CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7241 |
0.7251 |
0.0010 |
0.1% |
0.7213 |
| High |
0.7261 |
0.7313 |
0.0052 |
0.7% |
0.7310 |
| Low |
0.7209 |
0.7250 |
0.0041 |
0.6% |
0.7199 |
| Close |
0.7259 |
0.7304 |
0.0045 |
0.6% |
0.7240 |
| Range |
0.0052 |
0.0063 |
0.0011 |
21.2% |
0.0111 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
31 |
169 |
138 |
445.2% |
783 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7454 |
0.7339 |
|
| R3 |
0.7415 |
0.7391 |
0.7321 |
|
| R2 |
0.7352 |
0.7352 |
0.7316 |
|
| R1 |
0.7328 |
0.7328 |
0.7310 |
0.7340 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7295 |
| S1 |
0.7265 |
0.7265 |
0.7298 |
0.7277 |
| S2 |
0.7226 |
0.7226 |
0.7292 |
|
| S3 |
0.7163 |
0.7202 |
0.7287 |
|
| S4 |
0.7100 |
0.7139 |
0.7269 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7522 |
0.7301 |
|
| R3 |
0.7472 |
0.7411 |
0.7271 |
|
| R2 |
0.7361 |
0.7361 |
0.7260 |
|
| R1 |
0.7300 |
0.7300 |
0.7250 |
0.7330 |
| PP |
0.7250 |
0.7250 |
0.7250 |
0.7265 |
| S1 |
0.7189 |
0.7189 |
0.7230 |
0.7220 |
| S2 |
0.7139 |
0.7139 |
0.7220 |
|
| S3 |
0.7028 |
0.7078 |
0.7209 |
|
| S4 |
0.6917 |
0.6967 |
0.7179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7313 |
0.7178 |
0.0135 |
1.8% |
0.0053 |
0.7% |
93% |
True |
False |
226 |
| 10 |
0.7313 |
0.7178 |
0.0135 |
1.8% |
0.0052 |
0.7% |
93% |
True |
False |
294 |
| 20 |
0.7313 |
0.7036 |
0.0277 |
3.8% |
0.0053 |
0.7% |
97% |
True |
False |
192 |
| 40 |
0.7319 |
0.7036 |
0.0283 |
3.9% |
0.0045 |
0.6% |
95% |
False |
False |
126 |
| 60 |
0.7369 |
0.7036 |
0.0333 |
4.6% |
0.0042 |
0.6% |
80% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7478 |
|
1.618 |
0.7415 |
|
1.000 |
0.7376 |
|
0.618 |
0.7352 |
|
HIGH |
0.7313 |
|
0.618 |
0.7289 |
|
0.500 |
0.7282 |
|
0.382 |
0.7274 |
|
LOW |
0.7250 |
|
0.618 |
0.7211 |
|
1.000 |
0.7187 |
|
1.618 |
0.7148 |
|
2.618 |
0.7085 |
|
4.250 |
0.6982 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7285 |
| PP |
0.7289 |
0.7265 |
| S1 |
0.7282 |
0.7246 |
|