CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7307 |
0.0081 |
1.1% |
0.7318 |
| High |
0.7330 |
0.7347 |
0.0017 |
0.2% |
0.7329 |
| Low |
0.7223 |
0.7297 |
0.0074 |
1.0% |
0.7205 |
| Close |
0.7317 |
0.7322 |
0.0005 |
0.1% |
0.7235 |
| Range |
0.0107 |
0.0050 |
-0.0057 |
-53.3% |
0.0124 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
114,259 |
124,684 |
10,425 |
9.1% |
369,575 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7472 |
0.7447 |
0.7350 |
|
| R3 |
0.7422 |
0.7397 |
0.7336 |
|
| R2 |
0.7372 |
0.7372 |
0.7331 |
|
| R1 |
0.7347 |
0.7347 |
0.7327 |
0.7360 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7328 |
| S1 |
0.7297 |
0.7297 |
0.7317 |
0.7310 |
| S2 |
0.7272 |
0.7272 |
0.7313 |
|
| S3 |
0.7222 |
0.7247 |
0.7308 |
|
| S4 |
0.7172 |
0.7197 |
0.7295 |
|
|
| 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 |
0.7347 |
0.7202 |
0.0145 |
2.0% |
0.0067 |
0.9% |
83% |
True |
False |
97,428 |
| 10 |
0.7347 |
0.7202 |
0.0145 |
2.0% |
0.0071 |
1.0% |
83% |
True |
False |
102,621 |
| 20 |
0.7347 |
0.7077 |
0.0270 |
3.7% |
0.0069 |
0.9% |
91% |
True |
False |
106,445 |
| 40 |
0.7347 |
0.7024 |
0.0323 |
4.4% |
0.0061 |
0.8% |
92% |
True |
False |
102,214 |
| 60 |
0.7347 |
0.7024 |
0.0323 |
4.4% |
0.0060 |
0.8% |
92% |
True |
False |
92,406 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0061 |
0.8% |
69% |
False |
False |
69,570 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.0% |
0.0059 |
0.8% |
68% |
False |
False |
55,666 |
| 120 |
0.7630 |
0.7024 |
0.0606 |
8.3% |
0.0058 |
0.8% |
49% |
False |
False |
46,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7560 |
|
2.618 |
0.7478 |
|
1.618 |
0.7428 |
|
1.000 |
0.7397 |
|
0.618 |
0.7378 |
|
HIGH |
0.7347 |
|
0.618 |
0.7328 |
|
0.500 |
0.7322 |
|
0.382 |
0.7316 |
|
LOW |
0.7297 |
|
0.618 |
0.7266 |
|
1.000 |
0.7247 |
|
1.618 |
0.7216 |
|
2.618 |
0.7166 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7306 |
| PP |
0.7322 |
0.7290 |
| S1 |
0.7322 |
0.7275 |
|