CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7279 |
-0.0073 |
-1.0% |
0.7250 |
| High |
0.7369 |
0.7283 |
-0.0086 |
-1.2% |
0.7358 |
| Low |
0.7274 |
0.7204 |
-0.0070 |
-1.0% |
0.7213 |
| Close |
0.7278 |
0.7234 |
-0.0044 |
-0.6% |
0.7316 |
| Range |
0.0095 |
0.0079 |
-0.0016 |
-16.8% |
0.0145 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
3,899 |
7,328 |
3,429 |
87.9% |
5,735 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7435 |
0.7277 |
|
| R3 |
0.7398 |
0.7356 |
0.7256 |
|
| R2 |
0.7319 |
0.7319 |
0.7248 |
|
| R1 |
0.7277 |
0.7277 |
0.7241 |
0.7259 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7231 |
| S1 |
0.7198 |
0.7198 |
0.7227 |
0.7180 |
| S2 |
0.7161 |
0.7161 |
0.7220 |
|
| S3 |
0.7082 |
0.7119 |
0.7212 |
|
| S4 |
0.7003 |
0.7040 |
0.7191 |
|
|
| 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 |
0.7204 |
0.0203 |
2.8% |
0.0064 |
0.9% |
15% |
False |
True |
3,414 |
| 10 |
0.7407 |
0.7204 |
0.0203 |
2.8% |
0.0064 |
0.9% |
15% |
False |
True |
2,296 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.2% |
0.0062 |
0.9% |
24% |
False |
False |
1,338 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0055 |
0.8% |
53% |
False |
False |
747 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0049 |
0.7% |
53% |
False |
False |
513 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0045 |
0.6% |
53% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7619 |
|
2.618 |
0.7490 |
|
1.618 |
0.7411 |
|
1.000 |
0.7362 |
|
0.618 |
0.7332 |
|
HIGH |
0.7283 |
|
0.618 |
0.7253 |
|
0.500 |
0.7244 |
|
0.382 |
0.7234 |
|
LOW |
0.7204 |
|
0.618 |
0.7155 |
|
1.000 |
0.7125 |
|
1.618 |
0.7076 |
|
2.618 |
0.6997 |
|
4.250 |
0.6868 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7244 |
0.7306 |
| PP |
0.7240 |
0.7282 |
| S1 |
0.7237 |
0.7258 |
|