CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7307 |
0.7319 |
0.0012 |
0.2% |
0.7237 |
| High |
0.7347 |
0.7328 |
-0.0019 |
-0.3% |
0.7347 |
| Low |
0.7297 |
0.7287 |
-0.0010 |
-0.1% |
0.7202 |
| Close |
0.7322 |
0.7305 |
-0.0017 |
-0.2% |
0.7305 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0145 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
124,684 |
80,572 |
-44,112 |
-35.4% |
484,522 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7408 |
0.7328 |
|
| R3 |
0.7389 |
0.7367 |
0.7316 |
|
| R2 |
0.7348 |
0.7348 |
0.7313 |
|
| R1 |
0.7326 |
0.7326 |
0.7309 |
0.7317 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7302 |
| S1 |
0.7285 |
0.7285 |
0.7301 |
0.7276 |
| S2 |
0.7266 |
0.7266 |
0.7297 |
|
| S3 |
0.7225 |
0.7244 |
0.7294 |
|
| S4 |
0.7184 |
0.7203 |
0.7282 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7657 |
0.7385 |
|
| R3 |
0.7575 |
0.7512 |
0.7345 |
|
| R2 |
0.7430 |
0.7430 |
0.7332 |
|
| R1 |
0.7367 |
0.7367 |
0.7318 |
0.7398 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7300 |
| S1 |
0.7222 |
0.7222 |
0.7292 |
0.7254 |
| S2 |
0.7140 |
0.7140 |
0.7278 |
|
| S3 |
0.6995 |
0.7077 |
0.7265 |
|
| S4 |
0.6850 |
0.6932 |
0.7225 |
|
|
| 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% |
0.0066 |
0.9% |
71% |
False |
False |
96,904 |
| 10 |
0.7347 |
0.7202 |
0.0145 |
2.0% |
0.0068 |
0.9% |
71% |
False |
False |
97,269 |
| 20 |
0.7347 |
0.7167 |
0.0180 |
2.5% |
0.0064 |
0.9% |
77% |
False |
False |
102,306 |
| 40 |
0.7347 |
0.7024 |
0.0323 |
4.4% |
0.0061 |
0.8% |
87% |
False |
False |
101,879 |
| 60 |
0.7347 |
0.7024 |
0.0323 |
4.4% |
0.0060 |
0.8% |
87% |
False |
False |
93,659 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0061 |
0.8% |
66% |
False |
False |
70,577 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.0% |
0.0059 |
0.8% |
64% |
False |
False |
56,471 |
| 120 |
0.7610 |
0.7024 |
0.0586 |
8.0% |
0.0058 |
0.8% |
48% |
False |
False |
47,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7502 |
|
2.618 |
0.7435 |
|
1.618 |
0.7394 |
|
1.000 |
0.7369 |
|
0.618 |
0.7353 |
|
HIGH |
0.7328 |
|
0.618 |
0.7312 |
|
0.500 |
0.7308 |
|
0.382 |
0.7303 |
|
LOW |
0.7287 |
|
0.618 |
0.7262 |
|
1.000 |
0.7246 |
|
1.618 |
0.7221 |
|
2.618 |
0.7180 |
|
4.250 |
0.7113 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7308 |
0.7298 |
| PP |
0.7307 |
0.7292 |
| S1 |
0.7306 |
0.7285 |
|