CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7191 |
0.7127 |
-0.0064 |
-0.9% |
0.7201 |
| High |
0.7211 |
0.7158 |
-0.0053 |
-0.7% |
0.7254 |
| Low |
0.7098 |
0.7096 |
-0.0002 |
0.0% |
0.7161 |
| Close |
0.7126 |
0.7129 |
0.0003 |
0.0% |
0.7187 |
| Range |
0.0113 |
0.0062 |
-0.0051 |
-45.1% |
0.0093 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
111,048 |
114,771 |
3,723 |
3.4% |
299,700 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7283 |
0.7163 |
|
| R3 |
0.7252 |
0.7221 |
0.7146 |
|
| R2 |
0.7190 |
0.7190 |
0.7140 |
|
| R1 |
0.7159 |
0.7159 |
0.7135 |
0.7175 |
| PP |
0.7128 |
0.7128 |
0.7128 |
0.7135 |
| S1 |
0.7097 |
0.7097 |
0.7123 |
0.7113 |
| S2 |
0.7066 |
0.7066 |
0.7118 |
|
| S3 |
0.7004 |
0.7035 |
0.7112 |
|
| S4 |
0.6942 |
0.6973 |
0.7095 |
|
|
| 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 |
0.7237 |
0.7096 |
0.0141 |
2.0% |
0.0062 |
0.9% |
23% |
False |
True |
97,227 |
| 10 |
0.7255 |
0.7096 |
0.0159 |
2.2% |
0.0051 |
0.7% |
21% |
False |
True |
69,020 |
| 20 |
0.7407 |
0.7096 |
0.0311 |
4.4% |
0.0058 |
0.8% |
11% |
False |
True |
35,658 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0058 |
0.8% |
25% |
False |
False |
17,978 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0052 |
0.7% |
25% |
False |
False |
12,011 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0048 |
0.7% |
25% |
False |
False |
9,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7422 |
|
2.618 |
0.7320 |
|
1.618 |
0.7258 |
|
1.000 |
0.7220 |
|
0.618 |
0.7196 |
|
HIGH |
0.7158 |
|
0.618 |
0.7134 |
|
0.500 |
0.7127 |
|
0.382 |
0.7120 |
|
LOW |
0.7096 |
|
0.618 |
0.7058 |
|
1.000 |
0.7034 |
|
1.618 |
0.6996 |
|
2.618 |
0.6934 |
|
4.250 |
0.6833 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7128 |
0.7155 |
| PP |
0.7128 |
0.7146 |
| S1 |
0.7127 |
0.7138 |
|