CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7108 |
0.7078 |
-0.0030 |
-0.4% |
0.7124 |
| High |
0.7111 |
0.7216 |
0.0105 |
1.5% |
0.7129 |
| Low |
0.7071 |
0.7077 |
0.0006 |
0.1% |
0.7024 |
| Close |
0.7077 |
0.7210 |
0.0133 |
1.9% |
0.7095 |
| Range |
0.0040 |
0.0139 |
0.0099 |
247.5% |
0.0105 |
| ATR |
0.0055 |
0.0061 |
0.0006 |
11.0% |
0.0000 |
| Volume |
107,750 |
163,352 |
55,602 |
51.6% |
494,117 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7536 |
0.7286 |
|
| R3 |
0.7446 |
0.7397 |
0.7248 |
|
| R2 |
0.7307 |
0.7307 |
0.7235 |
|
| R1 |
0.7258 |
0.7258 |
0.7223 |
0.7282 |
| PP |
0.7168 |
0.7168 |
0.7168 |
0.7180 |
| S1 |
0.7119 |
0.7119 |
0.7197 |
0.7144 |
| S2 |
0.7029 |
0.7029 |
0.7185 |
|
| S3 |
0.6890 |
0.6980 |
0.7172 |
|
| S4 |
0.6751 |
0.6841 |
0.7134 |
|
|
| 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 |
0.7216 |
0.7024 |
0.0192 |
2.7% |
0.0077 |
1.1% |
97% |
True |
False |
122,764 |
| 10 |
0.7216 |
0.7024 |
0.0192 |
2.7% |
0.0062 |
0.9% |
97% |
True |
False |
107,166 |
| 20 |
0.7216 |
0.7024 |
0.0192 |
2.7% |
0.0058 |
0.8% |
97% |
True |
False |
101,452 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
63% |
False |
False |
89,336 |
| 60 |
0.7453 |
0.7024 |
0.0429 |
6.0% |
0.0059 |
0.8% |
43% |
False |
False |
60,000 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
42% |
False |
False |
45,012 |
| 100 |
0.7610 |
0.7024 |
0.0586 |
8.1% |
0.0056 |
0.8% |
32% |
False |
False |
36,013 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0051 |
0.7% |
28% |
False |
False |
30,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7807 |
|
2.618 |
0.7580 |
|
1.618 |
0.7441 |
|
1.000 |
0.7355 |
|
0.618 |
0.7302 |
|
HIGH |
0.7216 |
|
0.618 |
0.7163 |
|
0.500 |
0.7147 |
|
0.382 |
0.7130 |
|
LOW |
0.7077 |
|
0.618 |
0.6991 |
|
1.000 |
0.6938 |
|
1.618 |
0.6852 |
|
2.618 |
0.6713 |
|
4.250 |
0.6486 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7186 |
| PP |
0.7168 |
0.7162 |
| S1 |
0.7147 |
0.7139 |
|