CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7216 |
0.7223 |
0.0007 |
0.1% |
0.7186 |
| High |
0.7247 |
0.7229 |
-0.0018 |
-0.2% |
0.7247 |
| Low |
0.7213 |
0.7152 |
-0.0061 |
-0.8% |
0.7152 |
| Close |
0.7226 |
0.7178 |
-0.0048 |
-0.7% |
0.7178 |
| Range |
0.0034 |
0.0077 |
0.0043 |
126.5% |
0.0095 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
112,294 |
24,016 |
-88,278 |
-78.6% |
490,740 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7375 |
0.7220 |
|
| R3 |
0.7340 |
0.7298 |
0.7199 |
|
| R2 |
0.7263 |
0.7263 |
0.7192 |
|
| R1 |
0.7221 |
0.7221 |
0.7185 |
0.7204 |
| PP |
0.7186 |
0.7186 |
0.7186 |
0.7178 |
| S1 |
0.7144 |
0.7144 |
0.7171 |
0.7127 |
| S2 |
0.7109 |
0.7109 |
0.7164 |
|
| S3 |
0.7032 |
0.7067 |
0.7157 |
|
| S4 |
0.6955 |
0.6990 |
0.7136 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7423 |
0.7230 |
|
| R3 |
0.7382 |
0.7328 |
0.7204 |
|
| R2 |
0.7287 |
0.7287 |
0.7195 |
|
| R1 |
0.7233 |
0.7233 |
0.7187 |
0.7213 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7182 |
| S1 |
0.7138 |
0.7138 |
0.7169 |
0.7118 |
| S2 |
0.7097 |
0.7097 |
0.7161 |
|
| S3 |
0.7002 |
0.7043 |
0.7152 |
|
| S4 |
0.6907 |
0.6948 |
0.7126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7247 |
0.7152 |
0.0095 |
1.3% |
0.0047 |
0.7% |
27% |
False |
True |
98,148 |
| 10 |
0.7396 |
0.7152 |
0.0244 |
3.4% |
0.0057 |
0.8% |
11% |
False |
True |
102,643 |
| 20 |
0.7396 |
0.7152 |
0.0244 |
3.4% |
0.0062 |
0.9% |
11% |
False |
True |
99,956 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0062 |
0.9% |
41% |
False |
False |
103,605 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0059 |
0.8% |
41% |
False |
False |
98,639 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
41% |
False |
False |
83,341 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0059 |
0.8% |
35% |
False |
False |
66,731 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0059 |
0.8% |
33% |
False |
False |
55,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7431 |
|
1.618 |
0.7354 |
|
1.000 |
0.7306 |
|
0.618 |
0.7277 |
|
HIGH |
0.7229 |
|
0.618 |
0.7200 |
|
0.500 |
0.7191 |
|
0.382 |
0.7181 |
|
LOW |
0.7152 |
|
0.618 |
0.7104 |
|
1.000 |
0.7075 |
|
1.618 |
0.7027 |
|
2.618 |
0.6950 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7200 |
| PP |
0.7186 |
0.7192 |
| S1 |
0.7182 |
0.7185 |
|