CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 15-Oct-2018
Day Change Summary
Previous Current
12-Oct-2018 15-Oct-2018 Change Change % Previous Week
Open 0.7134 0.7168 0.0034 0.5% 0.7106
High 0.7134 0.7168 0.0034 0.5% 0.7136
Low 0.7131 0.7164 0.0033 0.5% 0.7091
Close 0.7131 0.7164 0.0033 0.5% 0.7131
Range 0.0003 0.0004 0.0001 33.3% 0.0045
ATR 0.0028 0.0029 0.0001 2.2% 0.0000
Volume 2 6 4 200.0% 5
Daily Pivots for day following 15-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7177 0.7175 0.7166
R3 0.7173 0.7171 0.7165
R2 0.7169 0.7169 0.7165
R1 0.7167 0.7167 0.7164 0.7166
PP 0.7165 0.7165 0.7165 0.7165
S1 0.7163 0.7163 0.7164 0.7162
S2 0.7161 0.7161 0.7163
S3 0.7157 0.7159 0.7163
S4 0.7153 0.7155 0.7162
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 0.7168 0.7091 0.0077 1.1% 0.0010 0.1% 95% True False 2
10 0.7213 0.7079 0.0134 1.9% 0.0005 0.1% 63% False False 1
20 0.7313 0.7079 0.0234 3.3% 0.0005 0.1% 36% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7185
2.618 0.7178
1.618 0.7174
1.000 0.7172
0.618 0.7170
HIGH 0.7168
0.618 0.7166
0.500 0.7166
0.382 0.7166
LOW 0.7164
0.618 0.7162
1.000 0.7160
1.618 0.7158
2.618 0.7154
4.250 0.7147
Fisher Pivots for day following 15-Oct-2018
Pivot 1 day 3 day
R1 0.7166 0.7159
PP 0.7165 0.7154
S1 0.7165 0.7149

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

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