CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 0.7251 0.7300 0.0049 0.7% 0.7338
High 0.7264 0.7348 0.0084 1.2% 0.7338
Low 0.7245 0.7300 0.0055 0.8% 0.7243
Close 0.7251 0.7342 0.0091 1.3% 0.7258
Range 0.0019 0.0048 0.0029 152.6% 0.0095
ATR 0.0037 0.0041 0.0004 11.8% 0.0000
Volume 0 56 56 32
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7474 0.7456 0.7368
R3 0.7426 0.7408 0.7355
R2 0.7378 0.7378 0.7351
R1 0.7360 0.7360 0.7346 0.7369
PP 0.7330 0.7330 0.7330 0.7335
S1 0.7312 0.7312 0.7338 0.7321
S2 0.7282 0.7282 0.7333
S3 0.7234 0.7264 0.7329
S4 0.7186 0.7216 0.7316
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7565 0.7506 0.7310
R3 0.7470 0.7411 0.7284
R2 0.7375 0.7375 0.7275
R1 0.7316 0.7316 0.7267 0.7298
PP 0.7280 0.7280 0.7280 0.7271
S1 0.7221 0.7221 0.7249 0.7203
S2 0.7185 0.7185 0.7241
S3 0.7090 0.7126 0.7232
S4 0.6995 0.7031 0.7206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7245 0.0103 1.4% 0.0024 0.3% 94% True False 16
10 0.7356 0.7243 0.0113 1.5% 0.0025 0.3% 88% False False 11
20 0.7356 0.7099 0.0257 3.5% 0.0021 0.3% 95% False False 7
40 0.7356 0.7058 0.0298 4.1% 0.0016 0.2% 95% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7552
2.618 0.7474
1.618 0.7426
1.000 0.7396
0.618 0.7378
HIGH 0.7348
0.618 0.7330
0.500 0.7324
0.382 0.7318
LOW 0.7300
0.618 0.7270
1.000 0.7252
1.618 0.7222
2.618 0.7174
4.250 0.7096
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 0.7336 0.7327
PP 0.7330 0.7312
S1 0.7324 0.7297

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

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