CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7097 |
0.7065 |
-0.0032 |
-0.5% |
0.7124 |
| High |
0.7112 |
0.7126 |
0.0014 |
0.2% |
0.7129 |
| Low |
0.7055 |
0.7061 |
0.0006 |
0.1% |
0.7024 |
| Close |
0.7064 |
0.7107 |
0.0043 |
0.6% |
0.7095 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0105 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
| Volume |
98,395 |
110,115 |
11,720 |
11.9% |
494,117 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7293 |
0.7265 |
0.7143 |
|
| R3 |
0.7228 |
0.7200 |
0.7125 |
|
| R2 |
0.7163 |
0.7163 |
0.7119 |
|
| R1 |
0.7135 |
0.7135 |
0.7113 |
0.7149 |
| PP |
0.7098 |
0.7098 |
0.7098 |
0.7105 |
| S1 |
0.7070 |
0.7070 |
0.7101 |
0.7084 |
| S2 |
0.7033 |
0.7033 |
0.7095 |
|
| S3 |
0.6968 |
0.7005 |
0.7089 |
|
| S4 |
0.6903 |
0.6940 |
0.7071 |
|
|
| 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 |
0.7126 |
0.7024 |
0.0102 |
1.4% |
0.0059 |
0.8% |
81% |
True |
False |
104,972 |
| 10 |
0.7164 |
0.7024 |
0.0140 |
2.0% |
0.0055 |
0.8% |
59% |
False |
False |
98,700 |
| 20 |
0.7202 |
0.7024 |
0.0178 |
2.5% |
0.0056 |
0.8% |
47% |
False |
False |
97,506 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.2% |
0.0056 |
0.8% |
28% |
False |
False |
82,843 |
| 60 |
0.7453 |
0.7024 |
0.0429 |
6.0% |
0.0058 |
0.8% |
19% |
False |
False |
55,483 |
| 80 |
0.7471 |
0.7024 |
0.0447 |
6.3% |
0.0057 |
0.8% |
19% |
False |
False |
41,624 |
| 100 |
0.7630 |
0.7024 |
0.0606 |
8.5% |
0.0055 |
0.8% |
14% |
False |
False |
33,302 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.2% |
0.0050 |
0.7% |
13% |
False |
False |
27,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7402 |
|
2.618 |
0.7296 |
|
1.618 |
0.7231 |
|
1.000 |
0.7191 |
|
0.618 |
0.7166 |
|
HIGH |
0.7126 |
|
0.618 |
0.7101 |
|
0.500 |
0.7094 |
|
0.382 |
0.7086 |
|
LOW |
0.7061 |
|
0.618 |
0.7021 |
|
1.000 |
0.6996 |
|
1.618 |
0.6956 |
|
2.618 |
0.6891 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7103 |
0.7096 |
| PP |
0.7098 |
0.7086 |
| S1 |
0.7094 |
0.7075 |
|