CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7097 |
0.0017 |
0.2% |
0.7124 |
| High |
0.7108 |
0.7112 |
0.0004 |
0.1% |
0.7129 |
| Low |
0.7024 |
0.7055 |
0.0031 |
0.4% |
0.7024 |
| Close |
0.7095 |
0.7064 |
-0.0031 |
-0.4% |
0.7095 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0105 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.3% |
0.0000 |
| Volume |
134,210 |
98,395 |
-35,815 |
-26.7% |
494,117 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7248 |
0.7213 |
0.7095 |
|
| R3 |
0.7191 |
0.7156 |
0.7080 |
|
| R2 |
0.7134 |
0.7134 |
0.7074 |
|
| R1 |
0.7099 |
0.7099 |
0.7069 |
0.7088 |
| PP |
0.7077 |
0.7077 |
0.7077 |
0.7072 |
| S1 |
0.7042 |
0.7042 |
0.7059 |
0.7031 |
| S2 |
0.7020 |
0.7020 |
0.7054 |
|
| S3 |
0.6963 |
0.6985 |
0.7048 |
|
| S4 |
0.6906 |
0.6928 |
0.7033 |
|
|
| 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 |
0.7112 |
0.7024 |
0.0088 |
1.2% |
0.0053 |
0.7% |
45% |
True |
False |
102,128 |
| 10 |
0.7164 |
0.7024 |
0.0140 |
2.0% |
0.0052 |
0.7% |
29% |
False |
False |
95,226 |
| 20 |
0.7243 |
0.7024 |
0.0219 |
3.1% |
0.0056 |
0.8% |
18% |
False |
False |
96,453 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.2% |
0.0056 |
0.8% |
14% |
False |
False |
80,144 |
| 60 |
0.7453 |
0.7024 |
0.0429 |
6.1% |
0.0057 |
0.8% |
9% |
False |
False |
53,648 |
| 80 |
0.7485 |
0.7024 |
0.0461 |
6.5% |
0.0056 |
0.8% |
9% |
False |
False |
40,248 |
| 100 |
0.7630 |
0.7024 |
0.0606 |
8.6% |
0.0055 |
0.8% |
7% |
False |
False |
32,201 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.3% |
0.0050 |
0.7% |
6% |
False |
False |
26,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7261 |
|
1.618 |
0.7204 |
|
1.000 |
0.7169 |
|
0.618 |
0.7147 |
|
HIGH |
0.7112 |
|
0.618 |
0.7090 |
|
0.500 |
0.7084 |
|
0.382 |
0.7077 |
|
LOW |
0.7055 |
|
0.618 |
0.7020 |
|
1.000 |
0.6998 |
|
1.618 |
0.6963 |
|
2.618 |
0.6906 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7084 |
0.7068 |
| PP |
0.7077 |
0.7067 |
| S1 |
0.7071 |
0.7065 |
|