CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 27-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7062 |
0.7085 |
0.0023 |
0.3% |
0.7198 |
High |
0.7084 |
0.7085 |
0.0001 |
0.0% |
0.7214 |
Low |
0.7051 |
0.7037 |
-0.0014 |
-0.2% |
0.7064 |
Close |
0.7072 |
0.7037 |
-0.0035 |
-0.5% |
0.7064 |
Range |
0.0033 |
0.0048 |
0.0015 |
45.4% |
0.0150 |
ATR |
0.0042 |
0.0042 |
0.0000 |
1.1% |
0.0000 |
Volume |
7 |
288 |
281 |
4,014.3% |
117 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7197 |
0.7165 |
0.7063 |
|
R3 |
0.7149 |
0.7117 |
0.7050 |
|
R2 |
0.7101 |
0.7101 |
0.7046 |
|
R1 |
0.7069 |
0.7069 |
0.7041 |
0.7061 |
PP |
0.7053 |
0.7053 |
0.7053 |
0.7049 |
S1 |
0.7021 |
0.7021 |
0.7033 |
0.7013 |
S2 |
0.7005 |
0.7005 |
0.7028 |
|
S3 |
0.6957 |
0.6973 |
0.7024 |
|
S4 |
0.6909 |
0.6925 |
0.7011 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7564 |
0.7464 |
0.7147 |
|
R3 |
0.7414 |
0.7314 |
0.7105 |
|
R2 |
0.7264 |
0.7264 |
0.7092 |
|
R1 |
0.7164 |
0.7164 |
0.7078 |
0.7139 |
PP |
0.7114 |
0.7114 |
0.7114 |
0.7102 |
S1 |
0.7014 |
0.7014 |
0.7050 |
0.6989 |
S2 |
0.6964 |
0.6964 |
0.7036 |
|
S3 |
0.6814 |
0.6864 |
0.7023 |
|
S4 |
0.6664 |
0.6714 |
0.6981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7168 |
0.7037 |
0.0131 |
1.9% |
0.0042 |
0.6% |
0% |
False |
True |
69 |
10 |
0.7248 |
0.7037 |
0.0211 |
3.0% |
0.0040 |
0.6% |
0% |
False |
True |
44 |
20 |
0.7410 |
0.7037 |
0.0373 |
5.3% |
0.0033 |
0.5% |
0% |
False |
True |
39 |
40 |
0.7410 |
0.7037 |
0.0373 |
5.3% |
0.0027 |
0.4% |
0% |
False |
True |
23 |
60 |
0.7410 |
0.7037 |
0.0373 |
5.3% |
0.0022 |
0.3% |
0% |
False |
True |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7289 |
2.618 |
0.7211 |
1.618 |
0.7163 |
1.000 |
0.7133 |
0.618 |
0.7115 |
HIGH |
0.7085 |
0.618 |
0.7067 |
0.500 |
0.7061 |
0.382 |
0.7055 |
LOW |
0.7037 |
0.618 |
0.7007 |
1.000 |
0.6989 |
1.618 |
0.6959 |
2.618 |
0.6911 |
4.250 |
0.6833 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7061 |
0.7061 |
PP |
0.7053 |
0.7053 |
S1 |
0.7045 |
0.7045 |
|