CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 12-Oct-2018
Day Change Summary
Previous Current
11-Oct-2018 12-Oct-2018 Change Change % Previous Week
Open 0.7135 0.7134 -0.0001 0.0% 0.7106
High 0.7136 0.7134 -0.0002 0.0% 0.7136
Low 0.7130 0.7131 0.0001 0.0% 0.7091
Close 0.7130 0.7131 0.0001 0.0% 0.7131
Range 0.0006 0.0003 -0.0003 -50.0% 0.0045
ATR 0.0030 0.0028 -0.0002 -6.2% 0.0000
Volume 3 2 -1 -33.3% 5
Daily Pivots for day following 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7141 0.7139 0.7133
R3 0.7138 0.7136 0.7132
R2 0.7135 0.7135 0.7132
R1 0.7133 0.7133 0.7131 0.7133
PP 0.7132 0.7132 0.7132 0.7132
S1 0.7130 0.7130 0.7131 0.7129
S2 0.7129 0.7129 0.7130
S3 0.7126 0.7127 0.7130
S4 0.7123 0.7124 0.7129
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7254 0.7238 0.7156
R3 0.7209 0.7193 0.7143
R2 0.7164 0.7164 0.7139
R1 0.7148 0.7148 0.7135 0.7156
PP 0.7119 0.7119 0.7119 0.7124
S1 0.7103 0.7103 0.7127 0.7111
S2 0.7074 0.7074 0.7123
S3 0.7029 0.7058 0.7119
S4 0.6984 0.7013 0.7106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7136 0.7091 0.0045 0.6% 0.0009 0.1% 89% False False 1
10 0.7254 0.7079 0.0175 2.5% 0.0006 0.1% 30% False False
20 0.7313 0.7079 0.0234 3.3% 0.0005 0.1% 22% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7147
2.618 0.7142
1.618 0.7139
1.000 0.7137
0.618 0.7136
HIGH 0.7134
0.618 0.7133
0.500 0.7133
0.382 0.7132
LOW 0.7131
0.618 0.7129
1.000 0.7128
1.618 0.7126
2.618 0.7123
4.250 0.7118
Fisher Pivots for day following 12-Oct-2018
Pivot 1 day 3 day
R1 0.7133 0.7128
PP 0.7132 0.7125
S1 0.7132 0.7123

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

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