CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.7321 0.7264 -0.0057 -0.8% 0.7214
High 0.7321 0.7288 -0.0033 -0.5% 0.7356
Low 0.7243 0.7264 0.0021 0.3% 0.7214
Close 0.7243 0.7288 0.0045 0.6% 0.7356
Range 0.0078 0.0024 -0.0054 -69.2% 0.0142
ATR 0.0040 0.0040 0.0000 0.9% 0.0000
Volume 2 11 9 450.0% 26
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7352 0.7344 0.7301
R3 0.7328 0.7320 0.7295
R2 0.7304 0.7304 0.7292
R1 0.7296 0.7296 0.7290 0.7300
PP 0.7280 0.7280 0.7280 0.7282
S1 0.7272 0.7272 0.7286 0.7276
S2 0.7256 0.7256 0.7284
S3 0.7232 0.7248 0.7281
S4 0.7208 0.7224 0.7275
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7735 0.7687 0.7434
R3 0.7593 0.7545 0.7395
R2 0.7451 0.7451 0.7382
R1 0.7403 0.7403 0.7369 0.7427
PP 0.7309 0.7309 0.7309 0.7321
S1 0.7261 0.7261 0.7343 0.7285
S2 0.7167 0.7167 0.7330
S3 0.7025 0.7119 0.7317
S4 0.6883 0.6977 0.7278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7243 0.0113 1.6% 0.0031 0.4% 40% False False 6
10 0.7356 0.7214 0.0142 1.9% 0.0017 0.2% 52% False False 5
20 0.7356 0.7058 0.0298 4.1% 0.0022 0.3% 77% False False 5
40 0.7356 0.7058 0.0298 4.1% 0.0014 0.2% 77% False False 3
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 0.7390
2.618 0.7351
1.618 0.7327
1.000 0.7312
0.618 0.7303
HIGH 0.7288
0.618 0.7279
0.500 0.7276
0.382 0.7273
LOW 0.7264
0.618 0.7249
1.000 0.7240
1.618 0.7225
2.618 0.7201
4.250 0.7162
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.7284 0.7291
PP 0.7280 0.7290
S1 0.7276 0.7289

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

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