CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 0.7161 0.7166 0.0005 0.1% 0.7173
High 0.7184 0.7285 0.0101 1.4% 0.7200
Low 0.7157 0.7166 0.0009 0.1% 0.7097
Close 0.7163 0.7285 0.0122 1.7% 0.7194
Range 0.0027 0.0119 0.0092 340.7% 0.0103
ATR 0.0050 0.0055 0.0005 10.4% 0.0000
Volume 118 69 -49 -41.5% 168
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7602 0.7563 0.7350
R3 0.7483 0.7444 0.7318
R2 0.7364 0.7364 0.7307
R1 0.7325 0.7325 0.7296 0.7345
PP 0.7245 0.7245 0.7245 0.7255
S1 0.7206 0.7206 0.7274 0.7226
S2 0.7126 0.7126 0.7263
S3 0.7007 0.7087 0.7252
S4 0.6888 0.6968 0.7220
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.7473 0.7436 0.7251
R3 0.7370 0.7333 0.7222
R2 0.7267 0.7267 0.7213
R1 0.7230 0.7230 0.7203 0.7249
PP 0.7164 0.7164 0.7164 0.7173
S1 0.7127 0.7127 0.7185 0.7146
S2 0.7061 0.7061 0.7175
S3 0.6958 0.7024 0.7166
S4 0.6855 0.6921 0.7137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7285 0.7097 0.0188 2.6% 0.0072 1.0% 100% True False 67
10 0.7285 0.7097 0.0188 2.6% 0.0056 0.8% 100% True False 73
20 0.7285 0.6861 0.0424 5.8% 0.0057 0.8% 100% True False 79
40 0.7410 0.6861 0.0549 7.5% 0.0045 0.6% 77% False False 58
60 0.7410 0.6861 0.0549 7.5% 0.0037 0.5% 77% False False 42
80 0.7410 0.6861 0.0549 7.5% 0.0031 0.4% 77% False False 32
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7597
1.618 0.7478
1.000 0.7404
0.618 0.7359
HIGH 0.7285
0.618 0.7240
0.500 0.7226
0.382 0.7211
LOW 0.7166
0.618 0.7092
1.000 0.7047
1.618 0.6973
2.618 0.6854
4.250 0.6660
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 0.7265 0.7264
PP 0.7245 0.7242
S1 0.7226 0.7221

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

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