CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.7132 0.7111 -0.0021 -0.3% 0.7168
High 0.7132 0.7111 -0.0021 -0.3% 0.7168
Low 0.7109 0.7111 0.0002 0.0% 0.7128
Close 0.7109 0.7111 0.0002 0.0% 0.7144
Range 0.0023 0.0000 -0.0023 -100.0% 0.0040
ATR 0.0026 0.0024 -0.0002 -6.6% 0.0000
Volume 5 0 -5 -100.0% 6
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7111 0.7111 0.7111
R3 0.7111 0.7111 0.7111
R2 0.7111 0.7111 0.7111
R1 0.7111 0.7111 0.7111 0.7111
PP 0.7111 0.7111 0.7111 0.7111
S1 0.7111 0.7111 0.7111 0.7111
S2 0.7111 0.7111 0.7111
S3 0.7111 0.7111 0.7111
S4 0.7111 0.7111 0.7111
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7267 0.7245 0.7166
R3 0.7227 0.7205 0.7155
R2 0.7187 0.7187 0.7151
R1 0.7165 0.7165 0.7148 0.7156
PP 0.7147 0.7147 0.7147 0.7142
S1 0.7125 0.7125 0.7140 0.7116
S2 0.7107 0.7107 0.7137
S3 0.7067 0.7085 0.7133
S4 0.7027 0.7045 0.7122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7144 0.7109 0.0035 0.5% 0.0005 0.1% 6% False False 1
10 0.7168 0.7109 0.0059 0.8% 0.0004 0.1% 3% False False 1
20 0.7299 0.7079 0.0220 3.1% 0.0006 0.1% 15% False False 1
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 False
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 0.7111
2.618 0.7111
1.618 0.7111
1.000 0.7111
0.618 0.7111
HIGH 0.7111
0.618 0.7111
0.500 0.7111
0.382 0.7111
LOW 0.7111
0.618 0.7111
1.000 0.7111
1.618 0.7111
2.618 0.7111
4.250 0.7111
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.7111 0.7127
PP 0.7111 0.7121
S1 0.7111 0.7116

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

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