CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7078 |
0.7207 |
0.0129 |
1.8% |
0.7097 |
| High |
0.7216 |
0.7262 |
0.0046 |
0.6% |
0.7262 |
| Low |
0.7077 |
0.7186 |
0.0109 |
1.5% |
0.7055 |
| Close |
0.7210 |
0.7194 |
-0.0016 |
-0.2% |
0.7194 |
| Range |
0.0139 |
0.0076 |
-0.0063 |
-45.3% |
0.0207 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
163,352 |
172,502 |
9,150 |
5.6% |
652,114 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7394 |
0.7236 |
|
| R3 |
0.7366 |
0.7318 |
0.7215 |
|
| R2 |
0.7290 |
0.7290 |
0.7208 |
|
| R1 |
0.7242 |
0.7242 |
0.7201 |
0.7228 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7207 |
| S1 |
0.7166 |
0.7166 |
0.7187 |
0.7152 |
| S2 |
0.7138 |
0.7138 |
0.7180 |
|
| S3 |
0.7062 |
0.7090 |
0.7173 |
|
| S4 |
0.6986 |
0.7014 |
0.7152 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7700 |
0.7308 |
|
| R3 |
0.7584 |
0.7493 |
0.7251 |
|
| R2 |
0.7377 |
0.7377 |
0.7232 |
|
| R1 |
0.7286 |
0.7286 |
0.7213 |
0.7332 |
| PP |
0.7170 |
0.7170 |
0.7170 |
0.7193 |
| S1 |
0.7079 |
0.7079 |
0.7175 |
0.7125 |
| S2 |
0.6963 |
0.6963 |
0.7156 |
|
| S3 |
0.6756 |
0.6872 |
0.7137 |
|
| S4 |
0.6549 |
0.6665 |
0.7080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7262 |
0.7055 |
0.0207 |
2.9% |
0.0075 |
1.0% |
67% |
True |
False |
130,422 |
| 10 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0063 |
0.9% |
71% |
True |
False |
114,623 |
| 20 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0059 |
0.8% |
71% |
True |
False |
105,180 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
58% |
False |
False |
93,136 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0059 |
0.8% |
47% |
False |
False |
62,872 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
39% |
False |
False |
47,168 |
| 100 |
0.7579 |
0.7024 |
0.0555 |
7.7% |
0.0057 |
0.8% |
31% |
False |
False |
37,738 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0052 |
0.7% |
26% |
False |
False |
31,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7461 |
|
1.618 |
0.7385 |
|
1.000 |
0.7338 |
|
0.618 |
0.7309 |
|
HIGH |
0.7262 |
|
0.618 |
0.7233 |
|
0.500 |
0.7224 |
|
0.382 |
0.7215 |
|
LOW |
0.7186 |
|
0.618 |
0.7139 |
|
1.000 |
0.7110 |
|
1.618 |
0.7063 |
|
2.618 |
0.6987 |
|
4.250 |
0.6863 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7185 |
| PP |
0.7214 |
0.7176 |
| S1 |
0.7204 |
0.7167 |
|