CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7112 |
0.7082 |
-0.0030 |
-0.4% |
0.7230 |
| High |
0.7116 |
0.7092 |
-0.0024 |
-0.3% |
0.7243 |
| Low |
0.7070 |
0.7047 |
-0.0023 |
-0.3% |
0.7047 |
| Close |
0.7080 |
0.7056 |
-0.0024 |
-0.3% |
0.7056 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0196 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
93,949 |
97,947 |
3,998 |
4.3% |
438,287 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7200 |
0.7173 |
0.7081 |
|
| R3 |
0.7155 |
0.7128 |
0.7068 |
|
| R2 |
0.7110 |
0.7110 |
0.7064 |
|
| R1 |
0.7083 |
0.7083 |
0.7060 |
0.7074 |
| PP |
0.7065 |
0.7065 |
0.7065 |
0.7061 |
| S1 |
0.7038 |
0.7038 |
0.7052 |
0.7029 |
| S2 |
0.7020 |
0.7020 |
0.7048 |
|
| S3 |
0.6975 |
0.6993 |
0.7044 |
|
| S4 |
0.6930 |
0.6948 |
0.7031 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7576 |
0.7164 |
|
| R3 |
0.7507 |
0.7380 |
0.7110 |
|
| R2 |
0.7311 |
0.7311 |
0.7092 |
|
| R1 |
0.7184 |
0.7184 |
0.7074 |
0.7150 |
| PP |
0.7115 |
0.7115 |
0.7115 |
0.7098 |
| S1 |
0.6988 |
0.6988 |
0.7038 |
0.6954 |
| S2 |
0.6919 |
0.6919 |
0.7020 |
|
| S3 |
0.6723 |
0.6792 |
0.7002 |
|
| S4 |
0.6527 |
0.6596 |
0.6948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7243 |
0.7047 |
0.0196 |
2.8% |
0.0058 |
0.8% |
5% |
False |
True |
87,657 |
| 10 |
0.7319 |
0.7047 |
0.0272 |
3.9% |
0.0052 |
0.7% |
3% |
False |
True |
83,153 |
| 20 |
0.7319 |
0.7047 |
0.0272 |
3.9% |
0.0054 |
0.8% |
3% |
False |
True |
81,091 |
| 40 |
0.7383 |
0.7047 |
0.0336 |
4.8% |
0.0059 |
0.8% |
3% |
False |
True |
41,718 |
| 60 |
0.7465 |
0.7047 |
0.0418 |
5.9% |
0.0058 |
0.8% |
2% |
False |
True |
27,831 |
| 80 |
0.7579 |
0.7047 |
0.0532 |
7.5% |
0.0056 |
0.8% |
2% |
False |
True |
20,878 |
| 100 |
0.7680 |
0.7047 |
0.0633 |
9.0% |
0.0050 |
0.7% |
1% |
False |
True |
16,704 |
| 120 |
0.7797 |
0.7047 |
0.0750 |
10.6% |
0.0045 |
0.6% |
1% |
False |
True |
13,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7283 |
|
2.618 |
0.7210 |
|
1.618 |
0.7165 |
|
1.000 |
0.7137 |
|
0.618 |
0.7120 |
|
HIGH |
0.7092 |
|
0.618 |
0.7075 |
|
0.500 |
0.7070 |
|
0.382 |
0.7064 |
|
LOW |
0.7047 |
|
0.618 |
0.7019 |
|
1.000 |
0.7002 |
|
1.618 |
0.6974 |
|
2.618 |
0.6929 |
|
4.250 |
0.6856 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7070 |
0.7125 |
| PP |
0.7065 |
0.7102 |
| S1 |
0.7061 |
0.7079 |
|