CME Australian Dollar Future September 2018
Trading Metrics calculated at close of trading on 10-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7435 |
0.7379 |
-0.0056 |
-0.8% |
0.7401 |
High |
0.7454 |
0.7379 |
-0.0075 |
-1.0% |
0.7454 |
Low |
0.7374 |
0.7281 |
-0.0093 |
-1.3% |
0.7281 |
Close |
0.7386 |
0.7291 |
-0.0095 |
-1.3% |
0.7291 |
Range |
0.0080 |
0.0098 |
0.0018 |
22.5% |
0.0173 |
ATR |
0.0062 |
0.0065 |
0.0003 |
5.0% |
0.0000 |
Volume |
105,095 |
177,090 |
71,995 |
68.5% |
529,305 |
|
Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7611 |
0.7549 |
0.7345 |
|
R3 |
0.7513 |
0.7451 |
0.7318 |
|
R2 |
0.7415 |
0.7415 |
0.7309 |
|
R1 |
0.7353 |
0.7353 |
0.7300 |
0.7335 |
PP |
0.7317 |
0.7317 |
0.7317 |
0.7308 |
S1 |
0.7255 |
0.7255 |
0.7282 |
0.7237 |
S2 |
0.7219 |
0.7219 |
0.7273 |
|
S3 |
0.7121 |
0.7157 |
0.7264 |
|
S4 |
0.7023 |
0.7059 |
0.7237 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7861 |
0.7749 |
0.7386 |
|
R3 |
0.7688 |
0.7576 |
0.7339 |
|
R2 |
0.7515 |
0.7515 |
0.7323 |
|
R1 |
0.7403 |
0.7403 |
0.7307 |
0.7373 |
PP |
0.7342 |
0.7342 |
0.7342 |
0.7327 |
S1 |
0.7230 |
0.7230 |
0.7275 |
0.7199 |
S2 |
0.7169 |
0.7169 |
0.7259 |
|
S3 |
0.6996 |
0.7057 |
0.7243 |
|
S4 |
0.6823 |
0.6884 |
0.7196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7454 |
0.7281 |
0.0173 |
2.4% |
0.0065 |
0.9% |
6% |
False |
True |
105,861 |
10 |
0.7454 |
0.7281 |
0.0173 |
2.4% |
0.0055 |
0.8% |
6% |
False |
True |
96,526 |
20 |
0.7466 |
0.7281 |
0.0185 |
2.5% |
0.0065 |
0.9% |
5% |
False |
True |
96,040 |
40 |
0.7484 |
0.7281 |
0.0203 |
2.8% |
0.0063 |
0.9% |
5% |
False |
True |
97,534 |
60 |
0.7682 |
0.7281 |
0.0401 |
5.5% |
0.0063 |
0.9% |
2% |
False |
True |
68,416 |
80 |
0.7814 |
0.7281 |
0.0533 |
7.3% |
0.0062 |
0.8% |
2% |
False |
True |
51,350 |
100 |
0.7814 |
0.7281 |
0.0533 |
7.3% |
0.0059 |
0.8% |
2% |
False |
True |
41,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7796 |
2.618 |
0.7636 |
1.618 |
0.7538 |
1.000 |
0.7477 |
0.618 |
0.7440 |
HIGH |
0.7379 |
0.618 |
0.7342 |
0.500 |
0.7330 |
0.382 |
0.7318 |
LOW |
0.7281 |
0.618 |
0.7220 |
1.000 |
0.7183 |
1.618 |
0.7122 |
2.618 |
0.7024 |
4.250 |
0.6864 |
|
|
Fisher Pivots for day following 10-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7330 |
0.7368 |
PP |
0.7317 |
0.7342 |
S1 |
0.7304 |
0.7317 |
|