CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7126 |
0.7113 |
-0.0013 |
-0.2% |
0.7057 |
| High |
0.7144 |
0.7152 |
0.0008 |
0.1% |
0.7144 |
| Low |
0.7106 |
0.7103 |
-0.0003 |
0.0% |
0.7045 |
| Close |
0.7110 |
0.7143 |
0.0033 |
0.5% |
0.7110 |
| Range |
0.0038 |
0.0049 |
0.0011 |
28.9% |
0.0099 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
90,896 |
66,733 |
-24,163 |
-26.6% |
530,898 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7280 |
0.7260 |
0.7170 |
|
| R3 |
0.7231 |
0.7211 |
0.7156 |
|
| R2 |
0.7182 |
0.7182 |
0.7152 |
|
| R1 |
0.7162 |
0.7162 |
0.7147 |
0.7172 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7138 |
| S1 |
0.7113 |
0.7113 |
0.7139 |
0.7123 |
| S2 |
0.7084 |
0.7084 |
0.7134 |
|
| S3 |
0.7035 |
0.7064 |
0.7130 |
|
| S4 |
0.6986 |
0.7015 |
0.7116 |
|
|
| 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 |
0.7152 |
0.7047 |
0.0105 |
1.5% |
0.0060 |
0.8% |
91% |
True |
False |
105,249 |
| 10 |
0.7243 |
0.7045 |
0.0198 |
2.8% |
0.0060 |
0.8% |
49% |
False |
False |
97,679 |
| 20 |
0.7319 |
0.7045 |
0.0274 |
3.8% |
0.0054 |
0.8% |
36% |
False |
False |
90,098 |
| 40 |
0.7383 |
0.7045 |
0.0338 |
4.7% |
0.0059 |
0.8% |
29% |
False |
False |
56,570 |
| 60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0057 |
0.8% |
23% |
False |
False |
37,786 |
| 80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
22% |
False |
False |
28,346 |
| 100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0053 |
0.7% |
15% |
False |
False |
22,680 |
| 120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0047 |
0.7% |
15% |
False |
False |
18,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7360 |
|
2.618 |
0.7280 |
|
1.618 |
0.7231 |
|
1.000 |
0.7201 |
|
0.618 |
0.7182 |
|
HIGH |
0.7152 |
|
0.618 |
0.7133 |
|
0.500 |
0.7128 |
|
0.382 |
0.7122 |
|
LOW |
0.7103 |
|
0.618 |
0.7073 |
|
1.000 |
0.7054 |
|
1.618 |
0.7024 |
|
2.618 |
0.6975 |
|
4.250 |
0.6895 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7138 |
0.7131 |
| PP |
0.7133 |
0.7118 |
| S1 |
0.7128 |
0.7106 |
|