CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 30-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7317 |
0.7330 |
0.0013 |
0.2% |
0.7250 |
High |
0.7358 |
0.7332 |
-0.0026 |
-0.4% |
0.7358 |
Low |
0.7309 |
0.7300 |
-0.0009 |
-0.1% |
0.7213 |
Close |
0.7333 |
0.7316 |
-0.0017 |
-0.2% |
0.7316 |
Range |
0.0049 |
0.0032 |
-0.0017 |
-34.7% |
0.0145 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
1,042 |
456 |
-586 |
-56.2% |
5,735 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7412 |
0.7396 |
0.7334 |
|
R3 |
0.7380 |
0.7364 |
0.7325 |
|
R2 |
0.7348 |
0.7348 |
0.7322 |
|
R1 |
0.7332 |
0.7332 |
0.7319 |
0.7324 |
PP |
0.7316 |
0.7316 |
0.7316 |
0.7312 |
S1 |
0.7300 |
0.7300 |
0.7313 |
0.7292 |
S2 |
0.7284 |
0.7284 |
0.7310 |
|
S3 |
0.7252 |
0.7268 |
0.7307 |
|
S4 |
0.7220 |
0.7236 |
0.7298 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7731 |
0.7668 |
0.7396 |
|
R3 |
0.7586 |
0.7523 |
0.7356 |
|
R2 |
0.7441 |
0.7441 |
0.7343 |
|
R1 |
0.7378 |
0.7378 |
0.7329 |
0.7410 |
PP |
0.7296 |
0.7296 |
0.7296 |
0.7311 |
S1 |
0.7233 |
0.7233 |
0.7303 |
0.7265 |
S2 |
0.7151 |
0.7151 |
0.7289 |
|
S3 |
0.7006 |
0.7088 |
0.7276 |
|
S4 |
0.6861 |
0.6943 |
0.7236 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7358 |
0.7213 |
0.0145 |
2.0% |
0.0062 |
0.9% |
71% |
False |
False |
1,147 |
10 |
0.7358 |
0.7213 |
0.0145 |
2.0% |
0.0063 |
0.9% |
71% |
False |
False |
890 |
20 |
0.7358 |
0.7178 |
0.0180 |
2.5% |
0.0058 |
0.8% |
77% |
False |
False |
592 |
40 |
0.7358 |
0.7036 |
0.0322 |
4.4% |
0.0053 |
0.7% |
87% |
False |
False |
335 |
60 |
0.7358 |
0.7036 |
0.0322 |
4.4% |
0.0048 |
0.7% |
87% |
False |
False |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7468 |
2.618 |
0.7416 |
1.618 |
0.7384 |
1.000 |
0.7364 |
0.618 |
0.7352 |
HIGH |
0.7332 |
0.618 |
0.7320 |
0.500 |
0.7316 |
0.382 |
0.7312 |
LOW |
0.7300 |
0.618 |
0.7280 |
1.000 |
0.7268 |
1.618 |
0.7248 |
2.618 |
0.7216 |
4.250 |
0.7164 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7316 |
0.7310 |
PP |
0.7316 |
0.7303 |
S1 |
0.7316 |
0.7297 |
|