.6% 0.0029 0.4% 61% False False 27
80 0.7410 0.6861 0.0549 7.6% 0.0023 0.3% 61% False False 20
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7306
1.618 0.7267
1.000 0.7243
0.618 0.7228
HIGH 0.7204
0.618 0.7189
0.500 0.7185
0.382 0.7180
LOW 0.7165
0.618 0.7141
1.000 0.7126
1.618 0.7102
2.618 0.7063
4.250 0.6999
Fisher Pivots for day following 09-Jan-2019
Pivot 1 day 3 day
R1 0.7194 0.7188
PP 0.7189 0.7178
S1 0.7185 0.7169

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

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