CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7237 |
0.7280 |
0.0043 |
0.6% |
0.7219 |
| High |
0.7302 |
0.7341 |
0.0039 |
0.5% |
0.7341 |
| Low |
0.7232 |
0.7254 |
0.0022 |
0.3% |
0.7167 |
| Close |
0.7294 |
0.7334 |
0.0040 |
0.5% |
0.7334 |
| Range |
0.0070 |
0.0087 |
0.0017 |
24.3% |
0.0174 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.0% |
0.0000 |
| Volume |
134,091 |
118,598 |
-15,493 |
-11.6% |
555,393 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7571 |
0.7539 |
0.7382 |
|
| R3 |
0.7484 |
0.7452 |
0.7358 |
|
| R2 |
0.7397 |
0.7397 |
0.7350 |
|
| R1 |
0.7365 |
0.7365 |
0.7342 |
0.7381 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7318 |
| S1 |
0.7278 |
0.7278 |
0.7326 |
0.7294 |
| S2 |
0.7223 |
0.7223 |
0.7318 |
|
| S3 |
0.7136 |
0.7191 |
0.7310 |
|
| S4 |
0.7049 |
0.7104 |
0.7286 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7742 |
0.7430 |
|
| R3 |
0.7629 |
0.7568 |
0.7382 |
|
| R2 |
0.7455 |
0.7455 |
0.7366 |
|
| R1 |
0.7394 |
0.7394 |
0.7350 |
0.7425 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7296 |
| S1 |
0.7220 |
0.7220 |
0.7318 |
0.7251 |
| S2 |
0.7107 |
0.7107 |
0.7302 |
|
| S3 |
0.6933 |
0.7046 |
0.7286 |
|
| S4 |
0.6759 |
0.6872 |
0.7238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0069 |
0.9% |
96% |
True |
False |
111,078 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0062 |
0.8% |
96% |
True |
False |
101,952 |
| 20 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0063 |
0.9% |
98% |
True |
False |
108,287 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0058 |
0.8% |
98% |
True |
False |
98,867 |
| 60 |
0.7366 |
0.7024 |
0.0342 |
4.7% |
0.0060 |
0.8% |
91% |
False |
False |
79,751 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.8% |
0.0058 |
0.8% |
72% |
False |
False |
59,906 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0058 |
0.8% |
67% |
False |
False |
47,932 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
8.9% |
0.0055 |
0.8% |
47% |
False |
False |
39,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7711 |
|
2.618 |
0.7569 |
|
1.618 |
0.7482 |
|
1.000 |
0.7428 |
|
0.618 |
0.7395 |
|
HIGH |
0.7341 |
|
0.618 |
0.7308 |
|
0.500 |
0.7298 |
|
0.382 |
0.7287 |
|
LOW |
0.7254 |
|
0.618 |
0.7200 |
|
1.000 |
0.7167 |
|
1.618 |
0.7113 |
|
2.618 |
0.7026 |
|
4.250 |
0.6884 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7311 |
| PP |
0.7310 |
0.7289 |
| S1 |
0.7298 |
0.7266 |
|