CME Australian Dollar Future September 2018
Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7292 |
0.7273 |
-0.0019 |
-0.3% |
0.7401 |
High |
0.7300 |
0.7284 |
-0.0016 |
-0.2% |
0.7454 |
Low |
0.7258 |
0.7225 |
-0.0033 |
-0.5% |
0.7281 |
Close |
0.7261 |
0.7236 |
-0.0025 |
-0.3% |
0.7291 |
Range |
0.0042 |
0.0059 |
0.0017 |
40.5% |
0.0173 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
Volume |
126,237 |
103,203 |
-23,034 |
-18.2% |
529,305 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7425 |
0.7390 |
0.7268 |
|
R3 |
0.7366 |
0.7331 |
0.7252 |
|
R2 |
0.7307 |
0.7307 |
0.7247 |
|
R1 |
0.7272 |
0.7272 |
0.7241 |
0.7260 |
PP |
0.7248 |
0.7248 |
0.7248 |
0.7243 |
S1 |
0.7213 |
0.7213 |
0.7231 |
0.7201 |
S2 |
0.7189 |
0.7189 |
0.7225 |
|
S3 |
0.7130 |
0.7154 |
0.7220 |
|
S4 |
0.7071 |
0.7095 |
0.7204 |
|
|
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 |
0.7225 |
0.0229 |
3.2% |
0.0067 |
0.9% |
5% |
False |
True |
120,703 |
10 |
0.7454 |
0.7225 |
0.0229 |
3.2% |
0.0059 |
0.8% |
5% |
False |
True |
103,452 |
20 |
0.7466 |
0.7225 |
0.0241 |
3.3% |
0.0065 |
0.9% |
5% |
False |
True |
100,071 |
40 |
0.7484 |
0.7225 |
0.0259 |
3.6% |
0.0063 |
0.9% |
4% |
False |
True |
98,479 |
60 |
0.7682 |
0.7225 |
0.0457 |
6.3% |
0.0063 |
0.9% |
2% |
False |
True |
72,227 |
80 |
0.7685 |
0.7225 |
0.0460 |
6.4% |
0.0061 |
0.8% |
2% |
False |
True |
54,213 |
100 |
0.7814 |
0.7225 |
0.0589 |
8.1% |
0.0058 |
0.8% |
2% |
False |
True |
43,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7535 |
2.618 |
0.7438 |
1.618 |
0.7379 |
1.000 |
0.7343 |
0.618 |
0.7320 |
HIGH |
0.7284 |
0.618 |
0.7261 |
0.500 |
0.7255 |
0.382 |
0.7248 |
LOW |
0.7225 |
0.618 |
0.7189 |
1.000 |
0.7166 |
1.618 |
0.7130 |
2.618 |
0.7071 |
4.250 |
0.6974 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7255 |
0.7302 |
PP |
0.7248 |
0.7280 |
S1 |
0.7242 |
0.7258 |
|