CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7224 |
0.7230 |
0.0006 |
0.1% |
0.7201 |
| High |
0.7254 |
0.7237 |
-0.0017 |
-0.2% |
0.7254 |
| Low |
0.7218 |
0.7161 |
-0.0057 |
-0.8% |
0.7161 |
| Close |
0.7234 |
0.7187 |
-0.0047 |
-0.6% |
0.7187 |
| Range |
0.0036 |
0.0076 |
0.0040 |
111.1% |
0.0093 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.4% |
0.0000 |
| Volume |
68,409 |
103,827 |
35,418 |
51.8% |
299,700 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7381 |
0.7229 |
|
| R3 |
0.7347 |
0.7305 |
0.7208 |
|
| R2 |
0.7271 |
0.7271 |
0.7201 |
|
| R1 |
0.7229 |
0.7229 |
0.7194 |
0.7212 |
| PP |
0.7195 |
0.7195 |
0.7195 |
0.7187 |
| S1 |
0.7153 |
0.7153 |
0.7180 |
0.7136 |
| S2 |
0.7119 |
0.7119 |
0.7173 |
|
| S3 |
0.7043 |
0.7077 |
0.7166 |
|
| S4 |
0.6967 |
0.7001 |
0.7145 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7426 |
0.7238 |
|
| R3 |
0.7387 |
0.7333 |
0.7213 |
|
| R2 |
0.7294 |
0.7294 |
0.7204 |
|
| R1 |
0.7240 |
0.7240 |
0.7196 |
0.7221 |
| PP |
0.7201 |
0.7201 |
0.7201 |
0.7191 |
| S1 |
0.7147 |
0.7147 |
0.7178 |
0.7128 |
| S2 |
0.7108 |
0.7108 |
0.7170 |
|
| S3 |
0.7015 |
0.7054 |
0.7161 |
|
| S4 |
0.6922 |
0.6961 |
0.7136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7254 |
0.7161 |
0.0093 |
1.3% |
0.0047 |
0.7% |
28% |
False |
True |
59,940 |
| 10 |
0.7407 |
0.7161 |
0.0246 |
3.4% |
0.0057 |
0.8% |
11% |
False |
True |
32,451 |
| 20 |
0.7407 |
0.7161 |
0.0246 |
3.4% |
0.0060 |
0.8% |
11% |
False |
True |
16,670 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0056 |
0.8% |
41% |
False |
False |
8,431 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0050 |
0.7% |
41% |
False |
False |
5,640 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.2% |
0.0047 |
0.7% |
41% |
False |
False |
4,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7560 |
|
2.618 |
0.7436 |
|
1.618 |
0.7360 |
|
1.000 |
0.7313 |
|
0.618 |
0.7284 |
|
HIGH |
0.7237 |
|
0.618 |
0.7208 |
|
0.500 |
0.7199 |
|
0.382 |
0.7190 |
|
LOW |
0.7161 |
|
0.618 |
0.7114 |
|
1.000 |
0.7085 |
|
1.618 |
0.7038 |
|
2.618 |
0.6962 |
|
4.250 |
0.6838 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7199 |
0.7208 |
| PP |
0.7195 |
0.7201 |
| S1 |
0.7191 |
0.7194 |
|