CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7235 |
0.7244 |
0.0009 |
0.1% |
0.7326 |
| High |
0.7277 |
0.7342 |
0.0065 |
0.9% |
0.7336 |
| Low |
0.7213 |
0.7236 |
0.0023 |
0.3% |
0.7217 |
| Close |
0.7238 |
0.7328 |
0.0090 |
1.2% |
0.7246 |
| Range |
0.0064 |
0.0106 |
0.0042 |
65.6% |
0.0119 |
| ATR |
0.0057 |
0.0061 |
0.0003 |
6.1% |
0.0000 |
| Volume |
165 |
3,748 |
3,583 |
2,171.5% |
3,058 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7580 |
0.7386 |
|
| R3 |
0.7514 |
0.7474 |
0.7357 |
|
| R2 |
0.7408 |
0.7408 |
0.7347 |
|
| R1 |
0.7368 |
0.7368 |
0.7338 |
0.7388 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7312 |
| S1 |
0.7262 |
0.7262 |
0.7318 |
0.7282 |
| S2 |
0.7196 |
0.7196 |
0.7309 |
|
| S3 |
0.7090 |
0.7156 |
0.7299 |
|
| S4 |
0.6984 |
0.7050 |
0.7270 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7623 |
0.7554 |
0.7311 |
|
| R3 |
0.7504 |
0.7435 |
0.7279 |
|
| R2 |
0.7385 |
0.7385 |
0.7268 |
|
| R1 |
0.7316 |
0.7316 |
0.7257 |
0.7291 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7254 |
| S1 |
0.7197 |
0.7197 |
0.7235 |
0.7172 |
| S2 |
0.7147 |
0.7147 |
0.7224 |
|
| S3 |
0.7028 |
0.7078 |
0.7213 |
|
| S4 |
0.6909 |
0.6959 |
0.7181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7342 |
0.7213 |
0.0129 |
1.8% |
0.0069 |
0.9% |
89% |
True |
False |
1,369 |
| 10 |
0.7351 |
0.7209 |
0.0142 |
1.9% |
0.0067 |
0.9% |
84% |
False |
False |
760 |
| 20 |
0.7351 |
0.7084 |
0.0267 |
3.6% |
0.0061 |
0.8% |
91% |
False |
False |
525 |
| 40 |
0.7351 |
0.7036 |
0.0315 |
4.3% |
0.0053 |
0.7% |
93% |
False |
False |
301 |
| 60 |
0.7351 |
0.7036 |
0.0315 |
4.3% |
0.0047 |
0.6% |
93% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7620 |
|
1.618 |
0.7514 |
|
1.000 |
0.7448 |
|
0.618 |
0.7408 |
|
HIGH |
0.7342 |
|
0.618 |
0.7302 |
|
0.500 |
0.7289 |
|
0.382 |
0.7276 |
|
LOW |
0.7236 |
|
0.618 |
0.7170 |
|
1.000 |
0.7130 |
|
1.618 |
0.7064 |
|
2.618 |
0.6958 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7311 |
| PP |
0.7302 |
0.7294 |
| S1 |
0.7289 |
0.7278 |
|