CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7108 |
0.0043 |
0.6% |
0.7124 |
| High |
0.7126 |
0.7111 |
-0.0015 |
-0.2% |
0.7129 |
| Low |
0.7061 |
0.7071 |
0.0010 |
0.1% |
0.7024 |
| Close |
0.7107 |
0.7077 |
-0.0030 |
-0.4% |
0.7095 |
| Range |
0.0065 |
0.0040 |
-0.0025 |
-38.5% |
0.0105 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
110,115 |
107,750 |
-2,365 |
-2.1% |
494,117 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7206 |
0.7182 |
0.7099 |
|
| R3 |
0.7166 |
0.7142 |
0.7088 |
|
| R2 |
0.7126 |
0.7126 |
0.7084 |
|
| R1 |
0.7102 |
0.7102 |
0.7081 |
0.7094 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7083 |
| S1 |
0.7062 |
0.7062 |
0.7073 |
0.7054 |
| S2 |
0.7046 |
0.7046 |
0.7070 |
|
| S3 |
0.7006 |
0.7022 |
0.7066 |
|
| S4 |
0.6966 |
0.6982 |
0.7055 |
|
|
| 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% |
0.0058 |
0.8% |
52% |
False |
False |
108,199 |
| 10 |
0.7155 |
0.7024 |
0.0131 |
1.9% |
0.0053 |
0.8% |
40% |
False |
False |
101,143 |
| 20 |
0.7164 |
0.7024 |
0.0140 |
2.0% |
0.0053 |
0.7% |
38% |
False |
False |
97,982 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.2% |
0.0055 |
0.8% |
18% |
False |
False |
85,386 |
| 60 |
0.7453 |
0.7024 |
0.0429 |
6.1% |
0.0058 |
0.8% |
12% |
False |
False |
57,278 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.2% |
0.0057 |
0.8% |
12% |
False |
False |
42,971 |
| 100 |
0.7630 |
0.7024 |
0.0606 |
8.6% |
0.0056 |
0.8% |
9% |
False |
False |
34,380 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.3% |
0.0050 |
0.7% |
8% |
False |
False |
28,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7281 |
|
2.618 |
0.7216 |
|
1.618 |
0.7176 |
|
1.000 |
0.7151 |
|
0.618 |
0.7136 |
|
HIGH |
0.7111 |
|
0.618 |
0.7096 |
|
0.500 |
0.7091 |
|
0.382 |
0.7086 |
|
LOW |
0.7071 |
|
0.618 |
0.7046 |
|
1.000 |
0.7031 |
|
1.618 |
0.7006 |
|
2.618 |
0.6966 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7091 |
0.7091 |
| PP |
0.7086 |
0.7086 |
| S1 |
0.7082 |
0.7082 |
|