CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 0.7109 0.7142 0.0033 0.5% 0.7132
High 0.7130 0.7143 0.0013 0.2% 0.7132
Low 0.7086 0.7129 0.0043 0.6% 0.7058
Close 0.7086 0.7129 0.0043 0.6% 0.7116
Range 0.0044 0.0014 -0.0030 -68.2% 0.0074
ATR 0.0027 0.0029 0.0002 7.9% 0.0000
Volume 8 9 1 12.5% 22
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7176 0.7166 0.7137
R3 0.7162 0.7152 0.7133
R2 0.7148 0.7148 0.7132
R1 0.7138 0.7138 0.7130 0.7136
PP 0.7134 0.7134 0.7134 0.7133
S1 0.7124 0.7124 0.7128 0.7122
S2 0.7120 0.7120 0.7126
S3 0.7106 0.7110 0.7125
S4 0.7092 0.7096 0.7121
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7324 0.7294 0.7157
R3 0.7250 0.7220 0.7136
R2 0.7176 0.7176 0.7130
R1 0.7146 0.7146 0.7123 0.7124
PP 0.7102 0.7102 0.7102 0.7091
S1 0.7072 0.7072 0.7109 0.7050
S2 0.7028 0.7028 0.7102
S3 0.6954 0.6998 0.7096
S4 0.6880 0.6924 0.7075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7143 0.7058 0.0085 1.2% 0.0026 0.4% 84% True False 6
10 0.7144 0.7058 0.0086 1.2% 0.0016 0.2% 83% False False 3
20 0.7168 0.7058 0.0110 1.5% 0.0010 0.1% 65% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7203
2.618 0.7180
1.618 0.7166
1.000 0.7157
0.618 0.7152
HIGH 0.7143
0.618 0.7138
0.500 0.7136
0.382 0.7134
LOW 0.7129
0.618 0.7120
1.000 0.7115
1.618 0.7106
2.618 0.7092
4.250 0.7070
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 0.7136 0.7120
PP 0.7134 0.7110
S1 0.7131 0.7101

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

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