CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7240 |
0.7238 |
-0.0002 |
0.0% |
0.7401 |
| High |
0.7248 |
0.7287 |
0.0039 |
0.5% |
0.7454 |
| Low |
0.7203 |
0.7214 |
0.0011 |
0.2% |
0.7281 |
| Close |
0.7238 |
0.7260 |
0.0022 |
0.3% |
0.7291 |
| Range |
0.0045 |
0.0073 |
0.0028 |
62.2% |
0.0173 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.3% |
0.0000 |
| Volume |
110,247 |
116,756 |
6,509 |
5.9% |
529,305 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7439 |
0.7300 |
|
| R3 |
0.7400 |
0.7366 |
0.7280 |
|
| R2 |
0.7327 |
0.7327 |
0.7273 |
|
| R1 |
0.7293 |
0.7293 |
0.7267 |
0.7310 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7262 |
| S1 |
0.7220 |
0.7220 |
0.7253 |
0.7237 |
| S2 |
0.7181 |
0.7181 |
0.7247 |
|
| S3 |
0.7108 |
0.7147 |
0.7240 |
|
| S4 |
0.7035 |
0.7074 |
0.7220 |
|
|
| 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 |
0.7379 |
0.7203 |
0.0176 |
2.4% |
0.0063 |
0.9% |
32% |
False |
False |
126,706 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.5% |
0.0061 |
0.8% |
23% |
False |
False |
109,697 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0062 |
0.8% |
22% |
False |
False |
100,464 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.9% |
0.0063 |
0.9% |
20% |
False |
False |
98,312 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0063 |
0.9% |
12% |
False |
False |
76,000 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0061 |
0.8% |
12% |
False |
False |
57,046 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.4% |
0.0058 |
0.8% |
9% |
False |
False |
45,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7478 |
|
1.618 |
0.7405 |
|
1.000 |
0.7360 |
|
0.618 |
0.7332 |
|
HIGH |
0.7287 |
|
0.618 |
0.7259 |
|
0.500 |
0.7251 |
|
0.382 |
0.7242 |
|
LOW |
0.7214 |
|
0.618 |
0.7169 |
|
1.000 |
0.7141 |
|
1.618 |
0.7096 |
|
2.618 |
0.7023 |
|
4.250 |
0.6904 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7257 |
0.7255 |
| PP |
0.7254 |
0.7250 |
| S1 |
0.7251 |
0.7245 |
|