CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7083 |
0.7107 |
0.0024 |
0.3% |
0.7230 |
| High |
0.7109 |
0.7134 |
0.0025 |
0.4% |
0.7243 |
| Low |
0.7058 |
0.7047 |
-0.0011 |
-0.2% |
0.7047 |
| Close |
0.7105 |
0.7088 |
-0.0017 |
-0.2% |
0.7056 |
| Range |
0.0051 |
0.0087 |
0.0036 |
70.6% |
0.0196 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.9% |
0.0000 |
| Volume |
92,255 |
105,646 |
13,391 |
14.5% |
438,287 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7351 |
0.7306 |
0.7136 |
|
| R3 |
0.7264 |
0.7219 |
0.7112 |
|
| R2 |
0.7177 |
0.7177 |
0.7104 |
|
| R1 |
0.7132 |
0.7132 |
0.7096 |
0.7111 |
| PP |
0.7090 |
0.7090 |
0.7090 |
0.7079 |
| S1 |
0.7045 |
0.7045 |
0.7080 |
0.7024 |
| S2 |
0.7003 |
0.7003 |
0.7072 |
|
| S3 |
0.6916 |
0.6958 |
0.7064 |
|
| S4 |
0.6829 |
0.6871 |
0.7040 |
|
|
| 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 |
0.7134 |
0.7045 |
0.0089 |
1.3% |
0.0054 |
0.8% |
48% |
True |
False |
92,235 |
| 10 |
0.7272 |
0.7045 |
0.0227 |
3.2% |
0.0057 |
0.8% |
19% |
False |
False |
86,030 |
| 20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0055 |
0.8% |
16% |
False |
False |
86,355 |
| 40 |
0.7383 |
0.7045 |
0.0338 |
4.8% |
0.0059 |
0.8% |
13% |
False |
False |
48,407 |
| 60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0059 |
0.8% |
10% |
False |
False |
32,317 |
| 80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0056 |
0.8% |
10% |
False |
False |
24,243 |
| 100 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0052 |
0.7% |
7% |
False |
False |
19,396 |
| 120 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0046 |
0.7% |
7% |
False |
False |
16,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7362 |
|
1.618 |
0.7275 |
|
1.000 |
0.7221 |
|
0.618 |
0.7188 |
|
HIGH |
0.7134 |
|
0.618 |
0.7101 |
|
0.500 |
0.7091 |
|
0.382 |
0.7080 |
|
LOW |
0.7047 |
|
0.618 |
0.6993 |
|
1.000 |
0.6960 |
|
1.618 |
0.6906 |
|
2.618 |
0.6819 |
|
4.250 |
0.6677 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7091 |
0.7090 |
| PP |
0.7090 |
0.7089 |
| S1 |
0.7089 |
0.7089 |
|