CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 0.7264 0.7272 0.0008 0.1% 0.7338
High 0.7288 0.7272 -0.0016 -0.2% 0.7338
Low 0.7264 0.7258 -0.0006 -0.1% 0.7243
Close 0.7288 0.7258 -0.0030 -0.4% 0.7258
Range 0.0024 0.0014 -0.0010 -41.7% 0.0095
ATR 0.0040 0.0039 -0.0001 -1.8% 0.0000
Volume 11 16 5 45.5% 32
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7305 0.7295 0.7266
R3 0.7291 0.7281 0.7262
R2 0.7277 0.7277 0.7261
R1 0.7267 0.7267 0.7259 0.7265
PP 0.7263 0.7263 0.7263 0.7262
S1 0.7253 0.7253 0.7257 0.7251
S2 0.7249 0.7249 0.7255
S3 0.7235 0.7239 0.7254
S4 0.7221 0.7225 0.7250
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7565 0.7506 0.7310
R3 0.7470 0.7411 0.7284
R2 0.7375 0.7375 0.7275
R1 0.7316 0.7316 0.7267 0.7298
PP 0.7280 0.7280 0.7280 0.7271
S1 0.7221 0.7221 0.7249 0.7203
S2 0.7185 0.7185 0.7241
S3 0.7090 0.7126 0.7232
S4 0.6995 0.7031 0.7206
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% 0.0032 0.4% 13% False False 8
10 0.7356 0.7214 0.0142 2.0% 0.0018 0.3% 31% False False 6
20 0.7356 0.7058 0.0298 4.1% 0.0023 0.3% 67% False False 6
40 0.7356 0.7058 0.0298 4.1% 0.0014 0.2% 67% False False 3
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7332
2.618 0.7309
1.618 0.7295
1.000 0.7286
0.618 0.7281
HIGH 0.7272
0.618 0.7267
0.500 0.7265
0.382 0.7263
LOW 0.7258
0.618 0.7249
1.000 0.7244
1.618 0.7235
2.618 0.7221
4.250 0.7199
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 0.7265 0.7282
PP 0.7263 0.7274
S1 0.7260 0.7266

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

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