CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7272 |
-0.0068 |
-0.9% |
0.7237 |
| High |
0.7357 |
0.7272 |
-0.0085 |
-1.2% |
0.7347 |
| Low |
0.7261 |
0.7192 |
-0.0069 |
-1.0% |
0.7202 |
| Close |
0.7266 |
0.7222 |
-0.0044 |
-0.6% |
0.7305 |
| Range |
0.0096 |
0.0080 |
-0.0016 |
-16.7% |
0.0145 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
81,895 |
136,185 |
54,290 |
66.3% |
484,522 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7425 |
0.7266 |
|
| R3 |
0.7389 |
0.7345 |
0.7244 |
|
| R2 |
0.7309 |
0.7309 |
0.7237 |
|
| R1 |
0.7265 |
0.7265 |
0.7229 |
0.7247 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7220 |
| S1 |
0.7185 |
0.7185 |
0.7215 |
0.7167 |
| S2 |
0.7149 |
0.7149 |
0.7207 |
|
| S3 |
0.7069 |
0.7105 |
0.7200 |
|
| S4 |
0.6989 |
0.7025 |
0.7178 |
|
|
| 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 |
0.7192 |
0.0204 |
2.8% |
0.0066 |
0.9% |
15% |
False |
True |
102,487 |
| 10 |
0.7396 |
0.7192 |
0.0204 |
2.8% |
0.0067 |
0.9% |
15% |
False |
True |
99,957 |
| 20 |
0.7396 |
0.7167 |
0.0229 |
3.2% |
0.0067 |
0.9% |
24% |
False |
False |
101,940 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0063 |
0.9% |
53% |
False |
False |
103,495 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0060 |
0.8% |
53% |
False |
False |
97,782 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.2% |
0.0061 |
0.8% |
53% |
False |
False |
75,951 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0060 |
0.8% |
45% |
False |
False |
60,788 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0059 |
0.8% |
43% |
False |
False |
50,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7481 |
|
1.618 |
0.7401 |
|
1.000 |
0.7352 |
|
0.618 |
0.7321 |
|
HIGH |
0.7272 |
|
0.618 |
0.7241 |
|
0.500 |
0.7232 |
|
0.382 |
0.7223 |
|
LOW |
0.7192 |
|
0.618 |
0.7143 |
|
1.000 |
0.7112 |
|
1.618 |
0.7063 |
|
2.618 |
0.6983 |
|
4.250 |
0.6852 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7232 |
0.7294 |
| PP |
0.7229 |
0.7270 |
| S1 |
0.7225 |
0.7246 |
|