CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 0.7142 0.7105 -0.0037 -0.5% 0.7132
High 0.7143 0.7105 -0.0038 -0.5% 0.7132
Low 0.7129 0.7099 -0.0030 -0.4% 0.7058
Close 0.7129 0.7099 -0.0030 -0.4% 0.7116
Range 0.0014 0.0006 -0.0008 -57.1% 0.0074
ATR 0.0029 0.0029 0.0000 0.2% 0.0000
Volume 9 3 -6 -66.7% 22
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7119 0.7115 0.7102
R3 0.7113 0.7109 0.7101
R2 0.7107 0.7107 0.7100
R1 0.7103 0.7103 0.7100 0.7102
PP 0.7101 0.7101 0.7101 0.7101
S1 0.7097 0.7097 0.7098 0.7096
S2 0.7095 0.7095 0.7098
S3 0.7089 0.7091 0.7097
S4 0.7083 0.7085 0.7096
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% 0.0027 0.4% 48% False False 7
10 0.7144 0.7058 0.0086 1.2% 0.0016 0.2% 48% False False 4
20 0.7168 0.7058 0.0110 1.5% 0.0011 0.2% 37% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7131
2.618 0.7121
1.618 0.7115
1.000 0.7111
0.618 0.7109
HIGH 0.7105
0.618 0.7103
0.500 0.7102
0.382 0.7101
LOW 0.7099
0.618 0.7095
1.000 0.7093
1.618 0.7089
2.618 0.7083
4.250 0.7074
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 0.7102 0.7115
PP 0.7101 0.7109
S1 0.7100 0.7104

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

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