CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 25-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7087 |
0.7066 |
-0.0021 |
-0.3% |
0.7113 |
High |
0.7110 |
0.7103 |
-0.0007 |
-0.1% |
0.7164 |
Low |
0.7064 |
0.7061 |
-0.0003 |
0.0% |
0.7092 |
Close |
0.7069 |
0.7088 |
0.0019 |
0.3% |
0.7122 |
Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0072 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
91,619 |
90,525 |
-1,094 |
-1.2% |
426,485 |
|
Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7210 |
0.7191 |
0.7111 |
|
R3 |
0.7168 |
0.7149 |
0.7100 |
|
R2 |
0.7126 |
0.7126 |
0.7096 |
|
R1 |
0.7107 |
0.7107 |
0.7092 |
0.7117 |
PP |
0.7084 |
0.7084 |
0.7084 |
0.7089 |
S1 |
0.7065 |
0.7065 |
0.7084 |
0.7075 |
S2 |
0.7042 |
0.7042 |
0.7080 |
|
S3 |
0.7000 |
0.7023 |
0.7076 |
|
S4 |
0.6958 |
0.6981 |
0.7065 |
|
|
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 |
0.7154 |
0.7059 |
0.0095 |
1.3% |
0.0047 |
0.7% |
31% |
False |
False |
91,569 |
10 |
0.7164 |
0.7059 |
0.0105 |
1.5% |
0.0047 |
0.7% |
28% |
False |
False |
87,728 |
20 |
0.7245 |
0.7045 |
0.0200 |
2.8% |
0.0052 |
0.7% |
21% |
False |
False |
91,222 |
40 |
0.7319 |
0.7045 |
0.0274 |
3.9% |
0.0056 |
0.8% |
16% |
False |
False |
74,383 |
60 |
0.7453 |
0.7045 |
0.0408 |
5.8% |
0.0057 |
0.8% |
11% |
False |
False |
49,774 |
80 |
0.7485 |
0.7045 |
0.0440 |
6.2% |
0.0056 |
0.8% |
10% |
False |
False |
37,341 |
100 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0055 |
0.8% |
7% |
False |
False |
29,876 |
120 |
0.7680 |
0.7045 |
0.0635 |
9.0% |
0.0049 |
0.7% |
7% |
False |
False |
24,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7282 |
2.618 |
0.7213 |
1.618 |
0.7171 |
1.000 |
0.7145 |
0.618 |
0.7129 |
HIGH |
0.7103 |
0.618 |
0.7087 |
0.500 |
0.7082 |
0.382 |
0.7077 |
LOW |
0.7061 |
0.618 |
0.7035 |
1.000 |
0.7019 |
1.618 |
0.6993 |
2.618 |
0.6951 |
4.250 |
0.6883 |
|
|
Fisher Pivots for day following 25-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7086 |
0.7087 |
PP |
0.7084 |
0.7086 |
S1 |
0.7082 |
0.7085 |
|