CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7183 |
-0.0003 |
0.0% |
0.7201 |
| High |
0.7196 |
0.7213 |
0.0017 |
0.2% |
0.7254 |
| Low |
0.7178 |
0.7174 |
-0.0004 |
-0.1% |
0.7161 |
| Close |
0.7187 |
0.7180 |
-0.0007 |
-0.1% |
0.7187 |
| Range |
0.0018 |
0.0039 |
0.0021 |
116.7% |
0.0093 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
69,438 |
87,053 |
17,615 |
25.4% |
299,700 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7306 |
0.7282 |
0.7201 |
|
| R3 |
0.7267 |
0.7243 |
0.7191 |
|
| R2 |
0.7228 |
0.7228 |
0.7187 |
|
| R1 |
0.7204 |
0.7204 |
0.7184 |
0.7197 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7185 |
| S1 |
0.7165 |
0.7165 |
0.7176 |
0.7158 |
| S2 |
0.7150 |
0.7150 |
0.7173 |
|
| S3 |
0.7111 |
0.7126 |
0.7169 |
|
| S4 |
0.7072 |
0.7087 |
0.7159 |
|
|
| 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% |
20% |
False |
False |
80,230 |
| 10 |
0.7369 |
0.7161 |
0.0208 |
2.9% |
0.0051 |
0.7% |
9% |
False |
False |
47,561 |
| 20 |
0.7407 |
0.7161 |
0.0246 |
3.4% |
0.0056 |
0.8% |
8% |
False |
False |
24,482 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0055 |
0.8% |
39% |
False |
False |
12,334 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0051 |
0.7% |
39% |
False |
False |
8,248 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0046 |
0.6% |
39% |
False |
False |
6,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7379 |
|
2.618 |
0.7315 |
|
1.618 |
0.7276 |
|
1.000 |
0.7252 |
|
0.618 |
0.7237 |
|
HIGH |
0.7213 |
|
0.618 |
0.7198 |
|
0.500 |
0.7194 |
|
0.382 |
0.7189 |
|
LOW |
0.7174 |
|
0.618 |
0.7150 |
|
1.000 |
0.7135 |
|
1.618 |
0.7111 |
|
2.618 |
0.7072 |
|
4.250 |
0.7008 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7199 |
| PP |
0.7189 |
0.7193 |
| S1 |
0.7185 |
0.7186 |
|