CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7219 |
0.7176 |
-0.0043 |
-0.6% |
0.7196 |
| High |
0.7240 |
0.7227 |
-0.0013 |
-0.2% |
0.7306 |
| Low |
0.7176 |
0.7167 |
-0.0009 |
-0.1% |
0.7187 |
| Close |
0.7191 |
0.7206 |
0.0015 |
0.2% |
0.7230 |
| Range |
0.0064 |
0.0060 |
-0.0004 |
-6.2% |
0.0119 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
74,691 |
109,130 |
34,439 |
46.1% |
464,135 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7380 |
0.7353 |
0.7239 |
|
| R3 |
0.7320 |
0.7293 |
0.7223 |
|
| R2 |
0.7260 |
0.7260 |
0.7217 |
|
| R1 |
0.7233 |
0.7233 |
0.7212 |
0.7247 |
| PP |
0.7200 |
0.7200 |
0.7200 |
0.7207 |
| S1 |
0.7173 |
0.7173 |
0.7200 |
0.7187 |
| S2 |
0.7140 |
0.7140 |
0.7195 |
|
| S3 |
0.7080 |
0.7113 |
0.7189 |
|
| S4 |
0.7020 |
0.7053 |
0.7173 |
|
|
| 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 |
0.7167 |
0.0139 |
1.9% |
0.0064 |
0.9% |
28% |
False |
True |
100,245 |
| 10 |
0.7306 |
0.7071 |
0.0235 |
3.3% |
0.0065 |
0.9% |
57% |
False |
False |
109,156 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0060 |
0.8% |
65% |
False |
False |
103,928 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0056 |
0.8% |
62% |
False |
False |
96,113 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0059 |
0.8% |
51% |
False |
False |
73,610 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
41% |
False |
False |
55,263 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0057 |
0.8% |
39% |
False |
False |
44,216 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0054 |
0.8% |
28% |
False |
False |
36,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7384 |
|
1.618 |
0.7324 |
|
1.000 |
0.7287 |
|
0.618 |
0.7264 |
|
HIGH |
0.7227 |
|
0.618 |
0.7204 |
|
0.500 |
0.7197 |
|
0.382 |
0.7190 |
|
LOW |
0.7167 |
|
0.618 |
0.7130 |
|
1.000 |
0.7107 |
|
1.618 |
0.7070 |
|
2.618 |
0.7010 |
|
4.250 |
0.6912 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7220 |
| PP |
0.7200 |
0.7215 |
| S1 |
0.7197 |
0.7211 |
|