CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 0.7300 0.7358 0.0058 0.8% 0.7338
High 0.7348 0.7358 0.0010 0.1% 0.7338
Low 0.7300 0.7333 0.0033 0.5% 0.7243
Close 0.7342 0.7346 0.0004 0.1% 0.7258
Range 0.0048 0.0025 -0.0023 -47.9% 0.0095
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 56 67 11 19.6% 32
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7421 0.7408 0.7360
R3 0.7396 0.7383 0.7353
R2 0.7371 0.7371 0.7351
R1 0.7358 0.7358 0.7348 0.7352
PP 0.7346 0.7346 0.7346 0.7343
S1 0.7333 0.7333 0.7344 0.7327
S2 0.7321 0.7321 0.7341
S3 0.7296 0.7308 0.7339
S4 0.7271 0.7283 0.7332
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 0.7358 0.7245 0.0113 1.5% 0.0025 0.3% 89% True False 28
10 0.7358 0.7243 0.0115 1.6% 0.0028 0.4% 90% True False 17
20 0.7358 0.7182 0.0176 2.4% 0.0022 0.3% 93% True False 11
40 0.7358 0.7058 0.0300 4.1% 0.0016 0.2% 96% True False 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7423
1.618 0.7398
1.000 0.7383
0.618 0.7373
HIGH 0.7358
0.618 0.7348
0.500 0.7346
0.382 0.7343
LOW 0.7333
0.618 0.7318
1.000 0.7308
1.618 0.7293
2.618 0.7268
4.250 0.7227
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 0.7346 0.7331
PP 0.7346 0.7316
S1 0.7346 0.7302

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

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