CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7113 |
0.7142 |
0.0029 |
0.4% |
0.7057 |
| High |
0.7152 |
0.7156 |
0.0004 |
0.1% |
0.7144 |
| Low |
0.7103 |
0.7116 |
0.0013 |
0.2% |
0.7045 |
| Close |
0.7143 |
0.7143 |
0.0000 |
0.0% |
0.7110 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0099 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
66,733 |
75,375 |
8,642 |
13.0% |
530,898 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7258 |
0.7241 |
0.7165 |
|
| R3 |
0.7218 |
0.7201 |
0.7154 |
|
| R2 |
0.7178 |
0.7178 |
0.7150 |
|
| R1 |
0.7161 |
0.7161 |
0.7147 |
0.7170 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7143 |
| S1 |
0.7121 |
0.7121 |
0.7139 |
0.7130 |
| S2 |
0.7098 |
0.7098 |
0.7136 |
|
| S3 |
0.7058 |
0.7081 |
0.7132 |
|
| S4 |
0.7018 |
0.7041 |
0.7121 |
|
|
| 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 |
0.7156 |
0.7047 |
0.0109 |
1.5% |
0.0058 |
0.8% |
88% |
True |
False |
101,873 |
| 10 |
0.7202 |
0.7045 |
0.0157 |
2.2% |
0.0057 |
0.8% |
62% |
False |
False |
96,311 |
| 20 |
0.7319 |
0.7045 |
0.0274 |
3.8% |
0.0052 |
0.7% |
36% |
False |
False |
88,299 |
| 40 |
0.7383 |
0.7045 |
0.0338 |
4.7% |
0.0059 |
0.8% |
29% |
False |
False |
58,451 |
| 60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0057 |
0.8% |
23% |
False |
False |
39,042 |
| 80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0056 |
0.8% |
22% |
False |
False |
29,288 |
| 100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0053 |
0.7% |
15% |
False |
False |
23,434 |
| 120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0047 |
0.7% |
15% |
False |
False |
19,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7326 |
|
2.618 |
0.7261 |
|
1.618 |
0.7221 |
|
1.000 |
0.7196 |
|
0.618 |
0.7181 |
|
HIGH |
0.7156 |
|
0.618 |
0.7141 |
|
0.500 |
0.7136 |
|
0.382 |
0.7131 |
|
LOW |
0.7116 |
|
0.618 |
0.7091 |
|
1.000 |
0.7076 |
|
1.618 |
0.7051 |
|
2.618 |
0.7011 |
|
4.250 |
0.6946 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7141 |
0.7139 |
| PP |
0.7138 |
0.7134 |
| S1 |
0.7136 |
0.7130 |
|