CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7062 |
0.7126 |
0.0064 |
0.9% |
0.7057 |
High |
0.7133 |
0.7144 |
0.0011 |
0.2% |
0.7144 |
Low |
0.7059 |
0.7106 |
0.0047 |
0.7% |
0.7045 |
Close |
0.7109 |
0.7110 |
0.0001 |
0.0% |
0.7110 |
Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0099 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
170,719 |
90,896 |
-79,823 |
-46.8% |
530,898 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7234 |
0.7210 |
0.7131 |
|
R3 |
0.7196 |
0.7172 |
0.7120 |
|
R2 |
0.7158 |
0.7158 |
0.7117 |
|
R1 |
0.7134 |
0.7134 |
0.7113 |
0.7127 |
PP |
0.7120 |
0.7120 |
0.7120 |
0.7117 |
S1 |
0.7096 |
0.7096 |
0.7107 |
0.7089 |
S2 |
0.7082 |
0.7082 |
0.7103 |
|
S3 |
0.7044 |
0.7058 |
0.7100 |
|
S4 |
0.7006 |
0.7020 |
0.7089 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7397 |
0.7352 |
0.7164 |
|
R3 |
0.7298 |
0.7253 |
0.7137 |
|
R2 |
0.7199 |
0.7199 |
0.7128 |
|
R1 |
0.7154 |
0.7154 |
0.7119 |
0.7177 |
PP |
0.7100 |
0.7100 |
0.7100 |
0.7111 |
S1 |
0.7055 |
0.7055 |
0.7101 |
0.7078 |
S2 |
0.7001 |
0.7001 |
0.7092 |
|
S3 |
0.6902 |
0.6956 |
0.7083 |
|
S4 |
0.6803 |
0.6857 |
0.7056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7144 |
0.7045 |
0.0099 |
1.4% |
0.0058 |
0.8% |
66% |
True |
False |
106,179 |
10 |
0.7243 |
0.7045 |
0.0198 |
2.8% |
0.0058 |
0.8% |
33% |
False |
False |
96,918 |
20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0054 |
0.8% |
24% |
False |
False |
89,695 |
40 |
0.7383 |
0.7045 |
0.0338 |
4.8% |
0.0060 |
0.8% |
19% |
False |
False |
54,918 |
60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0058 |
0.8% |
15% |
False |
False |
36,675 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
15% |
False |
False |
27,512 |
100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0053 |
0.7% |
10% |
False |
False |
22,013 |
120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0047 |
0.7% |
10% |
False |
False |
18,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7306 |
2.618 |
0.7243 |
1.618 |
0.7205 |
1.000 |
0.7182 |
0.618 |
0.7167 |
HIGH |
0.7144 |
0.618 |
0.7129 |
0.500 |
0.7125 |
0.382 |
0.7121 |
LOW |
0.7106 |
0.618 |
0.7083 |
1.000 |
0.7068 |
1.618 |
0.7045 |
2.618 |
0.7007 |
4.250 |
0.6944 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7125 |
0.7105 |
PP |
0.7120 |
0.7100 |
S1 |
0.7115 |
0.7096 |
|