CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7208 |
0.7261 |
0.0053 |
0.7% |
0.7318 |
| High |
0.7280 |
0.7270 |
-0.0010 |
-0.1% |
0.7329 |
| Low |
0.7205 |
0.7222 |
0.0017 |
0.2% |
0.7205 |
| Close |
0.7266 |
0.7235 |
-0.0031 |
-0.4% |
0.7235 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.0% |
0.0124 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
91,869 |
83,191 |
-8,678 |
-9.4% |
369,575 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7386 |
0.7359 |
0.7261 |
|
| R3 |
0.7338 |
0.7311 |
0.7248 |
|
| R2 |
0.7290 |
0.7290 |
0.7244 |
|
| R1 |
0.7263 |
0.7263 |
0.7239 |
0.7253 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7237 |
| S1 |
0.7215 |
0.7215 |
0.7231 |
0.7204 |
| S2 |
0.7194 |
0.7194 |
0.7226 |
|
| S3 |
0.7146 |
0.7167 |
0.7222 |
|
| S4 |
0.7098 |
0.7119 |
0.7209 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7556 |
0.7303 |
|
| R3 |
0.7504 |
0.7432 |
0.7269 |
|
| R2 |
0.7380 |
0.7380 |
0.7258 |
|
| R1 |
0.7308 |
0.7308 |
0.7246 |
0.7282 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7244 |
| S1 |
0.7184 |
0.7184 |
0.7224 |
0.7158 |
| S2 |
0.7132 |
0.7132 |
0.7212 |
|
| S3 |
0.7008 |
0.7060 |
0.7201 |
|
| S4 |
0.6884 |
0.6936 |
0.7167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7205 |
0.0136 |
1.9% |
0.0070 |
1.0% |
22% |
False |
False |
97,634 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0066 |
0.9% |
39% |
False |
False |
102,146 |
| 20 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0067 |
0.9% |
67% |
False |
False |
108,771 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
67% |
False |
False |
99,996 |
| 60 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
67% |
False |
False |
85,846 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0059 |
0.8% |
49% |
False |
False |
64,523 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
46% |
False |
False |
51,627 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0057 |
0.8% |
32% |
False |
False |
43,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7474 |
|
2.618 |
0.7396 |
|
1.618 |
0.7348 |
|
1.000 |
0.7318 |
|
0.618 |
0.7300 |
|
HIGH |
0.7270 |
|
0.618 |
0.7252 |
|
0.500 |
0.7246 |
|
0.382 |
0.7240 |
|
LOW |
0.7222 |
|
0.618 |
0.7192 |
|
1.000 |
0.7174 |
|
1.618 |
0.7144 |
|
2.618 |
0.7096 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7246 |
0.7254 |
| PP |
0.7242 |
0.7248 |
| S1 |
0.7239 |
0.7241 |
|