CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7401 |
0.0036 |
0.5% |
0.7404 |
| High |
0.7413 |
0.7407 |
-0.0006 |
-0.1% |
0.7443 |
| Low |
0.7349 |
0.7375 |
0.0026 |
0.4% |
0.7349 |
| Close |
0.7406 |
0.7391 |
-0.0015 |
-0.2% |
0.7406 |
| Range |
0.0064 |
0.0032 |
-0.0032 |
-50.0% |
0.0094 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
111,225 |
64,071 |
-47,154 |
-42.4% |
435,963 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7487 |
0.7471 |
0.7409 |
|
| R3 |
0.7455 |
0.7439 |
0.7400 |
|
| R2 |
0.7423 |
0.7423 |
0.7397 |
|
| R1 |
0.7407 |
0.7407 |
0.7394 |
0.7399 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7387 |
| S1 |
0.7375 |
0.7375 |
0.7388 |
0.7367 |
| S2 |
0.7359 |
0.7359 |
0.7385 |
|
| S3 |
0.7327 |
0.7343 |
0.7382 |
|
| S4 |
0.7295 |
0.7311 |
0.7373 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7638 |
0.7458 |
|
| R3 |
0.7587 |
0.7544 |
0.7432 |
|
| R2 |
0.7493 |
0.7493 |
0.7423 |
|
| R1 |
0.7450 |
0.7450 |
0.7415 |
0.7471 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7410 |
| S1 |
0.7356 |
0.7356 |
0.7397 |
0.7378 |
| S2 |
0.7305 |
0.7305 |
0.7389 |
|
| S3 |
0.7211 |
0.7262 |
0.7380 |
|
| S4 |
0.7117 |
0.7168 |
0.7354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7443 |
0.7349 |
0.0094 |
1.3% |
0.0046 |
0.6% |
45% |
False |
False |
88,784 |
| 10 |
0.7466 |
0.7349 |
0.0117 |
1.6% |
0.0054 |
0.7% |
36% |
False |
False |
87,359 |
| 20 |
0.7482 |
0.7318 |
0.0164 |
2.2% |
0.0062 |
0.8% |
45% |
False |
False |
89,788 |
| 40 |
0.7628 |
0.7313 |
0.0315 |
4.3% |
0.0062 |
0.8% |
25% |
False |
False |
90,311 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
21% |
False |
False |
60,673 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0060 |
0.8% |
16% |
False |
False |
45,535 |
| 100 |
0.7820 |
0.7313 |
0.0507 |
6.9% |
0.0057 |
0.8% |
15% |
False |
False |
36,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7543 |
|
2.618 |
0.7491 |
|
1.618 |
0.7459 |
|
1.000 |
0.7439 |
|
0.618 |
0.7427 |
|
HIGH |
0.7407 |
|
0.618 |
0.7395 |
|
0.500 |
0.7391 |
|
0.382 |
0.7387 |
|
LOW |
0.7375 |
|
0.618 |
0.7355 |
|
1.000 |
0.7343 |
|
1.618 |
0.7323 |
|
2.618 |
0.7291 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7391 |
0.7388 |
| PP |
0.7391 |
0.7384 |
| S1 |
0.7391 |
0.7381 |
|