CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7127 |
0.7121 |
-0.0006 |
-0.1% |
0.7186 |
| High |
0.7158 |
0.7132 |
-0.0026 |
-0.4% |
0.7213 |
| Low |
0.7096 |
0.7037 |
-0.0059 |
-0.8% |
0.7037 |
| Close |
0.7129 |
0.7054 |
-0.0075 |
-1.1% |
0.7054 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0176 |
| ATR |
0.0059 |
0.0061 |
0.0003 |
4.4% |
0.0000 |
| Volume |
114,771 |
101,664 |
-13,107 |
-11.4% |
483,974 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7302 |
0.7106 |
|
| R3 |
0.7264 |
0.7207 |
0.7080 |
|
| R2 |
0.7169 |
0.7169 |
0.7071 |
|
| R1 |
0.7112 |
0.7112 |
0.7063 |
0.7093 |
| PP |
0.7074 |
0.7074 |
0.7074 |
0.7065 |
| S1 |
0.7017 |
0.7017 |
0.7045 |
0.6998 |
| S2 |
0.6979 |
0.6979 |
0.7037 |
|
| S3 |
0.6884 |
0.6922 |
0.7028 |
|
| S4 |
0.6789 |
0.6827 |
0.7002 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7518 |
0.7151 |
|
| R3 |
0.7453 |
0.7342 |
0.7102 |
|
| R2 |
0.7277 |
0.7277 |
0.7086 |
|
| R1 |
0.7166 |
0.7166 |
0.7070 |
0.7134 |
| PP |
0.7101 |
0.7101 |
0.7101 |
0.7085 |
| S1 |
0.6990 |
0.6990 |
0.7038 |
0.6958 |
| S2 |
0.6925 |
0.6925 |
0.7022 |
|
| S3 |
0.6749 |
0.6814 |
0.7006 |
|
| S4 |
0.6573 |
0.6638 |
0.6957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7213 |
0.7037 |
0.0176 |
2.5% |
0.0065 |
0.9% |
10% |
False |
True |
96,794 |
| 10 |
0.7254 |
0.7037 |
0.0217 |
3.1% |
0.0056 |
0.8% |
8% |
False |
True |
78,367 |
| 20 |
0.7407 |
0.7037 |
0.0370 |
5.2% |
0.0060 |
0.9% |
5% |
False |
True |
40,711 |
| 40 |
0.7407 |
0.7036 |
0.0371 |
5.3% |
0.0060 |
0.8% |
5% |
False |
False |
20,519 |
| 60 |
0.7407 |
0.7036 |
0.0371 |
5.3% |
0.0053 |
0.8% |
5% |
False |
False |
13,704 |
| 80 |
0.7407 |
0.7036 |
0.0371 |
5.3% |
0.0049 |
0.7% |
5% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7381 |
|
1.618 |
0.7286 |
|
1.000 |
0.7227 |
|
0.618 |
0.7191 |
|
HIGH |
0.7132 |
|
0.618 |
0.7096 |
|
0.500 |
0.7085 |
|
0.382 |
0.7073 |
|
LOW |
0.7037 |
|
0.618 |
0.6978 |
|
1.000 |
0.6942 |
|
1.618 |
0.6883 |
|
2.618 |
0.6788 |
|
4.250 |
0.6633 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7085 |
0.7124 |
| PP |
0.7074 |
0.7101 |
| S1 |
0.7064 |
0.7077 |
|