CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 0.7358 0.7340 -0.0018 -0.2% 0.7272
High 0.7358 0.7340 -0.0018 -0.2% 0.7358
Low 0.7333 0.7316 -0.0017 -0.2% 0.7245
Close 0.7346 0.7329 -0.0017 -0.2% 0.7329
Range 0.0025 0.0024 -0.0001 -4.0% 0.0113
ATR 0.0040 0.0039 -0.0001 -1.7% 0.0000
Volume 67 1 -66 -98.5% 125
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7400 0.7389 0.7342
R3 0.7376 0.7365 0.7336
R2 0.7352 0.7352 0.7333
R1 0.7341 0.7341 0.7331 0.7335
PP 0.7328 0.7328 0.7328 0.7325
S1 0.7317 0.7317 0.7327 0.7311
S2 0.7304 0.7304 0.7325
S3 0.7280 0.7293 0.7322
S4 0.7256 0.7269 0.7316
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7650 0.7602 0.7391
R3 0.7537 0.7489 0.7360
R2 0.7424 0.7424 0.7350
R1 0.7376 0.7376 0.7339 0.7400
PP 0.7311 0.7311 0.7311 0.7323
S1 0.7263 0.7263 0.7319 0.7287
S2 0.7198 0.7198 0.7308
S3 0.7085 0.7150 0.7298
S4 0.6972 0.7037 0.7267
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% 0.0027 0.4% 74% False False 25
10 0.7358 0.7243 0.0115 1.6% 0.0029 0.4% 75% False False 16
20 0.7358 0.7214 0.0144 2.0% 0.0021 0.3% 80% False False 10
40 0.7358 0.7058 0.0300 4.1% 0.0017 0.2% 90% False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7403
1.618 0.7379
1.000 0.7364
0.618 0.7355
HIGH 0.7340
0.618 0.7331
0.500 0.7328
0.382 0.7325
LOW 0.7316
0.618 0.7301
1.000 0.7292
1.618 0.7277
2.618 0.7253
4.250 0.7214
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 0.7329 0.7329
PP 0.7328 0.7329
S1 0.7328 0.7329

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

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