CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7191 |
0.0008 |
0.1% |
0.7201 |
| High |
0.7213 |
0.7211 |
-0.0002 |
0.0% |
0.7254 |
| Low |
0.7174 |
0.7098 |
-0.0076 |
-1.1% |
0.7161 |
| Close |
0.7180 |
0.7126 |
-0.0054 |
-0.8% |
0.7187 |
| Range |
0.0039 |
0.0113 |
0.0074 |
189.8% |
0.0093 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.8% |
0.0000 |
| Volume |
87,053 |
111,048 |
23,995 |
27.6% |
299,700 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7418 |
0.7188 |
|
| R3 |
0.7371 |
0.7305 |
0.7157 |
|
| R2 |
0.7258 |
0.7258 |
0.7147 |
|
| R1 |
0.7192 |
0.7192 |
0.7136 |
0.7169 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7133 |
| S1 |
0.7079 |
0.7079 |
0.7116 |
0.7056 |
| S2 |
0.7032 |
0.7032 |
0.7105 |
|
| S3 |
0.6919 |
0.6966 |
0.7095 |
|
| S4 |
0.6806 |
0.6853 |
0.7064 |
|
|
| 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 |
0.7098 |
0.0156 |
2.2% |
0.0056 |
0.8% |
18% |
False |
True |
87,955 |
| 10 |
0.7283 |
0.7098 |
0.0185 |
2.6% |
0.0053 |
0.7% |
15% |
False |
True |
58,276 |
| 20 |
0.7407 |
0.7098 |
0.0309 |
4.3% |
0.0058 |
0.8% |
9% |
False |
True |
30,020 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0057 |
0.8% |
24% |
False |
False |
15,110 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0052 |
0.7% |
24% |
False |
False |
10,099 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0047 |
0.7% |
24% |
False |
False |
7,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7507 |
|
1.618 |
0.7394 |
|
1.000 |
0.7324 |
|
0.618 |
0.7281 |
|
HIGH |
0.7211 |
|
0.618 |
0.7168 |
|
0.500 |
0.7155 |
|
0.382 |
0.7141 |
|
LOW |
0.7098 |
|
0.618 |
0.7028 |
|
1.000 |
0.6985 |
|
1.618 |
0.6915 |
|
2.618 |
0.6802 |
|
4.250 |
0.6618 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7155 |
0.7156 |
| PP |
0.7145 |
0.7146 |
| S1 |
0.7136 |
0.7136 |
|