CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7435 |
0.0015 |
0.2% |
0.7404 |
| High |
0.7441 |
0.7454 |
0.0013 |
0.2% |
0.7443 |
| Low |
0.7384 |
0.7374 |
-0.0010 |
-0.1% |
0.7349 |
| Close |
0.7439 |
0.7386 |
-0.0053 |
-0.7% |
0.7406 |
| Range |
0.0057 |
0.0080 |
0.0023 |
40.4% |
0.0094 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
| Volume |
91,893 |
105,095 |
13,202 |
14.4% |
435,963 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7595 |
0.7430 |
|
| R3 |
0.7565 |
0.7515 |
0.7408 |
|
| R2 |
0.7485 |
0.7485 |
0.7401 |
|
| R1 |
0.7435 |
0.7435 |
0.7393 |
0.7420 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7397 |
| S1 |
0.7355 |
0.7355 |
0.7379 |
0.7340 |
| S2 |
0.7325 |
0.7325 |
0.7371 |
|
| S3 |
0.7245 |
0.7275 |
0.7364 |
|
| S4 |
0.7165 |
0.7195 |
0.7342 |
|
|
| 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 |
0.7454 |
0.7349 |
0.0105 |
1.4% |
0.0058 |
0.8% |
35% |
True |
False |
92,688 |
| 10 |
0.7454 |
0.7349 |
0.0105 |
1.4% |
0.0050 |
0.7% |
35% |
True |
False |
86,207 |
| 20 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0063 |
0.8% |
46% |
False |
False |
90,958 |
| 40 |
0.7587 |
0.7313 |
0.0274 |
3.7% |
0.0063 |
0.9% |
27% |
False |
False |
94,856 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
20% |
False |
False |
65,468 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0061 |
0.8% |
15% |
False |
False |
49,136 |
| 100 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0058 |
0.8% |
15% |
False |
False |
39,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7794 |
|
2.618 |
0.7663 |
|
1.618 |
0.7583 |
|
1.000 |
0.7534 |
|
0.618 |
0.7503 |
|
HIGH |
0.7454 |
|
0.618 |
0.7423 |
|
0.500 |
0.7414 |
|
0.382 |
0.7405 |
|
LOW |
0.7374 |
|
0.618 |
0.7325 |
|
1.000 |
0.7294 |
|
1.618 |
0.7245 |
|
2.618 |
0.7165 |
|
4.250 |
0.7034 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7414 |
0.7414 |
| PP |
0.7405 |
0.7405 |
| S1 |
0.7395 |
0.7395 |
|