CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7201 |
0.7202 |
0.0001 |
0.0% |
0.7373 |
| High |
0.7238 |
0.7235 |
-0.0003 |
0.0% |
0.7407 |
| Low |
0.7190 |
0.7196 |
0.0006 |
0.1% |
0.7204 |
| Close |
0.7198 |
0.7217 |
0.0019 |
0.3% |
0.7221 |
| Range |
0.0048 |
0.0039 |
-0.0009 |
-18.8% |
0.0203 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
14,912 |
40,126 |
25,214 |
169.1% |
24,817 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7314 |
0.7238 |
|
| R3 |
0.7294 |
0.7275 |
0.7228 |
|
| R2 |
0.7255 |
0.7255 |
0.7224 |
|
| R1 |
0.7236 |
0.7236 |
0.7221 |
0.7246 |
| PP |
0.7216 |
0.7216 |
0.7216 |
0.7221 |
| S1 |
0.7197 |
0.7197 |
0.7213 |
0.7207 |
| S2 |
0.7177 |
0.7177 |
0.7210 |
|
| S3 |
0.7138 |
0.7158 |
0.7206 |
|
| S4 |
0.7099 |
0.7119 |
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 |
0.7369 |
0.7190 |
0.0179 |
2.5% |
0.0061 |
0.8% |
15% |
False |
False |
14,892 |
| 10 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0061 |
0.8% |
12% |
False |
False |
8,510 |
| 20 |
0.7407 |
0.7178 |
0.0229 |
3.2% |
0.0061 |
0.8% |
17% |
False |
False |
4,458 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0056 |
0.8% |
49% |
False |
False |
2,326 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0050 |
0.7% |
49% |
False |
False |
1,564 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0046 |
0.6% |
49% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7401 |
|
2.618 |
0.7337 |
|
1.618 |
0.7298 |
|
1.000 |
0.7274 |
|
0.618 |
0.7259 |
|
HIGH |
0.7235 |
|
0.618 |
0.7220 |
|
0.500 |
0.7216 |
|
0.382 |
0.7211 |
|
LOW |
0.7196 |
|
0.618 |
0.7172 |
|
1.000 |
0.7157 |
|
1.618 |
0.7133 |
|
2.618 |
0.7094 |
|
4.250 |
0.7030 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7217 |
0.7223 |
| PP |
0.7216 |
0.7221 |
| S1 |
0.7216 |
0.7219 |
|