CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7317 |
0.0073 |
1.0% |
0.7326 |
| High |
0.7342 |
0.7358 |
0.0016 |
0.2% |
0.7336 |
| Low |
0.7236 |
0.7309 |
0.0073 |
1.0% |
0.7217 |
| Close |
0.7328 |
0.7333 |
0.0005 |
0.1% |
0.7246 |
| Range |
0.0106 |
0.0049 |
-0.0057 |
-53.8% |
0.0119 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3,748 |
1,042 |
-2,706 |
-72.2% |
3,058 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7456 |
0.7360 |
|
| R3 |
0.7431 |
0.7407 |
0.7346 |
|
| R2 |
0.7382 |
0.7382 |
0.7342 |
|
| R1 |
0.7358 |
0.7358 |
0.7337 |
0.7370 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7340 |
| S1 |
0.7309 |
0.7309 |
0.7329 |
0.7321 |
| S2 |
0.7284 |
0.7284 |
0.7324 |
|
| S3 |
0.7235 |
0.7260 |
0.7320 |
|
| S4 |
0.7186 |
0.7211 |
0.7306 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7623 |
0.7554 |
0.7311 |
|
| R3 |
0.7504 |
0.7435 |
0.7279 |
|
| R2 |
0.7385 |
0.7385 |
0.7268 |
|
| R1 |
0.7316 |
0.7316 |
0.7257 |
0.7291 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7254 |
| S1 |
0.7197 |
0.7197 |
0.7235 |
0.7172 |
| S2 |
0.7147 |
0.7147 |
0.7224 |
|
| S3 |
0.7028 |
0.7078 |
0.7213 |
|
| S4 |
0.6909 |
0.6959 |
0.7181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7358 |
0.7213 |
0.0145 |
2.0% |
0.0064 |
0.9% |
83% |
True |
False |
1,178 |
| 10 |
0.7358 |
0.7213 |
0.0145 |
2.0% |
0.0066 |
0.9% |
83% |
True |
False |
861 |
| 20 |
0.7358 |
0.7094 |
0.0264 |
3.6% |
0.0062 |
0.9% |
91% |
True |
False |
573 |
| 40 |
0.7358 |
0.7036 |
0.0322 |
4.4% |
0.0053 |
0.7% |
92% |
True |
False |
325 |
| 60 |
0.7358 |
0.7036 |
0.0322 |
4.4% |
0.0047 |
0.6% |
92% |
True |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7486 |
|
1.618 |
0.7437 |
|
1.000 |
0.7407 |
|
0.618 |
0.7388 |
|
HIGH |
0.7358 |
|
0.618 |
0.7339 |
|
0.500 |
0.7334 |
|
0.382 |
0.7328 |
|
LOW |
0.7309 |
|
0.618 |
0.7279 |
|
1.000 |
0.7260 |
|
1.618 |
0.7230 |
|
2.618 |
0.7181 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7334 |
0.7317 |
| PP |
0.7333 |
0.7301 |
| S1 |
0.7333 |
0.7286 |
|