CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7318 |
0.0038 |
0.5% |
0.7219 |
| High |
0.7341 |
0.7329 |
-0.0012 |
-0.2% |
0.7341 |
| Low |
0.7254 |
0.7280 |
0.0026 |
0.4% |
0.7167 |
| Close |
0.7334 |
0.7293 |
-0.0041 |
-0.6% |
0.7334 |
| Range |
0.0087 |
0.0049 |
-0.0038 |
-43.7% |
0.0174 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,598 |
76,326 |
-42,272 |
-35.6% |
555,393 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7419 |
0.7320 |
|
| R3 |
0.7399 |
0.7370 |
0.7306 |
|
| R2 |
0.7350 |
0.7350 |
0.7302 |
|
| R1 |
0.7321 |
0.7321 |
0.7297 |
0.7311 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7296 |
| S1 |
0.7272 |
0.7272 |
0.7289 |
0.7262 |
| S2 |
0.7252 |
0.7252 |
0.7284 |
|
| S3 |
0.7203 |
0.7223 |
0.7280 |
|
| S4 |
0.7154 |
0.7174 |
0.7266 |
|
|
| 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% |
0.0066 |
0.9% |
72% |
False |
False |
111,405 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0063 |
0.9% |
72% |
False |
False |
101,842 |
| 20 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0063 |
0.9% |
85% |
False |
False |
108,010 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0059 |
0.8% |
85% |
False |
False |
99,130 |
| 60 |
0.7366 |
0.7024 |
0.0342 |
4.7% |
0.0059 |
0.8% |
79% |
False |
False |
80,995 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0058 |
0.8% |
63% |
False |
False |
60,860 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0058 |
0.8% |
58% |
False |
False |
48,695 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.0% |
0.0056 |
0.8% |
41% |
False |
False |
40,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7537 |
|
2.618 |
0.7457 |
|
1.618 |
0.7408 |
|
1.000 |
0.7378 |
|
0.618 |
0.7359 |
|
HIGH |
0.7329 |
|
0.618 |
0.7310 |
|
0.500 |
0.7305 |
|
0.382 |
0.7299 |
|
LOW |
0.7280 |
|
0.618 |
0.7250 |
|
1.000 |
0.7231 |
|
1.618 |
0.7201 |
|
2.618 |
0.7152 |
|
4.250 |
0.7072 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7305 |
0.7291 |
| PP |
0.7301 |
0.7289 |
| S1 |
0.7297 |
0.7287 |
|