CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 0.7380 0.7395 0.0015 0.2% 0.7272
High 0.7410 0.7395 -0.0015 -0.2% 0.7358
Low 0.7376 0.7365 -0.0011 -0.1% 0.7245
Close 0.7376 0.7365 -0.0011 -0.1% 0.7329
Range 0.0034 0.0030 -0.0004 -11.8% 0.0113
ATR 0.0042 0.0041 -0.0001 -2.0% 0.0000
Volume 15 1 -14 -93.3% 125
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7465 0.7445 0.7382
R3 0.7435 0.7415 0.7373
R2 0.7405 0.7405 0.7371
R1 0.7385 0.7385 0.7368 0.7380
PP 0.7375 0.7375 0.7375 0.7373
S1 0.7355 0.7355 0.7362 0.7350
S2 0.7345 0.7345 0.7360
S3 0.7315 0.7325 0.7357
S4 0.7285 0.7295 0.7349
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7650 0.7602 0.7391
R3 0.7537 0.7489 0.7360
R2 0.7424 0.7424 0.7350
R1 0.7376 0.7376 0.7339 0.7400
PP 0.7311 0.7311 0.7311 0.7323
S1 0.7263 0.7263 0.7319 0.7287
S2 0.7198 0.7198 0.7308
S3 0.7085 0.7150 0.7298
S4 0.6972 0.7037 0.7267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7410 0.7300 0.0110 1.5% 0.0032 0.4% 59% False False 28
10 0.7410 0.7243 0.0167 2.3% 0.0031 0.4% 73% False False 17
20 0.7410 0.7214 0.0196 2.7% 0.0021 0.3% 77% False False 11
40 0.7410 0.7058 0.0352 4.8% 0.0018 0.3% 87% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7523
2.618 0.7474
1.618 0.7444
1.000 0.7425
0.618 0.7414
HIGH 0.7395
0.618 0.7384
0.500 0.7380
0.382 0.7376
LOW 0.7365
0.618 0.7346
1.000 0.7335
1.618 0.7316
2.618 0.7286
4.250 0.7238
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 0.7380 0.7364
PP 0.7375 0.7364
S1 0.7370 0.7363

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

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