CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.7105 0.7182 0.0077 1.1% 0.7132
High 0.7105 0.7232 0.0127 1.8% 0.7132
Low 0.7099 0.7182 0.0083 1.2% 0.7058
Close 0.7099 0.7232 0.0133 1.9% 0.7116
Range 0.0006 0.0050 0.0044 733.3% 0.0074
ATR 0.0029 0.0037 0.0007 25.3% 0.0000
Volume 3 2 -1 -33.3% 22
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7365 0.7349 0.7260
R3 0.7315 0.7299 0.7246
R2 0.7265 0.7265 0.7241
R1 0.7249 0.7249 0.7237 0.7257
PP 0.7215 0.7215 0.7215 0.7220
S1 0.7199 0.7199 0.7227 0.7207
S2 0.7165 0.7165 0.7223
S3 0.7115 0.7149 0.7218
S4 0.7065 0.7099 0.7205
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7324 0.7294 0.7157
R3 0.7250 0.7220 0.7136
R2 0.7176 0.7176 0.7130
R1 0.7146 0.7146 0.7123 0.7124
PP 0.7102 0.7102 0.7102 0.7091
S1 0.7072 0.7072 0.7109 0.7050
S2 0.7028 0.7028 0.7102
S3 0.6954 0.6998 0.7096
S4 0.6880 0.6924 0.7075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7232 0.7058 0.0174 2.4% 0.0034 0.5% 100% True False 5
10 0.7232 0.7058 0.0174 2.4% 0.0021 0.3% 100% True False 4
20 0.7232 0.7058 0.0174 2.4% 0.0013 0.2% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7363
1.618 0.7313
1.000 0.7282
0.618 0.7263
HIGH 0.7232
0.618 0.7213
0.500 0.7207
0.382 0.7201
LOW 0.7182
0.618 0.7151
1.000 0.7132
1.618 0.7101
2.618 0.7051
4.250 0.6970
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.7224 0.7210
PP 0.7215 0.7188
S1 0.7207 0.7166

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

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