CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 19-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7115 |
0.7104 |
-0.0011 |
-0.2% |
0.7113 |
High |
0.7155 |
0.7154 |
-0.0001 |
0.0% |
0.7164 |
Low |
0.7101 |
0.7092 |
-0.0009 |
-0.1% |
0.7092 |
Close |
0.7110 |
0.7122 |
0.0012 |
0.2% |
0.7122 |
Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0072 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
Volume |
103,115 |
97,939 |
-5,176 |
-5.0% |
426,485 |
|
Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7309 |
0.7277 |
0.7156 |
|
R3 |
0.7247 |
0.7215 |
0.7139 |
|
R2 |
0.7185 |
0.7185 |
0.7133 |
|
R1 |
0.7153 |
0.7153 |
0.7128 |
0.7169 |
PP |
0.7123 |
0.7123 |
0.7123 |
0.7131 |
S1 |
0.7091 |
0.7091 |
0.7116 |
0.7107 |
S2 |
0.7061 |
0.7061 |
0.7111 |
|
S3 |
0.6999 |
0.7029 |
0.7105 |
|
S4 |
0.6937 |
0.6967 |
0.7088 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7342 |
0.7304 |
0.7162 |
|
R3 |
0.7270 |
0.7232 |
0.7142 |
|
R2 |
0.7198 |
0.7198 |
0.7135 |
|
R1 |
0.7160 |
0.7160 |
0.7129 |
0.7179 |
PP |
0.7126 |
0.7126 |
0.7126 |
0.7136 |
S1 |
0.7088 |
0.7088 |
0.7115 |
0.7107 |
S2 |
0.7054 |
0.7054 |
0.7109 |
|
S3 |
0.6982 |
0.7016 |
0.7102 |
|
S4 |
0.6910 |
0.6944 |
0.7082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7164 |
0.7092 |
0.0072 |
1.0% |
0.0052 |
0.7% |
42% |
False |
True |
85,297 |
10 |
0.7164 |
0.7045 |
0.0119 |
1.7% |
0.0055 |
0.8% |
65% |
False |
False |
95,738 |
20 |
0.7319 |
0.7045 |
0.0274 |
3.8% |
0.0054 |
0.8% |
28% |
False |
False |
89,446 |
40 |
0.7366 |
0.7045 |
0.0321 |
4.5% |
0.0059 |
0.8% |
24% |
False |
False |
65,482 |
60 |
0.7453 |
0.7045 |
0.0408 |
5.7% |
0.0056 |
0.8% |
19% |
False |
False |
43,779 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
18% |
False |
False |
32,843 |
100 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0054 |
0.8% |
12% |
False |
False |
26,277 |
120 |
0.7680 |
0.7045 |
0.0635 |
8.9% |
0.0048 |
0.7% |
12% |
False |
False |
21,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7418 |
2.618 |
0.7316 |
1.618 |
0.7254 |
1.000 |
0.7216 |
0.618 |
0.7192 |
HIGH |
0.7154 |
0.618 |
0.7130 |
0.500 |
0.7123 |
0.382 |
0.7116 |
LOW |
0.7092 |
0.618 |
0.7054 |
1.000 |
0.7030 |
1.618 |
0.6992 |
2.618 |
0.6930 |
4.250 |
0.6829 |
|
|
Fisher Pivots for day following 19-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7123 |
0.7128 |
PP |
0.7123 |
0.7126 |
S1 |
0.7122 |
0.7124 |
|