CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7283 |
0.7272 |
-0.0011 |
-0.2% |
0.7213 |
| High |
0.7310 |
0.7273 |
-0.0037 |
-0.5% |
0.7310 |
| Low |
0.7261 |
0.7234 |
-0.0027 |
-0.4% |
0.7199 |
| Close |
0.7263 |
0.7240 |
-0.0023 |
-0.3% |
0.7240 |
| Range |
0.0049 |
0.0039 |
-0.0010 |
-20.4% |
0.0111 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
111 |
268 |
157 |
141.4% |
783 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7366 |
0.7342 |
0.7261 |
|
| R3 |
0.7327 |
0.7303 |
0.7251 |
|
| R2 |
0.7288 |
0.7288 |
0.7247 |
|
| R1 |
0.7264 |
0.7264 |
0.7244 |
0.7257 |
| PP |
0.7249 |
0.7249 |
0.7249 |
0.7245 |
| S1 |
0.7225 |
0.7225 |
0.7236 |
0.7218 |
| S2 |
0.7210 |
0.7210 |
0.7233 |
|
| S3 |
0.7171 |
0.7186 |
0.7229 |
|
| S4 |
0.7132 |
0.7147 |
0.7219 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7522 |
0.7301 |
|
| R3 |
0.7472 |
0.7411 |
0.7271 |
|
| R2 |
0.7361 |
0.7361 |
0.7260 |
|
| R1 |
0.7300 |
0.7300 |
0.7250 |
0.7330 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7265 |
| S1 |
0.7189 |
0.7189 |
0.7230 |
0.7220 |
| S2 |
0.7139 |
0.7139 |
0.7220 |
|
| S3 |
0.7028 |
0.7078 |
0.7209 |
|
| S4 |
0.6917 |
0.6967 |
0.7179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7310 |
0.7199 |
0.0111 |
1.5% |
0.0046 |
0.6% |
37% |
False |
False |
156 |
| 10 |
0.7310 |
0.7072 |
0.0238 |
3.3% |
0.0056 |
0.8% |
71% |
False |
False |
233 |
| 20 |
0.7310 |
0.7036 |
0.0274 |
3.8% |
0.0049 |
0.7% |
74% |
False |
False |
172 |
| 40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0043 |
0.6% |
72% |
False |
False |
106 |
| 60 |
0.7379 |
0.7036 |
0.0343 |
4.7% |
0.0040 |
0.6% |
59% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7439 |
|
2.618 |
0.7375 |
|
1.618 |
0.7336 |
|
1.000 |
0.7312 |
|
0.618 |
0.7297 |
|
HIGH |
0.7273 |
|
0.618 |
0.7258 |
|
0.500 |
0.7254 |
|
0.382 |
0.7249 |
|
LOW |
0.7234 |
|
0.618 |
0.7210 |
|
1.000 |
0.7195 |
|
1.618 |
0.7171 |
|
2.618 |
0.7132 |
|
4.250 |
0.7068 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7254 |
0.7269 |
| PP |
0.7249 |
0.7259 |
| S1 |
0.7245 |
0.7250 |
|