CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7240 |
-0.0033 |
-0.5% |
0.7401 |
| High |
0.7284 |
0.7248 |
-0.0036 |
-0.5% |
0.7454 |
| Low |
0.7225 |
0.7203 |
-0.0022 |
-0.3% |
0.7281 |
| Close |
0.7236 |
0.7238 |
0.0002 |
0.0% |
0.7291 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0173 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
103,203 |
110,247 |
7,044 |
6.8% |
529,305 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7365 |
0.7346 |
0.7263 |
|
| R3 |
0.7320 |
0.7301 |
0.7250 |
|
| R2 |
0.7275 |
0.7275 |
0.7246 |
|
| R1 |
0.7256 |
0.7256 |
0.7242 |
0.7243 |
| PP |
0.7230 |
0.7230 |
0.7230 |
0.7223 |
| S1 |
0.7211 |
0.7211 |
0.7234 |
0.7198 |
| S2 |
0.7185 |
0.7185 |
0.7230 |
|
| S3 |
0.7140 |
0.7166 |
0.7226 |
|
| S4 |
0.7095 |
0.7121 |
0.7213 |
|
|
| 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 |
0.7203 |
0.0251 |
3.5% |
0.0065 |
0.9% |
14% |
False |
True |
124,374 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.5% |
0.0059 |
0.8% |
14% |
False |
True |
106,113 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0064 |
0.9% |
13% |
False |
True |
101,621 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.9% |
0.0062 |
0.9% |
12% |
False |
True |
98,078 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0062 |
0.9% |
7% |
False |
True |
74,059 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0061 |
0.8% |
7% |
False |
True |
55,590 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.4% |
0.0058 |
0.8% |
6% |
False |
True |
44,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7439 |
|
2.618 |
0.7366 |
|
1.618 |
0.7321 |
|
1.000 |
0.7293 |
|
0.618 |
0.7276 |
|
HIGH |
0.7248 |
|
0.618 |
0.7231 |
|
0.500 |
0.7226 |
|
0.382 |
0.7220 |
|
LOW |
0.7203 |
|
0.618 |
0.7175 |
|
1.000 |
0.7158 |
|
1.618 |
0.7130 |
|
2.618 |
0.7085 |
|
4.250 |
0.7012 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7234 |
0.7252 |
| PP |
0.7230 |
0.7247 |
| S1 |
0.7226 |
0.7243 |
|