CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7107 |
0.7062 |
-0.0045 |
-0.6% |
0.7230 |
| High |
0.7134 |
0.7133 |
-0.0001 |
0.0% |
0.7243 |
| Low |
0.7047 |
0.7059 |
0.0012 |
0.2% |
0.7047 |
| Close |
0.7088 |
0.7109 |
0.0021 |
0.3% |
0.7056 |
| Range |
0.0087 |
0.0074 |
-0.0013 |
-14.9% |
0.0196 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
1.9% |
0.0000 |
| Volume |
105,646 |
170,719 |
65,073 |
61.6% |
438,287 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7322 |
0.7290 |
0.7150 |
|
| R3 |
0.7248 |
0.7216 |
0.7129 |
|
| R2 |
0.7174 |
0.7174 |
0.7123 |
|
| R1 |
0.7142 |
0.7142 |
0.7116 |
0.7158 |
| PP |
0.7100 |
0.7100 |
0.7100 |
0.7109 |
| S1 |
0.7068 |
0.7068 |
0.7102 |
0.7084 |
| S2 |
0.7026 |
0.7026 |
0.7095 |
|
| S3 |
0.6952 |
0.6994 |
0.7089 |
|
| S4 |
0.6878 |
0.6920 |
0.7068 |
|
|
| 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% |
0.0060 |
0.8% |
72% |
False |
False |
107,589 |
| 10 |
0.7245 |
0.7045 |
0.0200 |
2.8% |
0.0058 |
0.8% |
32% |
False |
False |
94,715 |
| 20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0056 |
0.8% |
23% |
False |
False |
90,798 |
| 40 |
0.7383 |
0.7045 |
0.0338 |
4.8% |
0.0060 |
0.8% |
19% |
False |
False |
52,660 |
| 60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0059 |
0.8% |
15% |
False |
False |
35,161 |
| 80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0056 |
0.8% |
15% |
False |
False |
26,376 |
| 100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0053 |
0.7% |
10% |
False |
False |
21,104 |
| 120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0047 |
0.7% |
10% |
False |
False |
17,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7447 |
|
2.618 |
0.7327 |
|
1.618 |
0.7253 |
|
1.000 |
0.7207 |
|
0.618 |
0.7179 |
|
HIGH |
0.7133 |
|
0.618 |
0.7105 |
|
0.500 |
0.7096 |
|
0.382 |
0.7087 |
|
LOW |
0.7059 |
|
0.618 |
0.7013 |
|
1.000 |
0.6985 |
|
1.618 |
0.6939 |
|
2.618 |
0.6865 |
|
4.250 |
0.6745 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7103 |
| PP |
0.7100 |
0.7097 |
| S1 |
0.7096 |
0.7091 |
|