CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 21-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7118 |
0.7127 |
0.0009 |
0.1% |
0.7198 |
High |
0.7168 |
0.7127 |
-0.0041 |
-0.6% |
0.7214 |
Low |
0.7118 |
0.7064 |
-0.0054 |
-0.8% |
0.7064 |
Close |
0.7139 |
0.7064 |
-0.0075 |
-1.1% |
0.7064 |
Range |
0.0050 |
0.0063 |
0.0013 |
26.0% |
0.0150 |
ATR |
0.0042 |
0.0044 |
0.0002 |
5.6% |
0.0000 |
Volume |
21 |
18 |
-3 |
-14.3% |
117 |
|
Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7274 |
0.7232 |
0.7099 |
|
R3 |
0.7211 |
0.7169 |
0.7081 |
|
R2 |
0.7148 |
0.7148 |
0.7076 |
|
R1 |
0.7106 |
0.7106 |
0.7070 |
0.7096 |
PP |
0.7085 |
0.7085 |
0.7085 |
0.7080 |
S1 |
0.7043 |
0.7043 |
0.7058 |
0.7032 |
S2 |
0.7022 |
0.7022 |
0.7052 |
|
S3 |
0.6959 |
0.6980 |
0.7047 |
|
S4 |
0.6896 |
0.6917 |
0.7029 |
|
|
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 |
0.7214 |
0.7064 |
0.0150 |
2.1% |
0.0049 |
0.7% |
0% |
False |
True |
23 |
10 |
0.7248 |
0.7064 |
0.0184 |
2.6% |
0.0038 |
0.5% |
0% |
False |
True |
36 |
20 |
0.7410 |
0.7064 |
0.0346 |
4.9% |
0.0033 |
0.5% |
0% |
False |
True |
27 |
40 |
0.7410 |
0.7058 |
0.0352 |
5.0% |
0.0028 |
0.4% |
2% |
False |
False |
16 |
60 |
0.7410 |
0.7058 |
0.0352 |
5.0% |
0.0020 |
0.3% |
2% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7395 |
2.618 |
0.7292 |
1.618 |
0.7229 |
1.000 |
0.7190 |
0.618 |
0.7166 |
HIGH |
0.7127 |
0.618 |
0.7103 |
0.500 |
0.7096 |
0.382 |
0.7088 |
LOW |
0.7064 |
0.618 |
0.7025 |
1.000 |
0.7001 |
1.618 |
0.6962 |
2.618 |
0.6899 |
4.250 |
0.6796 |
|
|
Fisher Pivots for day following 21-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7096 |
0.7138 |
PP |
0.7085 |
0.7113 |
S1 |
0.7075 |
0.7089 |
|