CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7192 |
0.0006 |
0.1% |
0.7365 |
| High |
0.7227 |
0.7226 |
-0.0001 |
0.0% |
0.7396 |
| Low |
0.7179 |
0.7186 |
0.0007 |
0.1% |
0.7192 |
| Close |
0.7187 |
0.7207 |
0.0020 |
0.3% |
0.7210 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0204 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
94,845 |
123,473 |
28,628 |
30.2% |
535,697 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7326 |
0.7307 |
0.7229 |
|
| R3 |
0.7286 |
0.7267 |
0.7218 |
|
| R2 |
0.7246 |
0.7246 |
0.7214 |
|
| R1 |
0.7227 |
0.7227 |
0.7211 |
0.7237 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7211 |
| S1 |
0.7187 |
0.7187 |
0.7203 |
0.7197 |
| S2 |
0.7166 |
0.7166 |
0.7200 |
|
| S3 |
0.7126 |
0.7147 |
0.7196 |
|
| S4 |
0.7086 |
0.7107 |
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 |
0.7357 |
0.7179 |
0.0178 |
2.5% |
0.0062 |
0.9% |
16% |
False |
False |
108,046 |
| 10 |
0.7396 |
0.7179 |
0.0217 |
3.0% |
0.0062 |
0.9% |
13% |
False |
False |
107,353 |
| 20 |
0.7396 |
0.7167 |
0.0229 |
3.2% |
0.0065 |
0.9% |
17% |
False |
False |
104,440 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0062 |
0.9% |
49% |
False |
False |
103,340 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0059 |
0.8% |
49% |
False |
False |
98,926 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
49% |
False |
False |
79,955 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0059 |
0.8% |
41% |
False |
False |
64,008 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
40% |
False |
False |
53,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7331 |
|
1.618 |
0.7291 |
|
1.000 |
0.7266 |
|
0.618 |
0.7251 |
|
HIGH |
0.7226 |
|
0.618 |
0.7211 |
|
0.500 |
0.7206 |
|
0.382 |
0.7201 |
|
LOW |
0.7186 |
|
0.618 |
0.7161 |
|
1.000 |
0.7146 |
|
1.618 |
0.7121 |
|
2.618 |
0.7081 |
|
4.250 |
0.7016 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7207 |
0.7211 |
| PP |
0.7206 |
0.7210 |
| S1 |
0.7206 |
0.7208 |
|