CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 0.7165 0.7174 0.0009 0.1% 0.7068
High 0.7204 0.7210 0.0006 0.1% 0.7139
Low 0.7165 0.7171 0.0006 0.1% 0.6861
Close 0.7198 0.7199 0.0001 0.0% 0.7133
Range 0.0039 0.0039 0.0000 0.0% 0.0278
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 126 118 -8 -6.3% 266
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7310 0.7294 0.7220
R3 0.7271 0.7255 0.7210
R2 0.7232 0.7232 0.7206
R1 0.7216 0.7216 0.7203 0.7224
PP 0.7193 0.7193 0.7193 0.7198
S1 0.7177 0.7177 0.7195 0.7185
S2 0.7154 0.7154 0.7192
S3 0.7115 0.7138 0.7188
S4 0.7076 0.7099 0.7178
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 0.7210 0.7012 0.0198 2.8% 0.0051 0.7% 94% True False 116
10 0.7210 0.6861 0.0349 4.8% 0.0057 0.8% 97% True False 105
20 0.7248 0.6861 0.0387 5.4% 0.0047 0.7% 87% False False 61
40 0.7410 0.6861 0.0549 7.6% 0.0036 0.5% 62% False False 42
60 0.7410 0.6861 0.0549 7.6% 0.0029 0.4% 62% False False 29
80 0.7410 0.6861 0.0549 7.6% 0.0023 0.3% 62% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0006
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7312
1.618 0.7273
1.000 0.7249
0.618 0.7234
HIGH 0.7210
0.618 0.7195
0.500 0.7191
0.382 0.7186
LOW 0.7171
0.618 0.7147
1.000 0.7132
1.618 0.7108
2.618 0.7069
4.250 0.7005
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 0.7196 0.7191
PP 0.7193 0.7183
S1 0.7191 0.7175

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

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