CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 05-Feb-2019
Day Change Summary
Previous Current
04-Feb-2019 05-Feb-2019 Change Change % Previous Week
Open 0.7261 0.7233 -0.0028 -0.4% 0.7213
High 0.7261 0.7271 0.0010 0.1% 0.7307
Low 0.7228 0.7210 -0.0018 -0.2% 0.7157
Close 0.7238 0.7243 0.0005 0.1% 0.7264
Range 0.0033 0.0061 0.0028 84.8% 0.0150
ATR 0.0052 0.0052 0.0001 1.3% 0.0000
Volume 22 83 61 277.3% 336
Daily Pivots for day following 05-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7424 0.7395 0.7277
R3 0.7363 0.7334 0.7260
R2 0.7302 0.7302 0.7254
R1 0.7273 0.7273 0.7249 0.7288
PP 0.7241 0.7241 0.7241 0.7249
S1 0.7212 0.7212 0.7237 0.7227
S2 0.7180 0.7180 0.7232
S3 0.7119 0.7151 0.7226
S4 0.7058 0.7090 0.7209
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.7693 0.7628 0.7347
R3 0.7543 0.7478 0.7305
R2 0.7393 0.7393 0.7292
R1 0.7328 0.7328 0.7278 0.7361
PP 0.7243 0.7243 0.7243 0.7259
S1 0.7178 0.7178 0.7250 0.7211
S2 0.7093 0.7093 0.7237
S3 0.6943 0.7028 0.7223
S4 0.6793 0.6878 0.7182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7307 0.7166 0.0141 1.9% 0.0059 0.8% 55% False False 55
10 0.7307 0.7097 0.0210 2.9% 0.0055 0.8% 70% False False 58
20 0.7307 0.7097 0.0210 2.9% 0.0048 0.7% 70% False False 64
40 0.7307 0.6861 0.0446 6.2% 0.0047 0.6% 86% False False 62
60 0.7410 0.6861 0.0549 7.6% 0.0039 0.5% 70% False False 45
80 0.7410 0.6861 0.0549 7.6% 0.0033 0.5% 70% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7530
2.618 0.7431
1.618 0.7370
1.000 0.7332
0.618 0.7309
HIGH 0.7271
0.618 0.7248
0.500 0.7241
0.382 0.7233
LOW 0.7210
0.618 0.7172
1.000 0.7149
1.618 0.7111
2.618 0.7050
4.250 0.6951
Fisher Pivots for day following 05-Feb-2019
Pivot 1 day 3 day
R1 0.7242 0.7251
PP 0.7241 0.7248
S1 0.7241 0.7246

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

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