CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7104 |
0.7124 |
0.0020 |
0.3% |
0.7113 |
| High |
0.7154 |
0.7129 |
-0.0025 |
-0.3% |
0.7164 |
| Low |
0.7092 |
0.7080 |
-0.0012 |
-0.2% |
0.7092 |
| Close |
0.7122 |
0.7087 |
-0.0035 |
-0.5% |
0.7122 |
| Range |
0.0062 |
0.0049 |
-0.0013 |
-21.0% |
0.0072 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
97,939 |
81,872 |
-16,067 |
-16.4% |
426,485 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7246 |
0.7215 |
0.7114 |
|
| R3 |
0.7197 |
0.7166 |
0.7100 |
|
| R2 |
0.7148 |
0.7148 |
0.7096 |
|
| R1 |
0.7117 |
0.7117 |
0.7091 |
0.7108 |
| PP |
0.7099 |
0.7099 |
0.7099 |
0.7094 |
| S1 |
0.7068 |
0.7068 |
0.7083 |
0.7059 |
| S2 |
0.7050 |
0.7050 |
0.7078 |
|
| S3 |
0.7001 |
0.7019 |
0.7074 |
|
| S4 |
0.6952 |
0.6970 |
0.7060 |
|
|
| 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 |
0.7080 |
0.0084 |
1.2% |
0.0052 |
0.7% |
8% |
False |
True |
88,324 |
| 10 |
0.7164 |
0.7047 |
0.0117 |
1.7% |
0.0056 |
0.8% |
34% |
False |
False |
96,787 |
| 20 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0055 |
0.8% |
15% |
False |
False |
90,249 |
| 40 |
0.7366 |
0.7045 |
0.0321 |
4.5% |
0.0057 |
0.8% |
13% |
False |
False |
67,487 |
| 60 |
0.7453 |
0.7045 |
0.0408 |
5.8% |
0.0056 |
0.8% |
10% |
False |
False |
45,143 |
| 80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0057 |
0.8% |
10% |
False |
False |
33,866 |
| 100 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0054 |
0.8% |
7% |
False |
False |
27,096 |
| 120 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0048 |
0.7% |
7% |
False |
False |
22,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7337 |
|
2.618 |
0.7257 |
|
1.618 |
0.7208 |
|
1.000 |
0.7178 |
|
0.618 |
0.7159 |
|
HIGH |
0.7129 |
|
0.618 |
0.7110 |
|
0.500 |
0.7105 |
|
0.382 |
0.7099 |
|
LOW |
0.7080 |
|
0.618 |
0.7050 |
|
1.000 |
0.7031 |
|
1.618 |
0.7001 |
|
2.618 |
0.6952 |
|
4.250 |
0.6872 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7118 |
| PP |
0.7099 |
0.7107 |
| S1 |
0.7093 |
0.7097 |
|