CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7292 |
-0.0087 |
-1.2% |
0.7401 |
| High |
0.7379 |
0.7300 |
-0.0079 |
-1.1% |
0.7454 |
| Low |
0.7281 |
0.7258 |
-0.0023 |
-0.3% |
0.7281 |
| Close |
0.7291 |
0.7261 |
-0.0030 |
-0.4% |
0.7291 |
| Range |
0.0098 |
0.0042 |
-0.0056 |
-57.1% |
0.0173 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
177,090 |
126,237 |
-50,853 |
-28.7% |
529,305 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7372 |
0.7284 |
|
| R3 |
0.7357 |
0.7330 |
0.7273 |
|
| R2 |
0.7315 |
0.7315 |
0.7269 |
|
| R1 |
0.7288 |
0.7288 |
0.7265 |
0.7281 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7269 |
| S1 |
0.7246 |
0.7246 |
0.7257 |
0.7239 |
| S2 |
0.7231 |
0.7231 |
0.7253 |
|
| S3 |
0.7189 |
0.7204 |
0.7249 |
|
| S4 |
0.7147 |
0.7162 |
0.7238 |
|
|
| 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 |
0.7258 |
0.0196 |
2.7% |
0.0067 |
0.9% |
2% |
False |
True |
118,294 |
| 10 |
0.7454 |
0.7258 |
0.0196 |
2.7% |
0.0057 |
0.8% |
2% |
False |
True |
103,539 |
| 20 |
0.7466 |
0.7258 |
0.0208 |
2.9% |
0.0065 |
0.9% |
1% |
False |
True |
98,937 |
| 40 |
0.7484 |
0.7258 |
0.0226 |
3.1% |
0.0063 |
0.9% |
1% |
False |
True |
97,943 |
| 60 |
0.7682 |
0.7258 |
0.0424 |
5.8% |
0.0063 |
0.9% |
1% |
False |
True |
70,516 |
| 80 |
0.7732 |
0.7258 |
0.0474 |
6.5% |
0.0061 |
0.8% |
1% |
False |
True |
52,924 |
| 100 |
0.7814 |
0.7258 |
0.0556 |
7.7% |
0.0058 |
0.8% |
1% |
False |
True |
42,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7410 |
|
1.618 |
0.7368 |
|
1.000 |
0.7342 |
|
0.618 |
0.7326 |
|
HIGH |
0.7300 |
|
0.618 |
0.7284 |
|
0.500 |
0.7279 |
|
0.382 |
0.7274 |
|
LOW |
0.7258 |
|
0.618 |
0.7232 |
|
1.000 |
0.7216 |
|
1.618 |
0.7190 |
|
2.618 |
0.7148 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7279 |
0.7356 |
| PP |
0.7273 |
0.7324 |
| S1 |
0.7267 |
0.7293 |
|