CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7251 |
0.7283 |
0.0032 |
0.4% |
0.7100 |
| High |
0.7310 |
0.7310 |
0.0000 |
0.0% |
0.7263 |
| Low |
0.7228 |
0.7261 |
0.0033 |
0.5% |
0.7072 |
| Close |
0.7299 |
0.7263 |
-0.0036 |
-0.5% |
0.7203 |
| Range |
0.0082 |
0.0049 |
-0.0033 |
-40.2% |
0.0191 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
167 |
111 |
-56 |
-33.5% |
1,553 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7393 |
0.7290 |
|
| R3 |
0.7376 |
0.7344 |
0.7276 |
|
| R2 |
0.7327 |
0.7327 |
0.7272 |
|
| R1 |
0.7295 |
0.7295 |
0.7267 |
0.7287 |
| PP |
0.7278 |
0.7278 |
0.7278 |
0.7274 |
| S1 |
0.7246 |
0.7246 |
0.7259 |
0.7238 |
| S2 |
0.7229 |
0.7229 |
0.7254 |
|
| S3 |
0.7180 |
0.7197 |
0.7250 |
|
| S4 |
0.7131 |
0.7148 |
0.7236 |
|
|
| 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 |
0.7310 |
0.7196 |
0.0114 |
1.6% |
0.0052 |
0.7% |
59% |
True |
False |
362 |
| 10 |
0.7310 |
0.7036 |
0.0274 |
3.8% |
0.0060 |
0.8% |
83% |
True |
False |
224 |
| 20 |
0.7310 |
0.7036 |
0.0274 |
3.8% |
0.0049 |
0.7% |
83% |
True |
False |
159 |
| 40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0043 |
0.6% |
80% |
False |
False |
100 |
| 60 |
0.7379 |
0.7036 |
0.0343 |
4.7% |
0.0040 |
0.5% |
66% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7438 |
|
1.618 |
0.7389 |
|
1.000 |
0.7359 |
|
0.618 |
0.7340 |
|
HIGH |
0.7310 |
|
0.618 |
0.7291 |
|
0.500 |
0.7286 |
|
0.382 |
0.7280 |
|
LOW |
0.7261 |
|
0.618 |
0.7231 |
|
1.000 |
0.7212 |
|
1.618 |
0.7182 |
|
2.618 |
0.7133 |
|
4.250 |
0.7053 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7266 |
| PP |
0.7278 |
0.7265 |
| S1 |
0.7271 |
0.7264 |
|