CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7207 |
0.7196 |
-0.0011 |
-0.2% |
0.7097 |
| High |
0.7262 |
0.7222 |
-0.0040 |
-0.6% |
0.7262 |
| Low |
0.7186 |
0.7187 |
0.0001 |
0.0% |
0.7055 |
| Close |
0.7194 |
0.7219 |
0.0025 |
0.3% |
0.7194 |
| Range |
0.0076 |
0.0035 |
-0.0041 |
-53.9% |
0.0207 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
172,502 |
77,431 |
-95,071 |
-55.1% |
652,114 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7302 |
0.7238 |
|
| R3 |
0.7279 |
0.7267 |
0.7229 |
|
| R2 |
0.7244 |
0.7244 |
0.7225 |
|
| R1 |
0.7232 |
0.7232 |
0.7222 |
0.7238 |
| PP |
0.7209 |
0.7209 |
0.7209 |
0.7213 |
| S1 |
0.7197 |
0.7197 |
0.7216 |
0.7203 |
| S2 |
0.7174 |
0.7174 |
0.7213 |
|
| S3 |
0.7139 |
0.7162 |
0.7209 |
|
| S4 |
0.7104 |
0.7127 |
0.7200 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7700 |
0.7308 |
|
| R3 |
0.7584 |
0.7493 |
0.7251 |
|
| R2 |
0.7377 |
0.7377 |
0.7232 |
|
| R1 |
0.7286 |
0.7286 |
0.7213 |
0.7332 |
| PP |
0.7170 |
0.7170 |
0.7170 |
0.7193 |
| S1 |
0.7079 |
0.7079 |
0.7175 |
0.7125 |
| S2 |
0.6963 |
0.6963 |
0.7156 |
|
| S3 |
0.6756 |
0.6872 |
0.7137 |
|
| S4 |
0.6549 |
0.6665 |
0.7080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7262 |
0.7061 |
0.0201 |
2.8% |
0.0071 |
1.0% |
79% |
False |
False |
126,230 |
| 10 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0062 |
0.9% |
82% |
False |
False |
114,179 |
| 20 |
0.7262 |
0.7024 |
0.0238 |
3.3% |
0.0059 |
0.8% |
82% |
False |
False |
105,483 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0057 |
0.8% |
66% |
False |
False |
94,546 |
| 60 |
0.7383 |
0.7024 |
0.0359 |
5.0% |
0.0058 |
0.8% |
54% |
False |
False |
64,157 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
44% |
False |
False |
48,135 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0056 |
0.8% |
42% |
False |
False |
38,512 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0052 |
0.7% |
30% |
False |
False |
32,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7371 |
|
2.618 |
0.7314 |
|
1.618 |
0.7279 |
|
1.000 |
0.7257 |
|
0.618 |
0.7244 |
|
HIGH |
0.7222 |
|
0.618 |
0.7209 |
|
0.500 |
0.7205 |
|
0.382 |
0.7200 |
|
LOW |
0.7187 |
|
0.618 |
0.7165 |
|
1.000 |
0.7152 |
|
1.618 |
0.7130 |
|
2.618 |
0.7095 |
|
4.250 |
0.7038 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7214 |
0.7203 |
| PP |
0.7209 |
0.7186 |
| S1 |
0.7205 |
0.7170 |
|