CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7227 |
0.7213 |
-0.0014 |
-0.2% |
0.7100 |
| High |
0.7263 |
0.7229 |
-0.0034 |
-0.5% |
0.7263 |
| Low |
0.7196 |
0.7199 |
0.0003 |
0.0% |
0.7072 |
| Close |
0.7203 |
0.7229 |
0.0026 |
0.4% |
0.7203 |
| Range |
0.0067 |
0.0030 |
-0.0037 |
-55.2% |
0.0191 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1,297 |
184 |
-1,113 |
-85.8% |
1,553 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7309 |
0.7299 |
0.7245 |
|
| R3 |
0.7279 |
0.7269 |
0.7237 |
|
| R2 |
0.7249 |
0.7249 |
0.7234 |
|
| R1 |
0.7239 |
0.7239 |
0.7232 |
0.7244 |
| PP |
0.7219 |
0.7219 |
0.7219 |
0.7222 |
| S1 |
0.7209 |
0.7209 |
0.7226 |
0.7214 |
| S2 |
0.7189 |
0.7189 |
0.7224 |
|
| S3 |
0.7159 |
0.7179 |
0.7221 |
|
| S4 |
0.7129 |
0.7149 |
0.7213 |
|
|
| 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 |
0.7073 |
0.0190 |
2.6% |
0.0063 |
0.9% |
82% |
False |
False |
335 |
| 10 |
0.7263 |
0.7036 |
0.0227 |
3.1% |
0.0053 |
0.7% |
85% |
False |
False |
199 |
| 20 |
0.7263 |
0.7036 |
0.0227 |
3.1% |
0.0050 |
0.7% |
85% |
False |
False |
148 |
| 40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0043 |
0.6% |
68% |
False |
False |
96 |
| 60 |
0.7379 |
0.7036 |
0.0343 |
4.7% |
0.0038 |
0.5% |
56% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7356 |
|
2.618 |
0.7308 |
|
1.618 |
0.7278 |
|
1.000 |
0.7259 |
|
0.618 |
0.7248 |
|
HIGH |
0.7229 |
|
0.618 |
0.7218 |
|
0.500 |
0.7214 |
|
0.382 |
0.7210 |
|
LOW |
0.7199 |
|
0.618 |
0.7180 |
|
1.000 |
0.7169 |
|
1.618 |
0.7150 |
|
2.618 |
0.7120 |
|
4.250 |
0.7072 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7212 |
| PP |
0.7219 |
0.7195 |
| S1 |
0.7214 |
0.7179 |
|