CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7279 |
0.7244 |
-0.0035 |
-0.5% |
0.7373 |
| High |
0.7283 |
0.7255 |
-0.0028 |
-0.4% |
0.7407 |
| Low |
0.7204 |
0.7210 |
0.0006 |
0.1% |
0.7204 |
| Close |
0.7234 |
0.7221 |
-0.0013 |
-0.2% |
0.7221 |
| Range |
0.0079 |
0.0045 |
-0.0034 |
-43.0% |
0.0203 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
7,328 |
8,199 |
871 |
11.9% |
24,817 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7364 |
0.7337 |
0.7246 |
|
| R3 |
0.7319 |
0.7292 |
0.7233 |
|
| R2 |
0.7274 |
0.7274 |
0.7229 |
|
| R1 |
0.7247 |
0.7247 |
0.7225 |
0.7238 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7224 |
| S1 |
0.7202 |
0.7202 |
0.7217 |
0.7193 |
| S2 |
0.7184 |
0.7184 |
0.7213 |
|
| S3 |
0.7139 |
0.7157 |
0.7209 |
|
| S4 |
0.7094 |
0.7112 |
0.7196 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7886 |
0.7757 |
0.7333 |
|
| R3 |
0.7683 |
0.7554 |
0.7277 |
|
| R2 |
0.7480 |
0.7480 |
0.7258 |
|
| R1 |
0.7351 |
0.7351 |
0.7240 |
0.7314 |
| PP |
0.7277 |
0.7277 |
0.7277 |
0.7259 |
| S1 |
0.7148 |
0.7148 |
0.7202 |
0.7111 |
| S2 |
0.7074 |
0.7074 |
0.7184 |
|
| S3 |
0.6871 |
0.6945 |
0.7165 |
|
| S4 |
0.6668 |
0.6742 |
0.7109 |
|
|
| 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% |
0.0066 |
0.9% |
8% |
False |
False |
4,963 |
| 10 |
0.7407 |
0.7204 |
0.0203 |
2.8% |
0.0064 |
0.9% |
8% |
False |
False |
3,055 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.2% |
0.0061 |
0.8% |
19% |
False |
False |
1,742 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0055 |
0.8% |
50% |
False |
False |
950 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0049 |
0.7% |
50% |
False |
False |
647 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0045 |
0.6% |
50% |
False |
False |
490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7373 |
|
1.618 |
0.7328 |
|
1.000 |
0.7300 |
|
0.618 |
0.7283 |
|
HIGH |
0.7255 |
|
0.618 |
0.7238 |
|
0.500 |
0.7233 |
|
0.382 |
0.7227 |
|
LOW |
0.7210 |
|
0.618 |
0.7182 |
|
1.000 |
0.7165 |
|
1.618 |
0.7137 |
|
2.618 |
0.7092 |
|
4.250 |
0.7019 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7233 |
0.7287 |
| PP |
0.7229 |
0.7265 |
| S1 |
0.7225 |
0.7243 |
|