CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7087 |
0.7087 |
0.0000 |
0.0% |
0.7113 |
High |
0.7094 |
0.7110 |
0.0016 |
0.2% |
0.7164 |
Low |
0.7059 |
0.7064 |
0.0005 |
0.1% |
0.7092 |
Close |
0.7089 |
0.7069 |
-0.0020 |
-0.3% |
0.7122 |
Range |
0.0035 |
0.0046 |
0.0011 |
31.4% |
0.0072 |
ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
95,891 |
91,619 |
-4,272 |
-4.5% |
426,485 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7219 |
0.7190 |
0.7094 |
|
R3 |
0.7173 |
0.7144 |
0.7082 |
|
R2 |
0.7127 |
0.7127 |
0.7077 |
|
R1 |
0.7098 |
0.7098 |
0.7073 |
0.7090 |
PP |
0.7081 |
0.7081 |
0.7081 |
0.7077 |
S1 |
0.7052 |
0.7052 |
0.7065 |
0.7044 |
S2 |
0.7035 |
0.7035 |
0.7061 |
|
S3 |
0.6989 |
0.7006 |
0.7056 |
|
S4 |
0.6943 |
0.6960 |
0.7044 |
|
|
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 |
0.7155 |
0.7059 |
0.0096 |
1.4% |
0.0049 |
0.7% |
10% |
False |
False |
94,087 |
10 |
0.7164 |
0.7059 |
0.0105 |
1.5% |
0.0050 |
0.7% |
10% |
False |
False |
95,748 |
20 |
0.7272 |
0.7045 |
0.0227 |
3.2% |
0.0054 |
0.8% |
11% |
False |
False |
90,889 |
40 |
0.7349 |
0.7045 |
0.0304 |
4.3% |
0.0057 |
0.8% |
8% |
False |
False |
72,146 |
60 |
0.7453 |
0.7045 |
0.0408 |
5.8% |
0.0057 |
0.8% |
6% |
False |
False |
48,267 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0056 |
0.8% |
5% |
False |
False |
36,209 |
100 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0054 |
0.8% |
4% |
False |
False |
28,971 |
120 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0048 |
0.7% |
4% |
False |
False |
24,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7306 |
2.618 |
0.7230 |
1.618 |
0.7184 |
1.000 |
0.7156 |
0.618 |
0.7138 |
HIGH |
0.7110 |
0.618 |
0.7092 |
0.500 |
0.7087 |
0.382 |
0.7082 |
LOW |
0.7064 |
0.618 |
0.7036 |
1.000 |
0.7018 |
1.618 |
0.6990 |
2.618 |
0.6944 |
4.250 |
0.6869 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7087 |
0.7094 |
PP |
0.7081 |
0.7086 |
S1 |
0.7075 |
0.7077 |
|