CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7373 |
0.0043 |
0.6% |
0.7250 |
| High |
0.7332 |
0.7407 |
0.0075 |
1.0% |
0.7358 |
| Low |
0.7300 |
0.7360 |
0.0060 |
0.8% |
0.7213 |
| Close |
0.7316 |
0.7363 |
0.0047 |
0.6% |
0.7316 |
| Range |
0.0032 |
0.0047 |
0.0015 |
46.9% |
0.0145 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
4.1% |
0.0000 |
| Volume |
456 |
3,246 |
2,790 |
611.8% |
5,735 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7487 |
0.7389 |
|
| R3 |
0.7471 |
0.7440 |
0.7376 |
|
| R2 |
0.7424 |
0.7424 |
0.7372 |
|
| R1 |
0.7393 |
0.7393 |
0.7367 |
0.7385 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7373 |
| S1 |
0.7346 |
0.7346 |
0.7359 |
0.7338 |
| S2 |
0.7330 |
0.7330 |
0.7354 |
|
| S3 |
0.7283 |
0.7299 |
0.7350 |
|
| S4 |
0.7236 |
0.7252 |
0.7337 |
|
|
| 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 |
0.7407 |
0.7213 |
0.0194 |
2.6% |
0.0060 |
0.8% |
77% |
True |
False |
1,731 |
| 10 |
0.7407 |
0.7213 |
0.0194 |
2.6% |
0.0060 |
0.8% |
77% |
True |
False |
1,203 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.1% |
0.0057 |
0.8% |
81% |
True |
False |
689 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.0% |
0.0053 |
0.7% |
88% |
True |
False |
415 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.0% |
0.0048 |
0.6% |
88% |
True |
False |
291 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.0% |
0.0042 |
0.6% |
88% |
True |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7530 |
|
1.618 |
0.7483 |
|
1.000 |
0.7454 |
|
0.618 |
0.7436 |
|
HIGH |
0.7407 |
|
0.618 |
0.7389 |
|
0.500 |
0.7384 |
|
0.382 |
0.7378 |
|
LOW |
0.7360 |
|
0.618 |
0.7331 |
|
1.000 |
0.7313 |
|
1.618 |
0.7284 |
|
2.618 |
0.7237 |
|
4.250 |
0.7160 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7360 |
| PP |
0.7377 |
0.7357 |
| S1 |
0.7370 |
0.7354 |
|