CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7359 |
0.7340 |
-0.0019 |
-0.3% |
0.7237 |
High |
0.7395 |
0.7357 |
-0.0038 |
-0.5% |
0.7347 |
Low |
0.7328 |
0.7261 |
-0.0067 |
-0.9% |
0.7202 |
Close |
0.7340 |
0.7266 |
-0.0074 |
-1.0% |
0.7305 |
Range |
0.0067 |
0.0096 |
0.0029 |
43.3% |
0.0145 |
ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
Volume |
95,336 |
81,895 |
-13,441 |
-14.1% |
484,522 |
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7520 |
0.7319 |
|
R3 |
0.7487 |
0.7424 |
0.7292 |
|
R2 |
0.7391 |
0.7391 |
0.7284 |
|
R1 |
0.7328 |
0.7328 |
0.7275 |
0.7312 |
PP |
0.7295 |
0.7295 |
0.7295 |
0.7286 |
S1 |
0.7232 |
0.7232 |
0.7257 |
0.7215 |
S2 |
0.7199 |
0.7199 |
0.7248 |
|
S3 |
0.7103 |
0.7136 |
0.7240 |
|
S4 |
0.7007 |
0.7040 |
0.7213 |
|
|
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 |
0.7396 |
0.7261 |
0.0135 |
1.9% |
0.0060 |
0.8% |
4% |
False |
True |
100,187 |
10 |
0.7396 |
0.7202 |
0.0194 |
2.7% |
0.0066 |
0.9% |
33% |
False |
False |
95,526 |
20 |
0.7396 |
0.7167 |
0.0229 |
3.2% |
0.0067 |
0.9% |
43% |
False |
False |
101,128 |
40 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0063 |
0.9% |
65% |
False |
False |
102,732 |
60 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0060 |
0.8% |
65% |
False |
False |
96,732 |
80 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0061 |
0.8% |
65% |
False |
False |
74,257 |
100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0060 |
0.8% |
55% |
False |
False |
59,427 |
120 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0058 |
0.8% |
52% |
False |
False |
49,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7765 |
2.618 |
0.7608 |
1.618 |
0.7512 |
1.000 |
0.7453 |
0.618 |
0.7416 |
HIGH |
0.7357 |
0.618 |
0.7320 |
0.500 |
0.7309 |
0.382 |
0.7298 |
LOW |
0.7261 |
0.618 |
0.7202 |
1.000 |
0.7165 |
1.618 |
0.7106 |
2.618 |
0.7010 |
4.250 |
0.6853 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7309 |
0.7329 |
PP |
0.7295 |
0.7308 |
S1 |
0.7280 |
0.7287 |
|