CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7293 |
-0.0025 |
-0.3% |
0.7219 |
| High |
0.7329 |
0.7303 |
-0.0026 |
-0.4% |
0.7341 |
| Low |
0.7280 |
0.7214 |
-0.0066 |
-0.9% |
0.7167 |
| Close |
0.7293 |
0.7221 |
-0.0072 |
-1.0% |
0.7334 |
| Range |
0.0049 |
0.0089 |
0.0040 |
81.6% |
0.0174 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.1% |
0.0000 |
| Volume |
76,326 |
118,189 |
41,863 |
54.8% |
555,393 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7456 |
0.7270 |
|
| R3 |
0.7424 |
0.7367 |
0.7245 |
|
| R2 |
0.7335 |
0.7335 |
0.7237 |
|
| R1 |
0.7278 |
0.7278 |
0.7229 |
0.7262 |
| PP |
0.7246 |
0.7246 |
0.7246 |
0.7238 |
| S1 |
0.7189 |
0.7189 |
0.7213 |
0.7173 |
| S2 |
0.7157 |
0.7157 |
0.7205 |
|
| S3 |
0.7068 |
0.7100 |
0.7197 |
|
| S4 |
0.6979 |
0.7011 |
0.7172 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7742 |
0.7430 |
|
| R3 |
0.7629 |
0.7568 |
0.7382 |
|
| R2 |
0.7455 |
0.7455 |
0.7366 |
|
| R1 |
0.7394 |
0.7394 |
0.7350 |
0.7425 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7296 |
| S1 |
0.7220 |
0.7220 |
0.7318 |
0.7251 |
| S2 |
0.7107 |
0.7107 |
0.7302 |
|
| S3 |
0.6933 |
0.7046 |
0.7286 |
|
| S4 |
0.6759 |
0.6872 |
0.7238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7341 |
0.7191 |
0.0150 |
2.1% |
0.0072 |
1.0% |
20% |
False |
False |
113,217 |
| 10 |
0.7341 |
0.7167 |
0.0174 |
2.4% |
0.0068 |
0.9% |
31% |
False |
False |
106,731 |
| 20 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0065 |
0.9% |
62% |
False |
False |
109,125 |
| 40 |
0.7341 |
0.7024 |
0.0317 |
4.4% |
0.0060 |
0.8% |
62% |
False |
False |
100,618 |
| 60 |
0.7366 |
0.7024 |
0.0342 |
4.7% |
0.0060 |
0.8% |
58% |
False |
False |
82,959 |
| 80 |
0.7453 |
0.7024 |
0.0429 |
5.9% |
0.0059 |
0.8% |
46% |
False |
False |
62,337 |
| 100 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0059 |
0.8% |
43% |
False |
False |
49,877 |
| 120 |
0.7680 |
0.7024 |
0.0656 |
9.1% |
0.0056 |
0.8% |
30% |
False |
False |
41,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7536 |
|
1.618 |
0.7447 |
|
1.000 |
0.7392 |
|
0.618 |
0.7358 |
|
HIGH |
0.7303 |
|
0.618 |
0.7269 |
|
0.500 |
0.7259 |
|
0.382 |
0.7248 |
|
LOW |
0.7214 |
|
0.618 |
0.7159 |
|
1.000 |
0.7125 |
|
1.618 |
0.7070 |
|
2.618 |
0.6981 |
|
4.250 |
0.6836 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7278 |
| PP |
0.7246 |
0.7259 |
| S1 |
0.7234 |
0.7240 |
|