CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7260 |
0.0022 |
0.3% |
0.7292 |
| High |
0.7287 |
0.7320 |
0.0033 |
0.5% |
0.7320 |
| Low |
0.7214 |
0.7253 |
0.0039 |
0.5% |
0.7203 |
| Close |
0.7260 |
0.7318 |
0.0058 |
0.8% |
0.7318 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0117 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
116,756 |
98,203 |
-18,553 |
-15.9% |
554,646 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7498 |
0.7475 |
0.7355 |
|
| R3 |
0.7431 |
0.7408 |
0.7336 |
|
| R2 |
0.7364 |
0.7364 |
0.7330 |
|
| R1 |
0.7341 |
0.7341 |
0.7324 |
0.7353 |
| PP |
0.7297 |
0.7297 |
0.7297 |
0.7303 |
| S1 |
0.7274 |
0.7274 |
0.7312 |
0.7286 |
| S2 |
0.7230 |
0.7230 |
0.7306 |
|
| S3 |
0.7163 |
0.7207 |
0.7300 |
|
| S4 |
0.7096 |
0.7140 |
0.7281 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7592 |
0.7382 |
|
| R3 |
0.7514 |
0.7475 |
0.7350 |
|
| R2 |
0.7397 |
0.7397 |
0.7339 |
|
| R1 |
0.7358 |
0.7358 |
0.7329 |
0.7378 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7290 |
| S1 |
0.7241 |
0.7241 |
0.7307 |
0.7261 |
| S2 |
0.7163 |
0.7163 |
0.7297 |
|
| S3 |
0.7046 |
0.7124 |
0.7286 |
|
| S4 |
0.6929 |
0.7007 |
0.7254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7320 |
0.7203 |
0.0117 |
1.6% |
0.0057 |
0.8% |
98% |
True |
False |
110,929 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0061 |
0.8% |
46% |
False |
False |
108,395 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0059 |
0.8% |
44% |
False |
False |
98,831 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0064 |
0.9% |
41% |
False |
False |
98,025 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
24% |
False |
False |
77,606 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0061 |
0.8% |
24% |
False |
False |
58,269 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0058 |
0.8% |
19% |
False |
False |
46,635 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0055 |
0.8% |
16% |
False |
False |
38,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7605 |
|
2.618 |
0.7495 |
|
1.618 |
0.7428 |
|
1.000 |
0.7387 |
|
0.618 |
0.7361 |
|
HIGH |
0.7320 |
|
0.618 |
0.7294 |
|
0.500 |
0.7287 |
|
0.382 |
0.7279 |
|
LOW |
0.7253 |
|
0.618 |
0.7212 |
|
1.000 |
0.7186 |
|
1.618 |
0.7145 |
|
2.618 |
0.7078 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7308 |
0.7299 |
| PP |
0.7297 |
0.7280 |
| S1 |
0.7287 |
0.7262 |
|