CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7237 |
0.7220 |
-0.0017 |
-0.2% |
0.7318 |
| High |
0.7278 |
0.7272 |
-0.0006 |
-0.1% |
0.7329 |
| Low |
0.7216 |
0.7202 |
-0.0014 |
-0.2% |
0.7205 |
| Close |
0.7231 |
0.7226 |
-0.0005 |
-0.1% |
0.7235 |
| Range |
0.0062 |
0.0070 |
0.0008 |
12.9% |
0.0124 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.7% |
0.0000 |
| Volume |
68,416 |
96,591 |
28,175 |
41.2% |
369,575 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7405 |
0.7264 |
|
| R3 |
0.7373 |
0.7335 |
0.7245 |
|
| R2 |
0.7303 |
0.7303 |
0.7239 |
|
| R1 |
0.7265 |
0.7265 |
0.7232 |
0.7284 |
| PP |
0.7233 |
0.7233 |
0.7233 |
0.7243 |
| S1 |
0.7195 |
0.7195 |
0.7220 |
0.7214 |
| S2 |
0.7163 |
0.7163 |
0.7213 |
|
| S3 |
0.7093 |
0.7125 |
0.7207 |
|
| S4 |
0.7023 |
0.7055 |
0.7188 |
|
|
| 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 |
0.7303 |
0.7202 |
0.0101 |
1.4% |
0.0069 |
1.0% |
24% |
False |
True |
91,651 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0068 |
0.9% |
34% |
False |
False |
101,528 |
| 20 |
0.7341 |
0.7061 |
0.0280 |
3.9% |
0.0067 |
0.9% |
59% |
False |
False |
105,391 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0061 |
0.9% |
64% |
False |
False |
100,922 |
| 60 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
64% |
False |
False |
88,560 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0060 |
0.8% |
47% |
False |
False |
66,584 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
44% |
False |
False |
53,277 |
| 120 |
0.7630 |
0.7024 |
0.0606 |
8.4% |
0.0057 |
0.8% |
33% |
False |
False |
44,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7455 |
|
1.618 |
0.7385 |
|
1.000 |
0.7342 |
|
0.618 |
0.7315 |
|
HIGH |
0.7272 |
|
0.618 |
0.7245 |
|
0.500 |
0.7237 |
|
0.382 |
0.7229 |
|
LOW |
0.7202 |
|
0.618 |
0.7159 |
|
1.000 |
0.7132 |
|
1.618 |
0.7089 |
|
2.618 |
0.7019 |
|
4.250 |
0.6905 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7237 |
0.7240 |
| PP |
0.7233 |
0.7235 |
| S1 |
0.7230 |
0.7231 |
|