CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 0.7197 0.7209 0.0012 0.2% 0.7211
High 0.7214 0.7211 -0.0003 0.0% 0.7248
Low 0.7190 0.7111 -0.0079 -1.1% 0.7182
Close 0.7190 0.7136 -0.0054 -0.8% 0.7197
Range 0.0024 0.0100 0.0076 316.6% 0.0066
ATR 0.0037 0.0041 0.0005 12.2% 0.0000
Volume 3 55 52 1,733.3% 250
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7453 0.7394 0.7191
R3 0.7353 0.7294 0.7164
R2 0.7253 0.7253 0.7154
R1 0.7194 0.7194 0.7145 0.7174
PP 0.7153 0.7153 0.7153 0.7142
S1 0.7094 0.7094 0.7127 0.7074
S2 0.7053 0.7053 0.7118
S3 0.6953 0.6994 0.7109
S4 0.6853 0.6894 0.7081
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7407 0.7368 0.7233
R3 0.7341 0.7302 0.7215
R2 0.7275 0.7275 0.7209
R1 0.7236 0.7236 0.7203 0.7223
PP 0.7209 0.7209 0.7209 0.7202
S1 0.7170 0.7170 0.7191 0.7156
S2 0.7143 0.7143 0.7185
S3 0.7077 0.7104 0.7179
S4 0.7011 0.7038 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7248 0.7111 0.0137 1.9% 0.0038 0.5% 18% False True 20
10 0.7262 0.7111 0.0151 2.1% 0.0031 0.4% 17% False True 36
20 0.7410 0.7111 0.0299 4.2% 0.0029 0.4% 8% False True 26
40 0.7410 0.7058 0.0352 4.9% 0.0025 0.4% 22% False False 16
60 0.7410 0.7058 0.0352 4.9% 0.0019 0.3% 22% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.7636
2.618 0.7473
1.618 0.7373
1.000 0.7311
0.618 0.7273
HIGH 0.7211
0.618 0.7173
0.500 0.7161
0.382 0.7149
LOW 0.7111
0.618 0.7049
1.000 0.7011
1.618 0.6949
2.618 0.6849
4.250 0.6686
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 0.7161 0.7163
PP 0.7153 0.7154
S1 0.7144 0.7145

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

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