CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7237 |
-0.0024 |
-0.3% |
0.7318 |
| High |
0.7270 |
0.7278 |
0.0008 |
0.1% |
0.7329 |
| Low |
0.7222 |
0.7216 |
-0.0006 |
-0.1% |
0.7205 |
| Close |
0.7235 |
0.7231 |
-0.0004 |
-0.1% |
0.7235 |
| Range |
0.0048 |
0.0062 |
0.0014 |
29.2% |
0.0124 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
83,191 |
68,416 |
-14,775 |
-17.8% |
369,575 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7428 |
0.7391 |
0.7265 |
|
| R3 |
0.7366 |
0.7329 |
0.7248 |
|
| R2 |
0.7304 |
0.7304 |
0.7242 |
|
| R1 |
0.7267 |
0.7267 |
0.7237 |
0.7255 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7235 |
| S1 |
0.7205 |
0.7205 |
0.7225 |
0.7193 |
| S2 |
0.7180 |
0.7180 |
0.7220 |
|
| S3 |
0.7118 |
0.7143 |
0.7214 |
|
| S4 |
0.7056 |
0.7081 |
0.7197 |
|
|
| 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 |
0.7329 |
0.7205 |
0.0124 |
1.7% |
0.0065 |
0.9% |
21% |
False |
False |
87,598 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0067 |
0.9% |
37% |
False |
False |
99,338 |
| 20 |
0.7341 |
0.7055 |
0.0286 |
4.0% |
0.0066 |
0.9% |
62% |
False |
False |
105,481 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
65% |
False |
False |
99,985 |
| 60 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
65% |
False |
False |
86,974 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0060 |
0.8% |
48% |
False |
False |
65,377 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
45% |
False |
False |
52,311 |
| 120 |
0.7679 |
0.7024 |
0.0655 |
9.1% |
0.0057 |
0.8% |
32% |
False |
False |
43,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7440 |
|
1.618 |
0.7378 |
|
1.000 |
0.7340 |
|
0.618 |
0.7316 |
|
HIGH |
0.7278 |
|
0.618 |
0.7254 |
|
0.500 |
0.7247 |
|
0.382 |
0.7240 |
|
LOW |
0.7216 |
|
0.618 |
0.7178 |
|
1.000 |
0.7154 |
|
1.618 |
0.7116 |
|
2.618 |
0.7054 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7243 |
| PP |
0.7242 |
0.7239 |
| S1 |
0.7236 |
0.7235 |
|