CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 0.7118 0.7127 0.0009 0.1% 0.7198
High 0.7168 0.7127 -0.0041 -0.6% 0.7214
Low 0.7118 0.7064 -0.0054 -0.8% 0.7064
Close 0.7139 0.7064 -0.0075 -1.1% 0.7064
Range 0.0050 0.0063 0.0013 26.0% 0.0150
ATR 0.0042 0.0044 0.0002 5.6% 0.0000
Volume 21 18 -3 -14.3% 117
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7274 0.7232 0.7099
R3 0.7211 0.7169 0.7081
R2 0.7148 0.7148 0.7076
R1 0.7106 0.7106 0.7070 0.7096
PP 0.7085 0.7085 0.7085 0.7080
S1 0.7043 0.7043 0.7058 0.7032
S2 0.7022 0.7022 0.7052
S3 0.6959 0.6980 0.7047
S4 0.6896 0.6917 0.7029
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7564 0.7464 0.7147
R3 0.7414 0.7314 0.7105
R2 0.7264 0.7264 0.7092
R1 0.7164 0.7164 0.7078 0.7139
PP 0.7114 0.7114 0.7114 0.7102
S1 0.7014 0.7014 0.7050 0.6989
S2 0.6964 0.6964 0.7036
S3 0.6814 0.6864 0.7023
S4 0.6664 0.6714 0.6981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7214 0.7064 0.0150 2.1% 0.0049 0.7% 0% False True 23
10 0.7248 0.7064 0.0184 2.6% 0.0038 0.5% 0% False True 36
20 0.7410 0.7064 0.0346 4.9% 0.0033 0.5% 0% False True 27
40 0.7410 0.7058 0.0352 5.0% 0.0028 0.4% 2% False False 16
60 0.7410 0.7058 0.0352 5.0% 0.0020 0.3% 2% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7395
2.618 0.7292
1.618 0.7229
1.000 0.7190
0.618 0.7166
HIGH 0.7127
0.618 0.7103
0.500 0.7096
0.382 0.7088
LOW 0.7064
0.618 0.7025
1.000 0.7001
1.618 0.6962
2.618 0.6899
4.250 0.6796
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 0.7096 0.7138
PP 0.7085 0.7113
S1 0.7075 0.7089

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

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