CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7196 |
0.7215 |
0.0019 |
0.3% |
0.7097 |
| High |
0.7222 |
0.7250 |
0.0028 |
0.4% |
0.7262 |
| Low |
0.7187 |
0.7208 |
0.0021 |
0.3% |
0.7055 |
| Close |
0.7219 |
0.7218 |
-0.0001 |
0.0% |
0.7194 |
| Range |
0.0035 |
0.0042 |
0.0007 |
20.0% |
0.0207 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
77,431 |
69,297 |
-8,134 |
-10.5% |
652,114 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7351 |
0.7327 |
0.7241 |
|
| R3 |
0.7309 |
0.7285 |
0.7230 |
|
| R2 |
0.7267 |
0.7267 |
0.7226 |
|
| R1 |
0.7243 |
0.7243 |
0.7222 |
0.7255 |
| PP |
0.7225 |
0.7225 |
0.7225 |
0.7232 |
| S1 |
0.7201 |
0.7201 |
0.7214 |
0.7213 |
| S2 |
0.7183 |
0.7183 |
0.7210 |
|
| S3 |
0.7141 |
0.7159 |
0.7206 |
|
| S4 |
0.7099 |
0.7117 |
0.7195 |
|
|
| 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 |
0.7071 |
0.0191 |
2.6% |
0.0066 |
0.9% |
77% |
False |
False |
118,066 |
| 10 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0063 |
0.9% |
82% |
False |
False |
111,519 |
| 20 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0058 |
0.8% |
82% |
False |
False |
104,335 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
66% |
False |
False |
94,533 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0059 |
0.8% |
54% |
False |
False |
65,299 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
44% |
False |
False |
49,001 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0056 |
0.8% |
42% |
False |
False |
39,205 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0052 |
0.7% |
30% |
False |
False |
32,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7429 |
|
2.618 |
0.7360 |
|
1.618 |
0.7318 |
|
1.000 |
0.7292 |
|
0.618 |
0.7276 |
|
HIGH |
0.7250 |
|
0.618 |
0.7234 |
|
0.500 |
0.7229 |
|
0.382 |
0.7224 |
|
LOW |
0.7208 |
|
0.618 |
0.7182 |
|
1.000 |
0.7166 |
|
1.618 |
0.7140 |
|
2.618 |
0.7098 |
|
4.250 |
0.7030 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7229 |
0.7224 |
| PP |
0.7225 |
0.7222 |
| S1 |
0.7222 |
0.7220 |
|