CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7272 |
0.7231 |
-0.0041 |
-0.6% |
0.7213 |
High |
0.7273 |
0.7246 |
-0.0027 |
-0.4% |
0.7310 |
Low |
0.7234 |
0.7190 |
-0.0044 |
-0.6% |
0.7199 |
Close |
0.7240 |
0.7201 |
-0.0039 |
-0.5% |
0.7240 |
Range |
0.0039 |
0.0056 |
0.0017 |
43.6% |
0.0111 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
Volume |
268 |
449 |
181 |
67.5% |
783 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7380 |
0.7347 |
0.7232 |
|
R3 |
0.7324 |
0.7291 |
0.7216 |
|
R2 |
0.7268 |
0.7268 |
0.7211 |
|
R1 |
0.7235 |
0.7235 |
0.7206 |
0.7224 |
PP |
0.7212 |
0.7212 |
0.7212 |
0.7207 |
S1 |
0.7179 |
0.7179 |
0.7196 |
0.7168 |
S2 |
0.7156 |
0.7156 |
0.7191 |
|
S3 |
0.7100 |
0.7123 |
0.7186 |
|
S4 |
0.7044 |
0.7067 |
0.7170 |
|
|
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 |
0.7190 |
0.0120 |
1.7% |
0.0052 |
0.7% |
9% |
False |
True |
209 |
10 |
0.7310 |
0.7073 |
0.0237 |
3.3% |
0.0057 |
0.8% |
54% |
False |
False |
272 |
20 |
0.7310 |
0.7036 |
0.0274 |
3.8% |
0.0051 |
0.7% |
60% |
False |
False |
193 |
40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0044 |
0.6% |
58% |
False |
False |
117 |
60 |
0.7379 |
0.7036 |
0.0343 |
4.8% |
0.0041 |
0.6% |
48% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7484 |
2.618 |
0.7393 |
1.618 |
0.7337 |
1.000 |
0.7302 |
0.618 |
0.7281 |
HIGH |
0.7246 |
0.618 |
0.7225 |
0.500 |
0.7218 |
0.382 |
0.7211 |
LOW |
0.7190 |
0.618 |
0.7155 |
1.000 |
0.7134 |
1.618 |
0.7099 |
2.618 |
0.7043 |
4.250 |
0.6952 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7218 |
0.7250 |
PP |
0.7212 |
0.7234 |
S1 |
0.7207 |
0.7217 |
|