CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 0.7070 0.7062 -0.0008 -0.1% 0.7198
High 0.7078 0.7084 0.0006 0.1% 0.7214
Low 0.7061 0.7051 -0.0010 -0.1% 0.7064
Close 0.7061 0.7072 0.0011 0.2% 0.7064
Range 0.0017 0.0033 0.0016 94.1% 0.0150
ATR 0.0042 0.0042 -0.0001 -1.6% 0.0000
Volume 11 7 -4 -36.4% 117
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7168 0.7153 0.7090
R3 0.7135 0.7120 0.7081
R2 0.7102 0.7102 0.7078
R1 0.7087 0.7087 0.7075 0.7095
PP 0.7069 0.7069 0.7069 0.7073
S1 0.7054 0.7054 0.7069 0.7062
S2 0.7036 0.7036 0.7066
S3 0.7003 0.7021 0.7063
S4 0.6970 0.6988 0.7054
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 0.7211 0.7051 0.0160 2.3% 0.0053 0.7% 13% False True 22
10 0.7248 0.7051 0.0197 2.8% 0.0038 0.5% 11% False True 16
20 0.7410 0.7051 0.0359 5.1% 0.0033 0.5% 6% False True 28
40 0.7410 0.7051 0.0359 5.1% 0.0026 0.4% 6% False True 16
60 0.7410 0.7051 0.0359 5.1% 0.0021 0.3% 6% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7224
2.618 0.7170
1.618 0.7137
1.000 0.7117
0.618 0.7104
HIGH 0.7084
0.618 0.7071
0.500 0.7068
0.382 0.7064
LOW 0.7051
0.618 0.7031
1.000 0.7018
1.618 0.6998
2.618 0.6965
4.250 0.6911
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 0.7071 0.7089
PP 0.7069 0.7083
S1 0.7068 0.7078

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

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