CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7352 |
-0.0020 |
-0.3% |
0.7250 |
| High |
0.7407 |
0.7369 |
-0.0038 |
-0.5% |
0.7358 |
| Low |
0.7341 |
0.7274 |
-0.0067 |
-0.9% |
0.7213 |
| Close |
0.7352 |
0.7278 |
-0.0074 |
-1.0% |
0.7316 |
| Range |
0.0066 |
0.0095 |
0.0029 |
43.9% |
0.0145 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
2,145 |
3,899 |
1,754 |
81.8% |
5,735 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7530 |
0.7330 |
|
| R3 |
0.7497 |
0.7435 |
0.7304 |
|
| R2 |
0.7402 |
0.7402 |
0.7295 |
|
| R1 |
0.7340 |
0.7340 |
0.7287 |
0.7324 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7299 |
| S1 |
0.7245 |
0.7245 |
0.7269 |
0.7229 |
| S2 |
0.7212 |
0.7212 |
0.7261 |
|
| S3 |
0.7117 |
0.7150 |
0.7252 |
|
| S4 |
0.7022 |
0.7055 |
0.7226 |
|
|
| 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 |
0.7274 |
0.0133 |
1.8% |
0.0058 |
0.8% |
3% |
False |
True |
2,157 |
| 10 |
0.7407 |
0.7213 |
0.0194 |
2.7% |
0.0063 |
0.9% |
34% |
False |
False |
1,763 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.1% |
0.0062 |
0.8% |
44% |
False |
False |
980 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0055 |
0.8% |
65% |
False |
False |
564 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0049 |
0.7% |
65% |
False |
False |
391 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0044 |
0.6% |
65% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7618 |
|
1.618 |
0.7523 |
|
1.000 |
0.7464 |
|
0.618 |
0.7428 |
|
HIGH |
0.7369 |
|
0.618 |
0.7333 |
|
0.500 |
0.7322 |
|
0.382 |
0.7310 |
|
LOW |
0.7274 |
|
0.618 |
0.7215 |
|
1.000 |
0.7179 |
|
1.618 |
0.7120 |
|
2.618 |
0.7025 |
|
4.250 |
0.6870 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7341 |
| PP |
0.7307 |
0.7320 |
| S1 |
0.7293 |
0.7299 |
|