CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7238 |
0.0023 |
0.3% |
0.7097 |
| High |
0.7250 |
0.7304 |
0.0054 |
0.7% |
0.7262 |
| Low |
0.7208 |
0.7216 |
0.0008 |
0.1% |
0.7055 |
| Close |
0.7218 |
0.7289 |
0.0071 |
1.0% |
0.7194 |
| Range |
0.0042 |
0.0088 |
0.0046 |
109.5% |
0.0207 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.6% |
0.0000 |
| Volume |
69,297 |
119,946 |
50,649 |
73.1% |
652,114 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7499 |
0.7337 |
|
| R3 |
0.7446 |
0.7411 |
0.7313 |
|
| R2 |
0.7358 |
0.7358 |
0.7305 |
|
| R1 |
0.7323 |
0.7323 |
0.7297 |
0.7341 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7278 |
| S1 |
0.7235 |
0.7235 |
0.7281 |
0.7253 |
| S2 |
0.7182 |
0.7182 |
0.7273 |
|
| S3 |
0.7094 |
0.7147 |
0.7265 |
|
| S4 |
0.7006 |
0.7059 |
0.7241 |
|
|
| 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 |
0.7304 |
0.7077 |
0.0227 |
3.1% |
0.0076 |
1.0% |
93% |
True |
False |
120,505 |
| 10 |
0.7304 |
0.7024 |
0.0280 |
3.8% |
0.0067 |
0.9% |
95% |
True |
False |
114,352 |
| 20 |
0.7304 |
0.7024 |
0.0280 |
3.8% |
0.0058 |
0.8% |
95% |
True |
False |
105,050 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.0% |
0.0057 |
0.8% |
90% |
False |
False |
95,702 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
4.9% |
0.0059 |
0.8% |
74% |
False |
False |
67,288 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0059 |
0.8% |
60% |
False |
False |
50,500 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0057 |
0.8% |
57% |
False |
False |
40,404 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.0% |
0.0053 |
0.7% |
40% |
False |
False |
33,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7534 |
|
1.618 |
0.7446 |
|
1.000 |
0.7392 |
|
0.618 |
0.7358 |
|
HIGH |
0.7304 |
|
0.618 |
0.7270 |
|
0.500 |
0.7260 |
|
0.382 |
0.7250 |
|
LOW |
0.7216 |
|
0.618 |
0.7162 |
|
1.000 |
0.7128 |
|
1.618 |
0.7074 |
|
2.618 |
0.6986 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7279 |
0.7275 |
| PP |
0.7270 |
0.7260 |
| S1 |
0.7260 |
0.7246 |
|