CME Australian Dollar Future June 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 0.7262 0.7211 -0.0051 -0.7% 0.7380
High 0.7262 0.7243 -0.0019 -0.3% 0.7410
Low 0.7234 0.7209 -0.0025 -0.3% 0.7230
Close 0.7234 0.7209 -0.0025 -0.3% 0.7234
Range 0.0028 0.0034 0.0006 21.4% 0.0180
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 8 65 57 712.5% 57
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7322 0.7300 0.7228
R3 0.7288 0.7266 0.7218
R2 0.7254 0.7254 0.7215
R1 0.7232 0.7232 0.7212 0.7226
PP 0.7220 0.7220 0.7220 0.7218
S1 0.7198 0.7198 0.7206 0.7192
S2 0.7186 0.7186 0.7203
S3 0.7152 0.7164 0.7200
S4 0.7118 0.7130 0.7190
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7831 0.7713 0.7333
R3 0.7651 0.7533 0.7284
R2 0.7471 0.7471 0.7267
R1 0.7353 0.7353 0.7251 0.7322
PP 0.7291 0.7291 0.7291 0.7276
S1 0.7173 0.7173 0.7218 0.7142
S2 0.7111 0.7111 0.7201
S3 0.6931 0.6993 0.7185
S4 0.6751 0.6813 0.7135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7395 0.7209 0.0186 2.6% 0.0029 0.4% 0% False True 21
10 0.7410 0.7209 0.0201 2.8% 0.0029 0.4% 0% False True 24
20 0.7410 0.7209 0.0201 2.8% 0.0024 0.3% 0% False True 15
40 0.7410 0.7058 0.0352 4.9% 0.0020 0.3% 43% False False 9
60 0.7410 0.7058 0.0352 4.9% 0.0015 0.2% 43% False False 6
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7387
2.618 0.7332
1.618 0.7298
1.000 0.7277
0.618 0.7264
HIGH 0.7243
0.618 0.7230
0.500 0.7226
0.382 0.7222
LOW 0.7209
0.618 0.7188
1.000 0.7175
1.618 0.7154
2.618 0.7120
4.250 0.7065
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 0.7226 0.7236
PP 0.7220 0.7227
S1 0.7215 0.7218

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

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