CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 0.7245 0.7237 -0.0008 -0.1% 0.7380
High 0.7245 0.7248 0.0003 0.0% 0.7410
Low 0.7221 0.7237 0.0016 0.2% 0.7230
Close 0.7238 0.7243 0.0005 0.1% 0.7234
Range 0.0024 0.0011 -0.0013 -54.2% 0.0180
ATR 0.0041 0.0038 -0.0002 -5.2% 0.0000
Volume 5 14 9 180.0% 57
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7276 0.7270 0.7249
R3 0.7265 0.7259 0.7246
R2 0.7254 0.7254 0.7245
R1 0.7248 0.7248 0.7244 0.7251
PP 0.7243 0.7243 0.7243 0.7244
S1 0.7237 0.7237 0.7242 0.7240
S2 0.7232 0.7232 0.7241
S3 0.7221 0.7226 0.7240
S4 0.7210 0.7215 0.7237
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7831 0.7713 0.7333
R3 0.7651 0.7533 0.7284
R2 0.7471 0.7471 0.7267
R1 0.7353 0.7353 0.7251 0.7322
PP 0.7291 0.7291 0.7291 0.7276
S1 0.7173 0.7173 0.7218 0.7142
S2 0.7111 0.7111 0.7201
S3 0.6931 0.6993 0.7185
S4 0.6751 0.6813 0.7135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7262 0.7209 0.0053 0.7% 0.0023 0.3% 64% False False 49
10 0.7410 0.7209 0.0201 2.8% 0.0025 0.4% 17% False False 29
20 0.7410 0.7209 0.0201 2.8% 0.0027 0.4% 17% False False 23
40 0.7410 0.7058 0.0352 4.9% 0.0021 0.3% 53% False False 14
60 0.7410 0.7058 0.0352 4.9% 0.0016 0.2% 53% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7295
2.618 0.7277
1.618 0.7266
1.000 0.7259
0.618 0.7255
HIGH 0.7248
0.618 0.7244
0.500 0.7243
0.382 0.7241
LOW 0.7237
0.618 0.7230
1.000 0.7226
1.618 0.7219
2.618 0.7208
4.250 0.7190
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 0.7243 0.7240
PP 0.7243 0.7237
S1 0.7243 0.7234

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

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