CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 17-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7230 |
0.7186 |
-0.0044 |
-0.6% |
0.7201 |
High |
0.7237 |
0.7196 |
-0.0041 |
-0.6% |
0.7254 |
Low |
0.7161 |
0.7178 |
0.0017 |
0.2% |
0.7161 |
Close |
0.7187 |
0.7187 |
0.0000 |
0.0% |
0.7187 |
Range |
0.0076 |
0.0018 |
-0.0058 |
-76.3% |
0.0093 |
ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
103,827 |
69,438 |
-34,389 |
-33.1% |
299,700 |
|
Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7241 |
0.7232 |
0.7197 |
|
R3 |
0.7223 |
0.7214 |
0.7192 |
|
R2 |
0.7205 |
0.7205 |
0.7190 |
|
R1 |
0.7196 |
0.7196 |
0.7189 |
0.7201 |
PP |
0.7187 |
0.7187 |
0.7187 |
0.7189 |
S1 |
0.7178 |
0.7178 |
0.7185 |
0.7183 |
S2 |
0.7169 |
0.7169 |
0.7184 |
|
S3 |
0.7151 |
0.7160 |
0.7182 |
|
S4 |
0.7133 |
0.7142 |
0.7177 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7480 |
0.7426 |
0.7238 |
|
R3 |
0.7387 |
0.7333 |
0.7213 |
|
R2 |
0.7294 |
0.7294 |
0.7204 |
|
R1 |
0.7240 |
0.7240 |
0.7196 |
0.7221 |
PP |
0.7201 |
0.7201 |
0.7201 |
0.7191 |
S1 |
0.7147 |
0.7147 |
0.7178 |
0.7128 |
S2 |
0.7108 |
0.7108 |
0.7170 |
|
S3 |
0.7015 |
0.7054 |
0.7161 |
|
S4 |
0.6922 |
0.6961 |
0.7136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7254 |
0.7161 |
0.0093 |
1.3% |
0.0041 |
0.6% |
28% |
False |
False |
70,845 |
10 |
0.7407 |
0.7161 |
0.0246 |
3.4% |
0.0054 |
0.7% |
11% |
False |
False |
39,070 |
20 |
0.7407 |
0.7161 |
0.0246 |
3.4% |
0.0057 |
0.8% |
11% |
False |
False |
20,137 |
40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0055 |
0.8% |
41% |
False |
False |
10,159 |
60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0050 |
0.7% |
41% |
False |
False |
6,798 |
80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0047 |
0.6% |
41% |
False |
False |
5,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7273 |
2.618 |
0.7243 |
1.618 |
0.7225 |
1.000 |
0.7214 |
0.618 |
0.7207 |
HIGH |
0.7196 |
0.618 |
0.7189 |
0.500 |
0.7187 |
0.382 |
0.7185 |
LOW |
0.7178 |
0.618 |
0.7167 |
1.000 |
0.7160 |
1.618 |
0.7149 |
2.618 |
0.7131 |
4.250 |
0.7102 |
|
|
Fisher Pivots for day following 17-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7187 |
0.7208 |
PP |
0.7187 |
0.7201 |
S1 |
0.7187 |
0.7194 |
|