CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7277 |
0.7258 |
-0.0019 |
-0.3% |
0.7196 |
| High |
0.7306 |
0.7273 |
-0.0033 |
-0.5% |
0.7306 |
| Low |
0.7250 |
0.7222 |
-0.0028 |
-0.4% |
0.7187 |
| Close |
0.7253 |
0.7230 |
-0.0023 |
-0.3% |
0.7230 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-8.9% |
0.0119 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
100,968 |
96,493 |
-4,475 |
-4.4% |
464,135 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7395 |
0.7363 |
0.7258 |
|
| R3 |
0.7344 |
0.7312 |
0.7244 |
|
| R2 |
0.7293 |
0.7293 |
0.7239 |
|
| R1 |
0.7261 |
0.7261 |
0.7235 |
0.7252 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7237 |
| S1 |
0.7210 |
0.7210 |
0.7225 |
0.7201 |
| S2 |
0.7191 |
0.7191 |
0.7221 |
|
| S3 |
0.7140 |
0.7159 |
0.7216 |
|
| S4 |
0.7089 |
0.7108 |
0.7202 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7533 |
0.7295 |
|
| R3 |
0.7479 |
0.7414 |
0.7263 |
|
| R2 |
0.7360 |
0.7360 |
0.7252 |
|
| R1 |
0.7295 |
0.7295 |
0.7241 |
0.7327 |
| PP |
0.7241 |
0.7241 |
0.7241 |
0.7257 |
| S1 |
0.7176 |
0.7176 |
0.7219 |
0.7209 |
| S2 |
0.7122 |
0.7122 |
0.7208 |
|
| S3 |
0.7003 |
0.7057 |
0.7197 |
|
| S4 |
0.6884 |
0.6938 |
0.7165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7306 |
0.7187 |
0.0119 |
1.6% |
0.0054 |
0.8% |
36% |
False |
False |
92,827 |
| 10 |
0.7306 |
0.7055 |
0.0251 |
3.5% |
0.0065 |
0.9% |
70% |
False |
False |
111,624 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0058 |
0.8% |
73% |
False |
False |
101,842 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0056 |
0.8% |
70% |
False |
False |
95,769 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0059 |
0.8% |
57% |
False |
False |
70,559 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
47% |
False |
False |
52,967 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0057 |
0.8% |
45% |
False |
False |
42,378 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0054 |
0.7% |
31% |
False |
False |
35,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7490 |
|
2.618 |
0.7407 |
|
1.618 |
0.7356 |
|
1.000 |
0.7324 |
|
0.618 |
0.7305 |
|
HIGH |
0.7273 |
|
0.618 |
0.7254 |
|
0.500 |
0.7248 |
|
0.382 |
0.7241 |
|
LOW |
0.7222 |
|
0.618 |
0.7190 |
|
1.000 |
0.7171 |
|
1.618 |
0.7139 |
|
2.618 |
0.7088 |
|
4.250 |
0.7005 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7248 |
0.7261 |
| PP |
0.7242 |
0.7251 |
| S1 |
0.7236 |
0.7240 |
|