CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 07-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7272 |
0.7233 |
-0.0039 |
-0.5% |
0.7365 |
High |
0.7272 |
0.7243 |
-0.0029 |
-0.4% |
0.7396 |
Low |
0.7192 |
0.7197 |
0.0005 |
0.1% |
0.7192 |
Close |
0.7222 |
0.7210 |
-0.0012 |
-0.2% |
0.7210 |
Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0204 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
136,185 |
103,832 |
-32,353 |
-23.8% |
535,697 |
|
Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7355 |
0.7328 |
0.7235 |
|
R3 |
0.7309 |
0.7282 |
0.7223 |
|
R2 |
0.7263 |
0.7263 |
0.7218 |
|
R1 |
0.7236 |
0.7236 |
0.7214 |
0.7227 |
PP |
0.7217 |
0.7217 |
0.7217 |
0.7212 |
S1 |
0.7190 |
0.7190 |
0.7206 |
0.7181 |
S2 |
0.7171 |
0.7171 |
0.7202 |
|
S3 |
0.7125 |
0.7144 |
0.7197 |
|
S4 |
0.7079 |
0.7098 |
0.7185 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7878 |
0.7748 |
0.7322 |
|
R3 |
0.7674 |
0.7544 |
0.7266 |
|
R2 |
0.7470 |
0.7470 |
0.7247 |
|
R1 |
0.7340 |
0.7340 |
0.7229 |
0.7303 |
PP |
0.7266 |
0.7266 |
0.7266 |
0.7248 |
S1 |
0.7136 |
0.7136 |
0.7191 |
0.7099 |
S2 |
0.7062 |
0.7062 |
0.7173 |
|
S3 |
0.6858 |
0.6932 |
0.7154 |
|
S4 |
0.6654 |
0.6728 |
0.7098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7396 |
0.7192 |
0.0204 |
2.8% |
0.0067 |
0.9% |
9% |
False |
False |
107,139 |
10 |
0.7396 |
0.7192 |
0.0204 |
2.8% |
0.0067 |
0.9% |
9% |
False |
False |
102,021 |
20 |
0.7396 |
0.7167 |
0.0229 |
3.2% |
0.0066 |
0.9% |
19% |
False |
False |
102,084 |
40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0062 |
0.9% |
50% |
False |
False |
101,823 |
60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0060 |
0.8% |
50% |
False |
False |
98,148 |
80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
50% |
False |
False |
77,242 |
100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0060 |
0.8% |
42% |
False |
False |
61,826 |
120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
40% |
False |
False |
51,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7439 |
2.618 |
0.7363 |
1.618 |
0.7317 |
1.000 |
0.7289 |
0.618 |
0.7271 |
HIGH |
0.7243 |
0.618 |
0.7225 |
0.500 |
0.7220 |
0.382 |
0.7215 |
LOW |
0.7197 |
0.618 |
0.7169 |
1.000 |
0.7151 |
1.618 |
0.7123 |
2.618 |
0.7077 |
4.250 |
0.7002 |
|
|
Fisher Pivots for day following 07-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7220 |
0.7275 |
PP |
0.7217 |
0.7253 |
S1 |
0.7213 |
0.7232 |
|