CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7202 |
0.7210 |
0.0008 |
0.1% |
0.7373 |
High |
0.7235 |
0.7246 |
0.0011 |
0.2% |
0.7407 |
Low |
0.7196 |
0.7210 |
0.0014 |
0.2% |
0.7204 |
Close |
0.7217 |
0.7228 |
0.0011 |
0.2% |
0.7221 |
Range |
0.0039 |
0.0036 |
-0.0003 |
-7.7% |
0.0203 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
40,126 |
72,426 |
32,300 |
80.5% |
24,817 |
|
Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7336 |
0.7318 |
0.7248 |
|
R3 |
0.7300 |
0.7282 |
0.7238 |
|
R2 |
0.7264 |
0.7264 |
0.7235 |
|
R1 |
0.7246 |
0.7246 |
0.7231 |
0.7255 |
PP |
0.7228 |
0.7228 |
0.7228 |
0.7233 |
S1 |
0.7210 |
0.7210 |
0.7225 |
0.7219 |
S2 |
0.7192 |
0.7192 |
0.7221 |
|
S3 |
0.7156 |
0.7174 |
0.7218 |
|
S4 |
0.7120 |
0.7138 |
0.7208 |
|
|
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 |
0.7283 |
0.7190 |
0.0093 |
1.3% |
0.0049 |
0.7% |
41% |
False |
False |
28,598 |
10 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0054 |
0.7% |
18% |
False |
False |
15,377 |
20 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0060 |
0.8% |
18% |
False |
False |
8,069 |
40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0056 |
0.8% |
52% |
False |
False |
4,135 |
60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0050 |
0.7% |
52% |
False |
False |
2,771 |
80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0046 |
0.6% |
52% |
False |
False |
2,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7399 |
2.618 |
0.7340 |
1.618 |
0.7304 |
1.000 |
0.7282 |
0.618 |
0.7268 |
HIGH |
0.7246 |
0.618 |
0.7232 |
0.500 |
0.7228 |
0.382 |
0.7224 |
LOW |
0.7210 |
0.618 |
0.7188 |
1.000 |
0.7174 |
1.618 |
0.7152 |
2.618 |
0.7116 |
4.250 |
0.7057 |
|
|
Fisher Pivots for day following 12-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7228 |
0.7225 |
PP |
0.7228 |
0.7221 |
S1 |
0.7228 |
0.7218 |
|