CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7213 |
0.7227 |
0.0014 |
0.2% |
0.7100 |
High |
0.7229 |
0.7253 |
0.0024 |
0.3% |
0.7263 |
Low |
0.7199 |
0.7221 |
0.0022 |
0.3% |
0.7072 |
Close |
0.7229 |
0.7228 |
-0.0001 |
0.0% |
0.7203 |
Range |
0.0030 |
0.0032 |
0.0002 |
6.7% |
0.0191 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
184 |
53 |
-131 |
-71.2% |
1,553 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7330 |
0.7311 |
0.7246 |
|
R3 |
0.7298 |
0.7279 |
0.7237 |
|
R2 |
0.7266 |
0.7266 |
0.7234 |
|
R1 |
0.7247 |
0.7247 |
0.7231 |
0.7257 |
PP |
0.7234 |
0.7234 |
0.7234 |
0.7239 |
S1 |
0.7215 |
0.7215 |
0.7225 |
0.7225 |
S2 |
0.7202 |
0.7202 |
0.7222 |
|
S3 |
0.7170 |
0.7183 |
0.7219 |
|
S4 |
0.7138 |
0.7151 |
0.7210 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7752 |
0.7669 |
0.7308 |
|
R3 |
0.7561 |
0.7478 |
0.7256 |
|
R2 |
0.7370 |
0.7370 |
0.7238 |
|
R1 |
0.7287 |
0.7287 |
0.7221 |
0.7328 |
PP |
0.7179 |
0.7179 |
0.7179 |
0.7200 |
S1 |
0.7096 |
0.7096 |
0.7185 |
0.7138 |
S2 |
0.6988 |
0.6988 |
0.7168 |
|
S3 |
0.6797 |
0.6905 |
0.7150 |
|
S4 |
0.6606 |
0.6714 |
0.7098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7263 |
0.7084 |
0.0179 |
2.5% |
0.0057 |
0.8% |
80% |
False |
False |
338 |
10 |
0.7263 |
0.7036 |
0.0227 |
3.1% |
0.0053 |
0.7% |
85% |
False |
False |
203 |
20 |
0.7263 |
0.7036 |
0.0227 |
3.1% |
0.0049 |
0.7% |
85% |
False |
False |
149 |
40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0043 |
0.6% |
68% |
False |
False |
97 |
60 |
0.7379 |
0.7036 |
0.0343 |
4.7% |
0.0038 |
0.5% |
56% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7389 |
2.618 |
0.7337 |
1.618 |
0.7305 |
1.000 |
0.7285 |
0.618 |
0.7273 |
HIGH |
0.7253 |
0.618 |
0.7241 |
0.500 |
0.7237 |
0.382 |
0.7233 |
LOW |
0.7221 |
0.618 |
0.7201 |
1.000 |
0.7189 |
1.618 |
0.7169 |
2.618 |
0.7137 |
4.250 |
0.7085 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7237 |
0.7230 |
PP |
0.7234 |
0.7229 |
S1 |
0.7231 |
0.7229 |
|