CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7260 |
0.7316 |
0.0056 |
0.8% |
0.7292 |
| High |
0.7320 |
0.7344 |
0.0024 |
0.3% |
0.7320 |
| Low |
0.7253 |
0.7296 |
0.0043 |
0.6% |
0.7203 |
| Close |
0.7318 |
0.7328 |
0.0010 |
0.1% |
0.7318 |
| Range |
0.0067 |
0.0048 |
-0.0019 |
-28.4% |
0.0117 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
98,203 |
71,101 |
-27,102 |
-27.6% |
554,646 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7445 |
0.7354 |
|
| R3 |
0.7419 |
0.7397 |
0.7341 |
|
| R2 |
0.7371 |
0.7371 |
0.7337 |
|
| R1 |
0.7349 |
0.7349 |
0.7332 |
0.7360 |
| PP |
0.7323 |
0.7323 |
0.7323 |
0.7328 |
| S1 |
0.7301 |
0.7301 |
0.7324 |
0.7312 |
| S2 |
0.7275 |
0.7275 |
0.7319 |
|
| S3 |
0.7227 |
0.7253 |
0.7315 |
|
| S4 |
0.7179 |
0.7205 |
0.7302 |
|
|
| 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 |
0.7344 |
0.7203 |
0.0141 |
1.9% |
0.0058 |
0.8% |
89% |
True |
False |
99,902 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0063 |
0.9% |
50% |
False |
False |
109,098 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0058 |
0.8% |
48% |
False |
False |
98,228 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0063 |
0.9% |
44% |
False |
False |
97,439 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
26% |
False |
False |
78,781 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0062 |
0.8% |
26% |
False |
False |
59,157 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0058 |
0.8% |
20% |
False |
False |
47,343 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0055 |
0.8% |
18% |
False |
False |
39,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7470 |
|
1.618 |
0.7422 |
|
1.000 |
0.7392 |
|
0.618 |
0.7374 |
|
HIGH |
0.7344 |
|
0.618 |
0.7326 |
|
0.500 |
0.7320 |
|
0.382 |
0.7314 |
|
LOW |
0.7296 |
|
0.618 |
0.7266 |
|
1.000 |
0.7248 |
|
1.618 |
0.7218 |
|
2.618 |
0.7170 |
|
4.250 |
0.7092 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7325 |
0.7312 |
| PP |
0.7323 |
0.7295 |
| S1 |
0.7320 |
0.7279 |
|