CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7420 |
0.0033 |
0.4% |
0.7404 |
| High |
0.7441 |
0.7441 |
0.0000 |
0.0% |
0.7443 |
| Low |
0.7384 |
0.7384 |
0.0000 |
0.0% |
0.7349 |
| Close |
0.7424 |
0.7439 |
0.0015 |
0.2% |
0.7406 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0094 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
91,156 |
91,893 |
737 |
0.8% |
435,963 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7573 |
0.7470 |
|
| R3 |
0.7535 |
0.7516 |
0.7455 |
|
| R2 |
0.7478 |
0.7478 |
0.7449 |
|
| R1 |
0.7459 |
0.7459 |
0.7444 |
0.7469 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7426 |
| S1 |
0.7402 |
0.7402 |
0.7434 |
0.7412 |
| S2 |
0.7364 |
0.7364 |
0.7429 |
|
| S3 |
0.7307 |
0.7345 |
0.7423 |
|
| S4 |
0.7250 |
0.7288 |
0.7408 |
|
|
| 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 |
0.7441 |
0.7349 |
0.0092 |
1.2% |
0.0053 |
0.7% |
98% |
True |
False |
87,852 |
| 10 |
0.7466 |
0.7349 |
0.0117 |
1.6% |
0.0051 |
0.7% |
77% |
False |
False |
86,101 |
| 20 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0062 |
0.8% |
82% |
False |
False |
89,535 |
| 40 |
0.7612 |
0.7313 |
0.0299 |
4.0% |
0.0063 |
0.8% |
42% |
False |
False |
94,024 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
34% |
False |
False |
63,720 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0060 |
0.8% |
25% |
False |
False |
47,823 |
| 100 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0058 |
0.8% |
25% |
False |
False |
38,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7590 |
|
1.618 |
0.7533 |
|
1.000 |
0.7498 |
|
0.618 |
0.7476 |
|
HIGH |
0.7441 |
|
0.618 |
0.7419 |
|
0.500 |
0.7413 |
|
0.382 |
0.7406 |
|
LOW |
0.7384 |
|
0.618 |
0.7349 |
|
1.000 |
0.7327 |
|
1.618 |
0.7292 |
|
2.618 |
0.7235 |
|
4.250 |
0.7142 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7429 |
| PP |
0.7421 |
0.7418 |
| S1 |
0.7413 |
0.7408 |
|