CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7233 |
0.7186 |
-0.0047 |
-0.6% |
0.7365 |
| High |
0.7243 |
0.7227 |
-0.0016 |
-0.2% |
0.7396 |
| Low |
0.7197 |
0.7179 |
-0.0018 |
-0.3% |
0.7192 |
| Close |
0.7210 |
0.7187 |
-0.0023 |
-0.3% |
0.7210 |
| Range |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0204 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
103,832 |
94,845 |
-8,987 |
-8.7% |
535,697 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7342 |
0.7312 |
0.7213 |
|
| R3 |
0.7294 |
0.7264 |
0.7200 |
|
| R2 |
0.7246 |
0.7246 |
0.7196 |
|
| R1 |
0.7216 |
0.7216 |
0.7191 |
0.7231 |
| PP |
0.7198 |
0.7198 |
0.7198 |
0.7205 |
| S1 |
0.7168 |
0.7168 |
0.7183 |
0.7183 |
| S2 |
0.7150 |
0.7150 |
0.7178 |
|
| S3 |
0.7102 |
0.7120 |
0.7174 |
|
| S4 |
0.7054 |
0.7072 |
0.7161 |
|
|
| 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 |
0.7395 |
0.7179 |
0.0216 |
3.0% |
0.0067 |
0.9% |
4% |
False |
True |
102,418 |
| 10 |
0.7396 |
0.7179 |
0.0217 |
3.0% |
0.0065 |
0.9% |
4% |
False |
True |
104,664 |
| 20 |
0.7396 |
0.7167 |
0.0229 |
3.2% |
0.0066 |
0.9% |
9% |
False |
False |
102,001 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0062 |
0.9% |
44% |
False |
False |
101,922 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0060 |
0.8% |
44% |
False |
False |
97,846 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
44% |
False |
False |
78,420 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0060 |
0.8% |
37% |
False |
False |
62,774 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
35% |
False |
False |
52,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7431 |
|
2.618 |
0.7353 |
|
1.618 |
0.7305 |
|
1.000 |
0.7275 |
|
0.618 |
0.7257 |
|
HIGH |
0.7227 |
|
0.618 |
0.7209 |
|
0.500 |
0.7203 |
|
0.382 |
0.7197 |
|
LOW |
0.7179 |
|
0.618 |
0.7149 |
|
1.000 |
0.7131 |
|
1.618 |
0.7101 |
|
2.618 |
0.7053 |
|
4.250 |
0.6975 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7226 |
| PP |
0.7198 |
0.7213 |
| S1 |
0.7192 |
0.7200 |
|