CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7176 |
0.7221 |
0.0045 |
0.6% |
0.7196 |
| High |
0.7227 |
0.7256 |
0.0029 |
0.4% |
0.7306 |
| Low |
0.7167 |
0.7191 |
0.0024 |
0.3% |
0.7187 |
| Close |
0.7206 |
0.7249 |
0.0043 |
0.6% |
0.7230 |
| Range |
0.0060 |
0.0065 |
0.0005 |
8.3% |
0.0119 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
109,130 |
118,883 |
9,753 |
8.9% |
464,135 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7403 |
0.7285 |
|
| R3 |
0.7362 |
0.7338 |
0.7267 |
|
| R2 |
0.7297 |
0.7297 |
0.7261 |
|
| R1 |
0.7273 |
0.7273 |
0.7255 |
0.7285 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7238 |
| S1 |
0.7208 |
0.7208 |
0.7243 |
0.7220 |
| S2 |
0.7167 |
0.7167 |
0.7237 |
|
| S3 |
0.7102 |
0.7143 |
0.7231 |
|
| S4 |
0.7037 |
0.7078 |
0.7213 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7533 |
0.7295 |
|
| R3 |
0.7479 |
0.7414 |
0.7263 |
|
| R2 |
0.7360 |
0.7360 |
0.7252 |
|
| R1 |
0.7295 |
0.7295 |
0.7241 |
0.7327 |
| PP |
0.7241 |
0.7241 |
0.7241 |
0.7257 |
| S1 |
0.7176 |
0.7176 |
0.7219 |
0.7209 |
| S2 |
0.7122 |
0.7122 |
0.7208 |
|
| S3 |
0.7003 |
0.7057 |
0.7197 |
|
| S4 |
0.6884 |
0.6938 |
0.7165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7306 |
0.7167 |
0.0139 |
1.9% |
0.0059 |
0.8% |
59% |
False |
False |
100,033 |
| 10 |
0.7306 |
0.7077 |
0.0229 |
3.2% |
0.0068 |
0.9% |
75% |
False |
False |
110,269 |
| 20 |
0.7306 |
0.7024 |
0.0282 |
3.9% |
0.0061 |
0.8% |
80% |
False |
False |
105,706 |
| 40 |
0.7319 |
0.7024 |
0.0295 |
4.1% |
0.0056 |
0.8% |
76% |
False |
False |
96,604 |
| 60 |
0.7371 |
0.7024 |
0.0347 |
4.8% |
0.0060 |
0.8% |
65% |
False |
False |
75,574 |
| 80 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
51% |
False |
False |
56,749 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
49% |
False |
False |
45,405 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.0% |
0.0055 |
0.8% |
34% |
False |
False |
37,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7532 |
|
2.618 |
0.7426 |
|
1.618 |
0.7361 |
|
1.000 |
0.7321 |
|
0.618 |
0.7296 |
|
HIGH |
0.7256 |
|
0.618 |
0.7231 |
|
0.500 |
0.7224 |
|
0.382 |
0.7216 |
|
LOW |
0.7191 |
|
0.618 |
0.7151 |
|
1.000 |
0.7126 |
|
1.618 |
0.7086 |
|
2.618 |
0.7021 |
|
4.250 |
0.6915 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7241 |
0.7237 |
| PP |
0.7232 |
0.7224 |
| S1 |
0.7224 |
0.7212 |
|