CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7201 |
-0.0043 |
-0.6% |
0.7373 |
| High |
0.7255 |
0.7238 |
-0.0017 |
-0.2% |
0.7407 |
| Low |
0.7210 |
0.7190 |
-0.0020 |
-0.3% |
0.7204 |
| Close |
0.7221 |
0.7198 |
-0.0023 |
-0.3% |
0.7221 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0203 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
8,199 |
14,912 |
6,713 |
81.9% |
24,817 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7353 |
0.7323 |
0.7224 |
|
| R3 |
0.7305 |
0.7275 |
0.7211 |
|
| R2 |
0.7257 |
0.7257 |
0.7207 |
|
| R1 |
0.7227 |
0.7227 |
0.7202 |
0.7218 |
| PP |
0.7209 |
0.7209 |
0.7209 |
0.7204 |
| S1 |
0.7179 |
0.7179 |
0.7194 |
0.7170 |
| S2 |
0.7161 |
0.7161 |
0.7189 |
|
| S3 |
0.7113 |
0.7131 |
0.7185 |
|
| S4 |
0.7065 |
0.7083 |
0.7172 |
|
|
| 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 |
0.7190 |
0.0217 |
3.0% |
0.0067 |
0.9% |
4% |
False |
True |
7,296 |
| 10 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0063 |
0.9% |
4% |
False |
True |
4,514 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.2% |
0.0062 |
0.9% |
9% |
False |
False |
2,474 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0055 |
0.8% |
44% |
False |
False |
1,323 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0049 |
0.7% |
44% |
False |
False |
896 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0046 |
0.6% |
44% |
False |
False |
676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7364 |
|
1.618 |
0.7316 |
|
1.000 |
0.7286 |
|
0.618 |
0.7268 |
|
HIGH |
0.7238 |
|
0.618 |
0.7220 |
|
0.500 |
0.7214 |
|
0.382 |
0.7208 |
|
LOW |
0.7190 |
|
0.618 |
0.7160 |
|
1.000 |
0.7142 |
|
1.618 |
0.7112 |
|
2.618 |
0.7064 |
|
4.250 |
0.6986 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7214 |
0.7237 |
| PP |
0.7209 |
0.7224 |
| S1 |
0.7203 |
0.7211 |
|