CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 18-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7148 |
0.7115 |
-0.0033 |
-0.5% |
0.7057 |
High |
0.7164 |
0.7155 |
-0.0009 |
-0.1% |
0.7144 |
Low |
0.7110 |
0.7101 |
-0.0009 |
-0.1% |
0.7045 |
Close |
0.7121 |
0.7110 |
-0.0011 |
-0.2% |
0.7110 |
Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0099 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
Volume |
83,323 |
103,115 |
19,792 |
23.8% |
530,898 |
|
Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7284 |
0.7251 |
0.7140 |
|
R3 |
0.7230 |
0.7197 |
0.7125 |
|
R2 |
0.7176 |
0.7176 |
0.7120 |
|
R1 |
0.7143 |
0.7143 |
0.7115 |
0.7133 |
PP |
0.7122 |
0.7122 |
0.7122 |
0.7117 |
S1 |
0.7089 |
0.7089 |
0.7105 |
0.7078 |
S2 |
0.7068 |
0.7068 |
0.7100 |
|
S3 |
0.7014 |
0.7035 |
0.7095 |
|
S4 |
0.6960 |
0.6981 |
0.7080 |
|
|
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 |
0.7101 |
0.0063 |
0.9% |
0.0047 |
0.7% |
14% |
False |
True |
83,888 |
10 |
0.7164 |
0.7045 |
0.0119 |
1.7% |
0.0053 |
0.7% |
55% |
False |
False |
95,739 |
20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0053 |
0.7% |
24% |
False |
False |
88,707 |
40 |
0.7366 |
0.7045 |
0.0321 |
4.5% |
0.0060 |
0.8% |
20% |
False |
False |
63,077 |
60 |
0.7465 |
0.7045 |
0.0420 |
5.9% |
0.0056 |
0.8% |
15% |
False |
False |
42,148 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
15% |
False |
False |
31,619 |
100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0054 |
0.8% |
10% |
False |
False |
25,298 |
120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0048 |
0.7% |
10% |
False |
False |
21,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7385 |
2.618 |
0.7296 |
1.618 |
0.7242 |
1.000 |
0.7209 |
0.618 |
0.7188 |
HIGH |
0.7155 |
0.618 |
0.7134 |
0.500 |
0.7128 |
0.382 |
0.7122 |
LOW |
0.7101 |
0.618 |
0.7068 |
1.000 |
0.7047 |
1.618 |
0.7014 |
2.618 |
0.6960 |
4.250 |
0.6871 |
|
|
Fisher Pivots for day following 18-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7128 |
0.7133 |
PP |
0.7122 |
0.7125 |
S1 |
0.7116 |
0.7118 |
|