CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7202 |
0.7216 |
0.0014 |
0.2% |
0.7365 |
| High |
0.7239 |
0.7247 |
0.0008 |
0.1% |
0.7396 |
| Low |
0.7202 |
0.7213 |
0.0011 |
0.2% |
0.7192 |
| Close |
0.7220 |
0.7226 |
0.0006 |
0.1% |
0.7210 |
| Range |
0.0037 |
0.0034 |
-0.0003 |
-8.1% |
0.0204 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
136,112 |
112,294 |
-23,818 |
-17.5% |
535,697 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7331 |
0.7312 |
0.7245 |
|
| R3 |
0.7297 |
0.7278 |
0.7235 |
|
| R2 |
0.7263 |
0.7263 |
0.7232 |
|
| R1 |
0.7244 |
0.7244 |
0.7229 |
0.7254 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7233 |
| S1 |
0.7210 |
0.7210 |
0.7223 |
0.7220 |
| S2 |
0.7195 |
0.7195 |
0.7220 |
|
| S3 |
0.7161 |
0.7176 |
0.7217 |
|
| S4 |
0.7127 |
0.7142 |
0.7207 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7748 |
0.7322 |
|
| R3 |
0.7674 |
0.7544 |
0.7266 |
|
| R2 |
0.7470 |
0.7470 |
0.7247 |
|
| R1 |
0.7340 |
0.7340 |
0.7229 |
0.7303 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7248 |
| S1 |
0.7136 |
0.7136 |
0.7191 |
0.7099 |
| S2 |
0.7062 |
0.7062 |
0.7173 |
|
| S3 |
0.6858 |
0.6932 |
0.7154 |
|
| S4 |
0.6654 |
0.6728 |
0.7098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7247 |
0.7179 |
0.0068 |
0.9% |
0.0041 |
0.6% |
69% |
True |
False |
114,111 |
| 10 |
0.7396 |
0.7179 |
0.0217 |
3.0% |
0.0054 |
0.7% |
22% |
False |
False |
108,299 |
| 20 |
0.7396 |
0.7179 |
0.0217 |
3.0% |
0.0062 |
0.9% |
22% |
False |
False |
105,460 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0061 |
0.8% |
54% |
False |
False |
105,583 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0058 |
0.8% |
54% |
False |
False |
99,556 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0060 |
0.8% |
54% |
False |
False |
83,045 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.1% |
0.0058 |
0.8% |
46% |
False |
False |
66,491 |
| 120 |
0.7485 |
0.7024 |
0.0461 |
6.4% |
0.0058 |
0.8% |
44% |
False |
False |
55,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7392 |
|
2.618 |
0.7336 |
|
1.618 |
0.7302 |
|
1.000 |
0.7281 |
|
0.618 |
0.7268 |
|
HIGH |
0.7247 |
|
0.618 |
0.7234 |
|
0.500 |
0.7230 |
|
0.382 |
0.7226 |
|
LOW |
0.7213 |
|
0.618 |
0.7192 |
|
1.000 |
0.7179 |
|
1.618 |
0.7158 |
|
2.618 |
0.7124 |
|
4.250 |
0.7069 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7230 |
0.7223 |
| PP |
0.7229 |
0.7220 |
| S1 |
0.7227 |
0.7217 |
|