CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7359 |
-0.0006 |
-0.1% |
0.7237 |
| High |
0.7396 |
0.7395 |
-0.0001 |
0.0% |
0.7347 |
| Low |
0.7349 |
0.7328 |
-0.0021 |
-0.3% |
0.7202 |
| Close |
0.7351 |
0.7340 |
-0.0011 |
-0.1% |
0.7305 |
| Range |
0.0047 |
0.0067 |
0.0020 |
42.6% |
0.0145 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
118,449 |
95,336 |
-23,113 |
-19.5% |
484,522 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7515 |
0.7377 |
|
| R3 |
0.7488 |
0.7448 |
0.7358 |
|
| R2 |
0.7421 |
0.7421 |
0.7352 |
|
| R1 |
0.7381 |
0.7381 |
0.7346 |
0.7368 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7348 |
| S1 |
0.7314 |
0.7314 |
0.7334 |
0.7301 |
| S2 |
0.7287 |
0.7287 |
0.7328 |
|
| S3 |
0.7220 |
0.7247 |
0.7322 |
|
| S4 |
0.7153 |
0.7180 |
0.7303 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7657 |
0.7385 |
|
| R3 |
0.7575 |
0.7512 |
0.7345 |
|
| R2 |
0.7430 |
0.7430 |
0.7332 |
|
| R1 |
0.7367 |
0.7367 |
0.7318 |
0.7398 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7300 |
| S1 |
0.7222 |
0.7222 |
0.7292 |
0.7254 |
| S2 |
0.7140 |
0.7140 |
0.7278 |
|
| S3 |
0.6995 |
0.7077 |
0.7265 |
|
| S4 |
0.6850 |
0.6932 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7396 |
0.7223 |
0.0173 |
2.4% |
0.0062 |
0.9% |
68% |
False |
False |
106,660 |
| 10 |
0.7396 |
0.7202 |
0.0194 |
2.6% |
0.0066 |
0.9% |
71% |
False |
False |
99,155 |
| 20 |
0.7396 |
0.7167 |
0.0229 |
3.1% |
0.0064 |
0.9% |
76% |
False |
False |
100,498 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0062 |
0.8% |
85% |
False |
False |
102,991 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0059 |
0.8% |
85% |
False |
False |
96,530 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0060 |
0.8% |
85% |
False |
False |
73,242 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.0% |
0.0059 |
0.8% |
72% |
False |
False |
58,608 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.3% |
0.0057 |
0.8% |
69% |
False |
False |
48,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7570 |
|
1.618 |
0.7503 |
|
1.000 |
0.7462 |
|
0.618 |
0.7436 |
|
HIGH |
0.7395 |
|
0.618 |
0.7369 |
|
0.500 |
0.7362 |
|
0.382 |
0.7354 |
|
LOW |
0.7328 |
|
0.618 |
0.7287 |
|
1.000 |
0.7261 |
|
1.618 |
0.7220 |
|
2.618 |
0.7153 |
|
4.250 |
0.7043 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7362 |
0.7342 |
| PP |
0.7354 |
0.7341 |
| S1 |
0.7347 |
0.7341 |
|