CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7220 |
0.7226 |
0.0006 |
0.1% |
0.7318 |
| High |
0.7272 |
0.7330 |
0.0058 |
0.8% |
0.7329 |
| Low |
0.7202 |
0.7223 |
0.0021 |
0.3% |
0.7205 |
| Close |
0.7226 |
0.7317 |
0.0091 |
1.3% |
0.7235 |
| Range |
0.0070 |
0.0107 |
0.0037 |
52.9% |
0.0124 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.8% |
0.0000 |
| Volume |
96,591 |
114,259 |
17,668 |
18.3% |
369,575 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7571 |
0.7376 |
|
| R3 |
0.7504 |
0.7464 |
0.7346 |
|
| R2 |
0.7397 |
0.7397 |
0.7337 |
|
| R1 |
0.7357 |
0.7357 |
0.7327 |
0.7377 |
| PP |
0.7290 |
0.7290 |
0.7290 |
0.7300 |
| S1 |
0.7250 |
0.7250 |
0.7307 |
0.7270 |
| S2 |
0.7183 |
0.7183 |
0.7297 |
|
| S3 |
0.7076 |
0.7143 |
0.7288 |
|
| S4 |
0.6969 |
0.7036 |
0.7258 |
|
|
| 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 |
0.7330 |
0.7202 |
0.0128 |
1.7% |
0.0072 |
1.0% |
90% |
True |
False |
90,865 |
| 10 |
0.7341 |
0.7191 |
0.0150 |
2.1% |
0.0072 |
1.0% |
84% |
False |
False |
102,041 |
| 20 |
0.7341 |
0.7071 |
0.0270 |
3.7% |
0.0069 |
0.9% |
91% |
False |
False |
105,598 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0062 |
0.9% |
92% |
False |
False |
101,552 |
| 60 |
0.7341 |
0.7024 |
0.0317 |
4.3% |
0.0060 |
0.8% |
92% |
False |
False |
90,428 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0061 |
0.8% |
68% |
False |
False |
68,012 |
| 100 |
0.7471 |
0.7024 |
0.0447 |
6.1% |
0.0059 |
0.8% |
66% |
False |
False |
54,419 |
| 120 |
0.7630 |
0.7024 |
0.0606 |
8.3% |
0.0058 |
0.8% |
48% |
False |
False |
45,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7610 |
|
1.618 |
0.7503 |
|
1.000 |
0.7437 |
|
0.618 |
0.7396 |
|
HIGH |
0.7330 |
|
0.618 |
0.7289 |
|
0.500 |
0.7277 |
|
0.382 |
0.7264 |
|
LOW |
0.7223 |
|
0.618 |
0.7157 |
|
1.000 |
0.7116 |
|
1.618 |
0.7050 |
|
2.618 |
0.6943 |
|
4.250 |
0.6768 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7304 |
0.7300 |
| PP |
0.7290 |
0.7283 |
| S1 |
0.7277 |
0.7266 |
|