CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7082 |
0.7057 |
-0.0025 |
-0.4% |
0.7230 |
High |
0.7092 |
0.7086 |
-0.0006 |
-0.1% |
0.7243 |
Low |
0.7047 |
0.7045 |
-0.0002 |
0.0% |
0.7047 |
Close |
0.7056 |
0.7083 |
0.0027 |
0.4% |
0.7056 |
Range |
0.0045 |
0.0041 |
-0.0004 |
-8.9% |
0.0196 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
97,947 |
71,382 |
-26,565 |
-27.1% |
438,287 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7194 |
0.7180 |
0.7106 |
|
R3 |
0.7153 |
0.7139 |
0.7094 |
|
R2 |
0.7112 |
0.7112 |
0.7091 |
|
R1 |
0.7098 |
0.7098 |
0.7087 |
0.7105 |
PP |
0.7071 |
0.7071 |
0.7071 |
0.7075 |
S1 |
0.7057 |
0.7057 |
0.7079 |
0.7064 |
S2 |
0.7030 |
0.7030 |
0.7075 |
|
S3 |
0.6989 |
0.7016 |
0.7072 |
|
S4 |
0.6948 |
0.6975 |
0.7060 |
|
|
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 |
0.7045 |
0.0198 |
2.8% |
0.0061 |
0.9% |
19% |
False |
True |
90,109 |
10 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0053 |
0.8% |
14% |
False |
True |
83,711 |
20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0055 |
0.8% |
14% |
False |
True |
83,609 |
40 |
0.7383 |
0.7045 |
0.0338 |
4.8% |
0.0058 |
0.8% |
11% |
False |
True |
43,494 |
60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0058 |
0.8% |
9% |
False |
True |
29,019 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0055 |
0.8% |
9% |
False |
True |
21,770 |
100 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0051 |
0.7% |
6% |
False |
True |
17,417 |
120 |
0.7736 |
0.7045 |
0.0691 |
9.8% |
0.0045 |
0.6% |
5% |
False |
True |
14,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7260 |
2.618 |
0.7193 |
1.618 |
0.7152 |
1.000 |
0.7127 |
0.618 |
0.7111 |
HIGH |
0.7086 |
0.618 |
0.7070 |
0.500 |
0.7066 |
0.382 |
0.7061 |
LOW |
0.7045 |
0.618 |
0.7020 |
1.000 |
0.7004 |
1.618 |
0.6979 |
2.618 |
0.6938 |
4.250 |
0.6871 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7077 |
0.7082 |
PP |
0.7071 |
0.7081 |
S1 |
0.7066 |
0.7081 |
|