CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7277 |
0.0039 |
0.5% |
0.7097 |
| High |
0.7304 |
0.7306 |
0.0002 |
0.0% |
0.7262 |
| Low |
0.7216 |
0.7250 |
0.0034 |
0.5% |
0.7055 |
| Close |
0.7289 |
0.7253 |
-0.0036 |
-0.5% |
0.7194 |
| Range |
0.0088 |
0.0056 |
-0.0032 |
-36.4% |
0.0207 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
119,946 |
100,968 |
-18,978 |
-15.8% |
652,114 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7438 |
0.7401 |
0.7284 |
|
| R3 |
0.7382 |
0.7345 |
0.7268 |
|
| R2 |
0.7326 |
0.7326 |
0.7263 |
|
| R1 |
0.7289 |
0.7289 |
0.7258 |
0.7280 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7265 |
| S1 |
0.7233 |
0.7233 |
0.7248 |
0.7224 |
| S2 |
0.7214 |
0.7214 |
0.7243 |
|
| S3 |
0.7158 |
0.7177 |
0.7238 |
|
| S4 |
0.7102 |
0.7121 |
0.7222 |
|
|
| 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 |
0.7306 |
0.7186 |
0.0120 |
1.7% |
0.0059 |
0.8% |
56% |
True |
False |
108,028 |
| 10 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0068 |
0.9% |
81% |
True |
False |
115,396 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0058 |
0.8% |
81% |
True |
False |
101,562 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
78% |
False |
False |
96,180 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
4.9% |
0.0059 |
0.8% |
64% |
False |
False |
68,961 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0059 |
0.8% |
52% |
False |
False |
51,761 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0057 |
0.8% |
50% |
False |
False |
41,414 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.0% |
0.0053 |
0.7% |
35% |
False |
False |
34,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7453 |
|
1.618 |
0.7397 |
|
1.000 |
0.7362 |
|
0.618 |
0.7341 |
|
HIGH |
0.7306 |
|
0.618 |
0.7285 |
|
0.500 |
0.7278 |
|
0.382 |
0.7271 |
|
LOW |
0.7250 |
|
0.618 |
0.7215 |
|
1.000 |
0.7194 |
|
1.618 |
0.7159 |
|
2.618 |
0.7103 |
|
4.250 |
0.7012 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7278 |
0.7257 |
| PP |
0.7270 |
0.7256 |
| S1 |
0.7261 |
0.7254 |
|