CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7210 |
0.7224 |
0.0014 |
0.2% |
0.7373 |
| High |
0.7246 |
0.7254 |
0.0008 |
0.1% |
0.7407 |
| Low |
0.7210 |
0.7218 |
0.0008 |
0.1% |
0.7204 |
| Close |
0.7228 |
0.7234 |
0.0006 |
0.1% |
0.7221 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0203 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
72,426 |
68,409 |
-4,017 |
-5.5% |
24,817 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7325 |
0.7254 |
|
| R3 |
0.7307 |
0.7289 |
0.7244 |
|
| R2 |
0.7271 |
0.7271 |
0.7241 |
|
| R1 |
0.7253 |
0.7253 |
0.7237 |
0.7262 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7240 |
| S1 |
0.7217 |
0.7217 |
0.7231 |
0.7226 |
| S2 |
0.7199 |
0.7199 |
0.7227 |
|
| S3 |
0.7163 |
0.7181 |
0.7224 |
|
| S4 |
0.7127 |
0.7145 |
0.7214 |
|
|
| 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 |
0.7255 |
0.7190 |
0.0065 |
0.9% |
0.0041 |
0.6% |
68% |
False |
False |
40,814 |
| 10 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0052 |
0.7% |
20% |
False |
False |
22,114 |
| 20 |
0.7407 |
0.7190 |
0.0217 |
3.0% |
0.0059 |
0.8% |
20% |
False |
False |
11,488 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0056 |
0.8% |
53% |
False |
False |
5,837 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0050 |
0.7% |
53% |
False |
False |
3,911 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.1% |
0.0046 |
0.6% |
53% |
False |
False |
2,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7407 |
|
2.618 |
0.7348 |
|
1.618 |
0.7312 |
|
1.000 |
0.7290 |
|
0.618 |
0.7276 |
|
HIGH |
0.7254 |
|
0.618 |
0.7240 |
|
0.500 |
0.7236 |
|
0.382 |
0.7232 |
|
LOW |
0.7218 |
|
0.618 |
0.7196 |
|
1.000 |
0.7182 |
|
1.618 |
0.7160 |
|
2.618 |
0.7124 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7236 |
0.7231 |
| PP |
0.7235 |
0.7228 |
| S1 |
0.7235 |
0.7225 |
|