CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 17-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7142 |
0.7148 |
0.0006 |
0.1% |
0.7057 |
High |
0.7156 |
0.7164 |
0.0008 |
0.1% |
0.7144 |
Low |
0.7116 |
0.7110 |
-0.0006 |
-0.1% |
0.7045 |
Close |
0.7143 |
0.7121 |
-0.0022 |
-0.3% |
0.7110 |
Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0099 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
Volume |
75,375 |
83,323 |
7,948 |
10.5% |
530,898 |
|
Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7294 |
0.7261 |
0.7151 |
|
R3 |
0.7240 |
0.7207 |
0.7136 |
|
R2 |
0.7186 |
0.7186 |
0.7131 |
|
R1 |
0.7153 |
0.7153 |
0.7126 |
0.7143 |
PP |
0.7132 |
0.7132 |
0.7132 |
0.7126 |
S1 |
0.7099 |
0.7099 |
0.7116 |
0.7088 |
S2 |
0.7078 |
0.7078 |
0.7111 |
|
S3 |
0.7024 |
0.7045 |
0.7106 |
|
S4 |
0.6970 |
0.6991 |
0.7091 |
|
|
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 |
0.7164 |
0.7059 |
0.0105 |
1.5% |
0.0051 |
0.7% |
59% |
True |
False |
97,409 |
10 |
0.7164 |
0.7045 |
0.0119 |
1.7% |
0.0053 |
0.7% |
64% |
True |
False |
94,822 |
20 |
0.7319 |
0.7045 |
0.0274 |
3.8% |
0.0052 |
0.7% |
28% |
False |
False |
87,503 |
40 |
0.7371 |
0.7045 |
0.0326 |
4.6% |
0.0059 |
0.8% |
23% |
False |
False |
60,508 |
60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0057 |
0.8% |
18% |
False |
False |
40,430 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
17% |
False |
False |
30,330 |
100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0054 |
0.8% |
12% |
False |
False |
24,267 |
120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0047 |
0.7% |
12% |
False |
False |
20,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7394 |
2.618 |
0.7305 |
1.618 |
0.7251 |
1.000 |
0.7218 |
0.618 |
0.7197 |
HIGH |
0.7164 |
0.618 |
0.7143 |
0.500 |
0.7137 |
0.382 |
0.7131 |
LOW |
0.7110 |
0.618 |
0.7077 |
1.000 |
0.7056 |
1.618 |
0.7023 |
2.618 |
0.6969 |
4.250 |
0.6880 |
|
|
Fisher Pivots for day following 17-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7137 |
0.7134 |
PP |
0.7132 |
0.7129 |
S1 |
0.7126 |
0.7125 |
|