CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 0.7230 0.7223 -0.0007 -0.1% 0.7133
High 0.7250 0.7228 -0.0022 -0.3% 0.7250
Low 0.7205 0.7197 -0.0008 -0.1% 0.7133
Close 0.7223 0.7215 -0.0008 -0.1% 0.7223
Range 0.0045 0.0031 -0.0014 -31.1% 0.0117
ATR 0.0051 0.0050 -0.0001 -2.8% 0.0000
Volume 28 46 18 64.3% 526
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7306 0.7292 0.7232
R3 0.7275 0.7261 0.7224
R2 0.7244 0.7244 0.7221
R1 0.7230 0.7230 0.7218 0.7222
PP 0.7213 0.7213 0.7213 0.7209
S1 0.7199 0.7199 0.7212 0.7191
S2 0.7182 0.7182 0.7209
S3 0.7151 0.7168 0.7206
S4 0.7120 0.7137 0.7198
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7553 0.7505 0.7287
R3 0.7436 0.7388 0.7255
R2 0.7319 0.7319 0.7244
R1 0.7271 0.7271 0.7234 0.7295
PP 0.7202 0.7202 0.7202 0.7214
S1 0.7154 0.7154 0.7212 0.7178
S2 0.7085 0.7085 0.7202
S3 0.6968 0.7037 0.7191
S4 0.6851 0.6920 0.7159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7139 0.0111 1.5% 0.0035 0.5% 68% False False 67
10 0.7250 0.6861 0.0389 5.4% 0.0057 0.8% 91% False False 83
20 0.7250 0.6861 0.0389 5.4% 0.0049 0.7% 91% False False 63
40 0.7410 0.6861 0.0549 7.6% 0.0038 0.5% 64% False False 43
60 0.7410 0.6861 0.0549 7.6% 0.0031 0.4% 64% False False 30
80 0.7410 0.6861 0.0549 7.6% 0.0024 0.3% 64% False False 23
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7360
2.618 0.7309
1.618 0.7278
1.000 0.7259
0.618 0.7247
HIGH 0.7228
0.618 0.7216
0.500 0.7213
0.382 0.7209
LOW 0.7197
0.618 0.7178
1.000 0.7166
1.618 0.7147
2.618 0.7116
4.250 0.7065
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 0.7214 0.7214
PP 0.7213 0.7212
S1 0.7213 0.7211

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

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