CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7121 |
0.7045 |
-0.0076 |
-1.1% |
0.7186 |
| High |
0.7132 |
0.7075 |
-0.0057 |
-0.8% |
0.7213 |
| Low |
0.7037 |
0.7044 |
0.0007 |
0.1% |
0.7037 |
| Close |
0.7054 |
0.7052 |
-0.0002 |
0.0% |
0.7054 |
| Range |
0.0095 |
0.0031 |
-0.0064 |
-67.4% |
0.0176 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
101,664 |
38,356 |
-63,308 |
-62.3% |
483,974 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7150 |
0.7132 |
0.7069 |
|
| R3 |
0.7119 |
0.7101 |
0.7061 |
|
| R2 |
0.7088 |
0.7088 |
0.7058 |
|
| R1 |
0.7070 |
0.7070 |
0.7055 |
0.7079 |
| PP |
0.7057 |
0.7057 |
0.7057 |
0.7062 |
| S1 |
0.7039 |
0.7039 |
0.7049 |
0.7048 |
| S2 |
0.7026 |
0.7026 |
0.7046 |
|
| S3 |
0.6995 |
0.7008 |
0.7043 |
|
| S4 |
0.6964 |
0.6977 |
0.7035 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7518 |
0.7151 |
|
| R3 |
0.7453 |
0.7342 |
0.7102 |
|
| R2 |
0.7277 |
0.7277 |
0.7086 |
|
| R1 |
0.7166 |
0.7166 |
0.7070 |
0.7134 |
| PP |
0.7101 |
0.7101 |
0.7101 |
0.7085 |
| S1 |
0.6990 |
0.6990 |
0.7038 |
0.6958 |
| S2 |
0.6925 |
0.6925 |
0.7022 |
|
| S3 |
0.6749 |
0.6814 |
0.7006 |
|
| S4 |
0.6573 |
0.6638 |
0.6957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7213 |
0.7037 |
0.0176 |
2.5% |
0.0068 |
1.0% |
9% |
False |
False |
90,578 |
| 10 |
0.7254 |
0.7037 |
0.0217 |
3.1% |
0.0054 |
0.8% |
7% |
False |
False |
80,711 |
| 20 |
0.7407 |
0.7037 |
0.0370 |
5.2% |
0.0059 |
0.8% |
4% |
False |
False |
42,612 |
| 40 |
0.7407 |
0.7037 |
0.0370 |
5.2% |
0.0059 |
0.8% |
4% |
False |
False |
21,473 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.3% |
0.0053 |
0.8% |
4% |
False |
False |
14,341 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.3% |
0.0049 |
0.7% |
4% |
False |
False |
10,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7207 |
|
2.618 |
0.7156 |
|
1.618 |
0.7125 |
|
1.000 |
0.7106 |
|
0.618 |
0.7094 |
|
HIGH |
0.7075 |
|
0.618 |
0.7063 |
|
0.500 |
0.7060 |
|
0.382 |
0.7056 |
|
LOW |
0.7044 |
|
0.618 |
0.7025 |
|
1.000 |
0.7013 |
|
1.618 |
0.6994 |
|
2.618 |
0.6963 |
|
4.250 |
0.6912 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7098 |
| PP |
0.7057 |
0.7082 |
| S1 |
0.7055 |
0.7067 |
|