CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7258 |
0.7219 |
-0.0039 |
-0.5% |
0.7196 |
| High |
0.7273 |
0.7240 |
-0.0033 |
-0.5% |
0.7306 |
| Low |
0.7222 |
0.7176 |
-0.0046 |
-0.6% |
0.7187 |
| Close |
0.7230 |
0.7191 |
-0.0039 |
-0.5% |
0.7230 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0119 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
96,493 |
74,691 |
-21,802 |
-22.6% |
464,135 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7357 |
0.7226 |
|
| R3 |
0.7330 |
0.7293 |
0.7209 |
|
| R2 |
0.7266 |
0.7266 |
0.7203 |
|
| R1 |
0.7229 |
0.7229 |
0.7197 |
0.7216 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7196 |
| S1 |
0.7165 |
0.7165 |
0.7185 |
0.7152 |
| S2 |
0.7138 |
0.7138 |
0.7179 |
|
| S3 |
0.7074 |
0.7101 |
0.7173 |
|
| S4 |
0.7010 |
0.7037 |
0.7156 |
|
|
| 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 |
0.7176 |
0.0130 |
1.8% |
0.0060 |
0.8% |
12% |
False |
True |
92,279 |
| 10 |
0.7306 |
0.7061 |
0.0245 |
3.4% |
0.0066 |
0.9% |
53% |
False |
False |
109,254 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0059 |
0.8% |
59% |
False |
False |
102,240 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
57% |
False |
False |
96,169 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0059 |
0.8% |
47% |
False |
False |
71,793 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0057 |
0.8% |
38% |
False |
False |
53,900 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0057 |
0.8% |
36% |
False |
False |
43,125 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0054 |
0.8% |
25% |
False |
False |
35,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7408 |
|
1.618 |
0.7344 |
|
1.000 |
0.7304 |
|
0.618 |
0.7280 |
|
HIGH |
0.7240 |
|
0.618 |
0.7216 |
|
0.500 |
0.7208 |
|
0.382 |
0.7200 |
|
LOW |
0.7176 |
|
0.618 |
0.7136 |
|
1.000 |
0.7112 |
|
1.618 |
0.7072 |
|
2.618 |
0.7008 |
|
4.250 |
0.6904 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7208 |
0.7241 |
| PP |
0.7202 |
0.7224 |
| S1 |
0.7197 |
0.7208 |
|