CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7094 |
0.7227 |
0.0133 |
1.9% |
0.7100 |
| High |
0.7220 |
0.7263 |
0.0043 |
0.6% |
0.7263 |
| Low |
0.7094 |
0.7196 |
0.0102 |
1.4% |
0.7072 |
| Close |
0.7220 |
0.7203 |
-0.0017 |
-0.2% |
0.7203 |
| Range |
0.0126 |
0.0067 |
-0.0059 |
-46.8% |
0.0191 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
| Volume |
78 |
1,297 |
1,219 |
1,562.8% |
1,553 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7379 |
0.7240 |
|
| R3 |
0.7355 |
0.7312 |
0.7221 |
|
| R2 |
0.7288 |
0.7288 |
0.7215 |
|
| R1 |
0.7245 |
0.7245 |
0.7209 |
0.7233 |
| PP |
0.7221 |
0.7221 |
0.7221 |
0.7215 |
| S1 |
0.7178 |
0.7178 |
0.7197 |
0.7166 |
| S2 |
0.7154 |
0.7154 |
0.7191 |
|
| S3 |
0.7087 |
0.7111 |
0.7185 |
|
| S4 |
0.7020 |
0.7044 |
0.7166 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7669 |
0.7308 |
|
| R3 |
0.7561 |
0.7478 |
0.7256 |
|
| R2 |
0.7370 |
0.7370 |
0.7238 |
|
| R1 |
0.7287 |
0.7287 |
0.7221 |
0.7328 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7200 |
| S1 |
0.7096 |
0.7096 |
0.7185 |
0.7138 |
| S2 |
0.6988 |
0.6988 |
0.7168 |
|
| S3 |
0.6797 |
0.6905 |
0.7150 |
|
| S4 |
0.6606 |
0.6714 |
0.7098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7263 |
0.7072 |
0.0191 |
2.7% |
0.0066 |
0.9% |
69% |
True |
False |
310 |
| 10 |
0.7263 |
0.7036 |
0.0227 |
3.2% |
0.0054 |
0.8% |
74% |
True |
False |
189 |
| 20 |
0.7263 |
0.7036 |
0.0227 |
3.2% |
0.0050 |
0.7% |
74% |
True |
False |
141 |
| 40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0043 |
0.6% |
59% |
False |
False |
92 |
| 60 |
0.7379 |
0.7036 |
0.0343 |
4.8% |
0.0038 |
0.5% |
49% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7438 |
|
1.618 |
0.7371 |
|
1.000 |
0.7330 |
|
0.618 |
0.7304 |
|
HIGH |
0.7263 |
|
0.618 |
0.7237 |
|
0.500 |
0.7230 |
|
0.382 |
0.7222 |
|
LOW |
0.7196 |
|
0.618 |
0.7155 |
|
1.000 |
0.7129 |
|
1.618 |
0.7088 |
|
2.618 |
0.7021 |
|
4.250 |
0.6911 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7230 |
0.7193 |
| PP |
0.7221 |
0.7183 |
| S1 |
0.7212 |
0.7174 |
|