CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7221 |
0.7237 |
0.0016 |
0.2% |
0.7196 |
| High |
0.7256 |
0.7302 |
0.0046 |
0.6% |
0.7306 |
| Low |
0.7191 |
0.7232 |
0.0041 |
0.6% |
0.7187 |
| Close |
0.7249 |
0.7294 |
0.0045 |
0.6% |
0.7230 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0119 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
118,883 |
134,091 |
15,208 |
12.8% |
464,135 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7460 |
0.7333 |
|
| R3 |
0.7416 |
0.7390 |
0.7313 |
|
| R2 |
0.7346 |
0.7346 |
0.7307 |
|
| R1 |
0.7320 |
0.7320 |
0.7300 |
0.7333 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7283 |
| S1 |
0.7250 |
0.7250 |
0.7288 |
0.7263 |
| S2 |
0.7206 |
0.7206 |
0.7281 |
|
| S3 |
0.7136 |
0.7180 |
0.7275 |
|
| S4 |
0.7066 |
0.7110 |
0.7255 |
|
|
| 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 |
0.7302 |
0.7167 |
0.0135 |
1.9% |
0.0062 |
0.9% |
94% |
True |
False |
106,657 |
| 10 |
0.7306 |
0.7167 |
0.0139 |
1.9% |
0.0061 |
0.8% |
91% |
False |
False |
107,343 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0061 |
0.8% |
96% |
False |
False |
107,255 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.0% |
0.0057 |
0.8% |
92% |
False |
False |
97,981 |
| 60 |
0.7366 |
0.7024 |
0.0342 |
4.7% |
0.0060 |
0.8% |
79% |
False |
False |
77,803 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.0% |
0.0058 |
0.8% |
61% |
False |
False |
58,425 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0058 |
0.8% |
59% |
False |
False |
46,746 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.0% |
0.0055 |
0.8% |
41% |
False |
False |
38,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7600 |
|
2.618 |
0.7485 |
|
1.618 |
0.7415 |
|
1.000 |
0.7372 |
|
0.618 |
0.7345 |
|
HIGH |
0.7302 |
|
0.618 |
0.7275 |
|
0.500 |
0.7267 |
|
0.382 |
0.7259 |
|
LOW |
0.7232 |
|
0.618 |
0.7189 |
|
1.000 |
0.7162 |
|
1.618 |
0.7119 |
|
2.618 |
0.7049 |
|
4.250 |
0.6934 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7285 |
0.7274 |
| PP |
0.7276 |
0.7254 |
| S1 |
0.7267 |
0.7235 |
|