CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 26-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7066 |
0.7080 |
0.0014 |
0.2% |
0.7124 |
High |
0.7103 |
0.7108 |
0.0005 |
0.1% |
0.7129 |
Low |
0.7061 |
0.7024 |
-0.0037 |
-0.5% |
0.7024 |
Close |
0.7088 |
0.7095 |
0.0007 |
0.1% |
0.7095 |
Range |
0.0042 |
0.0084 |
0.0042 |
100.0% |
0.0105 |
ATR |
0.0053 |
0.0055 |
0.0002 |
4.2% |
0.0000 |
Volume |
90,525 |
134,210 |
43,685 |
48.3% |
494,117 |
|
Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7328 |
0.7295 |
0.7141 |
|
R3 |
0.7244 |
0.7211 |
0.7118 |
|
R2 |
0.7160 |
0.7160 |
0.7110 |
|
R1 |
0.7127 |
0.7127 |
0.7103 |
0.7144 |
PP |
0.7076 |
0.7076 |
0.7076 |
0.7084 |
S1 |
0.7043 |
0.7043 |
0.7087 |
0.7060 |
S2 |
0.6992 |
0.6992 |
0.7080 |
|
S3 |
0.6908 |
0.6959 |
0.7072 |
|
S4 |
0.6824 |
0.6875 |
0.7049 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7398 |
0.7351 |
0.7153 |
|
R3 |
0.7293 |
0.7246 |
0.7124 |
|
R2 |
0.7188 |
0.7188 |
0.7114 |
|
R1 |
0.7141 |
0.7141 |
0.7105 |
0.7112 |
PP |
0.7083 |
0.7083 |
0.7083 |
0.7068 |
S1 |
0.7036 |
0.7036 |
0.7085 |
0.7007 |
S2 |
0.6978 |
0.6978 |
0.7076 |
|
S3 |
0.6873 |
0.6931 |
0.7066 |
|
S4 |
0.6768 |
0.6826 |
0.7037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7129 |
0.7024 |
0.0105 |
1.5% |
0.0051 |
0.7% |
68% |
False |
True |
98,823 |
10 |
0.7164 |
0.7024 |
0.0140 |
2.0% |
0.0052 |
0.7% |
51% |
False |
True |
92,060 |
20 |
0.7243 |
0.7024 |
0.0219 |
3.1% |
0.0055 |
0.8% |
32% |
False |
True |
94,489 |
40 |
0.7319 |
0.7024 |
0.0295 |
4.2% |
0.0057 |
0.8% |
24% |
False |
True |
77,720 |
60 |
0.7453 |
0.7024 |
0.0429 |
6.0% |
0.0057 |
0.8% |
17% |
False |
True |
52,009 |
80 |
0.7485 |
0.7024 |
0.0461 |
6.5% |
0.0057 |
0.8% |
15% |
False |
True |
39,018 |
100 |
0.7679 |
0.7024 |
0.0655 |
9.2% |
0.0055 |
0.8% |
11% |
False |
True |
31,218 |
120 |
0.7680 |
0.7024 |
0.0656 |
9.2% |
0.0049 |
0.7% |
11% |
False |
True |
26,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7465 |
2.618 |
0.7328 |
1.618 |
0.7244 |
1.000 |
0.7192 |
0.618 |
0.7160 |
HIGH |
0.7108 |
0.618 |
0.7076 |
0.500 |
0.7066 |
0.382 |
0.7056 |
LOW |
0.7024 |
0.618 |
0.6972 |
1.000 |
0.6940 |
1.618 |
0.6888 |
2.618 |
0.6804 |
4.250 |
0.6667 |
|
|
Fisher Pivots for day following 26-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7085 |
0.7086 |
PP |
0.7076 |
0.7076 |
S1 |
0.7066 |
0.7067 |
|