CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 17-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7223 |
0.7177 |
-0.0046 |
-0.6% |
0.7186 |
High |
0.7229 |
0.7186 |
-0.0043 |
-0.6% |
0.7247 |
Low |
0.7152 |
0.7169 |
0.0017 |
0.2% |
0.7152 |
Close |
0.7178 |
0.7185 |
0.0007 |
0.1% |
0.7178 |
Range |
0.0077 |
0.0017 |
-0.0060 |
-77.9% |
0.0095 |
ATR |
0.0061 |
0.0058 |
-0.0003 |
-5.2% |
0.0000 |
Volume |
24,016 |
4,296 |
-19,720 |
-82.1% |
490,740 |
|
Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7231 |
0.7225 |
0.7194 |
|
R3 |
0.7214 |
0.7208 |
0.7190 |
|
R2 |
0.7197 |
0.7197 |
0.7188 |
|
R1 |
0.7191 |
0.7191 |
0.7187 |
0.7194 |
PP |
0.7180 |
0.7180 |
0.7180 |
0.7182 |
S1 |
0.7174 |
0.7174 |
0.7183 |
0.7177 |
S2 |
0.7163 |
0.7163 |
0.7182 |
|
S3 |
0.7146 |
0.7157 |
0.7180 |
|
S4 |
0.7129 |
0.7140 |
0.7176 |
|
|
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% |
0.0041 |
0.6% |
35% |
False |
False |
80,038 |
10 |
0.7395 |
0.7152 |
0.0243 |
3.4% |
0.0054 |
0.8% |
14% |
False |
False |
91,228 |
20 |
0.7396 |
0.7152 |
0.0244 |
3.4% |
0.0059 |
0.8% |
14% |
False |
False |
94,241 |
40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
43% |
False |
False |
101,264 |
60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0058 |
0.8% |
43% |
False |
False |
97,325 |
80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0060 |
0.8% |
43% |
False |
False |
83,373 |
100 |
0.7453 |
0.7024 |
0.0429 |
6.0% |
0.0058 |
0.8% |
38% |
False |
False |
66,773 |
120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
35% |
False |
False |
55,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7258 |
2.618 |
0.7231 |
1.618 |
0.7214 |
1.000 |
0.7203 |
0.618 |
0.7197 |
HIGH |
0.7186 |
0.618 |
0.7180 |
0.500 |
0.7178 |
0.382 |
0.7175 |
LOW |
0.7169 |
0.618 |
0.7158 |
1.000 |
0.7152 |
1.618 |
0.7141 |
2.618 |
0.7124 |
4.250 |
0.7097 |
|
|
Fisher Pivots for day following 17-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7183 |
0.7200 |
PP |
0.7180 |
0.7195 |
S1 |
0.7178 |
0.7190 |
|