CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7342 |
0.0026 |
0.4% |
0.7292 |
| High |
0.7344 |
0.7382 |
0.0038 |
0.5% |
0.7320 |
| Low |
0.7296 |
0.7334 |
0.0038 |
0.5% |
0.7203 |
| Close |
0.7328 |
0.7366 |
0.0038 |
0.5% |
0.7318 |
| Range |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0117 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
71,101 |
95,658 |
24,557 |
34.5% |
554,646 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7483 |
0.7392 |
|
| R3 |
0.7457 |
0.7435 |
0.7379 |
|
| R2 |
0.7409 |
0.7409 |
0.7375 |
|
| R1 |
0.7387 |
0.7387 |
0.7370 |
0.7398 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7366 |
| S1 |
0.7339 |
0.7339 |
0.7362 |
0.7350 |
| S2 |
0.7313 |
0.7313 |
0.7357 |
|
| S3 |
0.7265 |
0.7291 |
0.7353 |
|
| S4 |
0.7217 |
0.7243 |
0.7340 |
|
|
| 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 |
0.7382 |
0.7203 |
0.0179 |
2.4% |
0.0056 |
0.8% |
91% |
True |
False |
98,393 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0062 |
0.8% |
65% |
False |
False |
109,548 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0057 |
0.8% |
62% |
False |
False |
98,633 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0063 |
0.9% |
58% |
False |
False |
97,431 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
34% |
False |
False |
80,371 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0062 |
0.8% |
34% |
False |
False |
60,352 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0058 |
0.8% |
27% |
False |
False |
48,300 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.5% |
0.0055 |
0.8% |
23% |
False |
False |
40,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7508 |
|
1.618 |
0.7460 |
|
1.000 |
0.7430 |
|
0.618 |
0.7412 |
|
HIGH |
0.7382 |
|
0.618 |
0.7364 |
|
0.500 |
0.7358 |
|
0.382 |
0.7352 |
|
LOW |
0.7334 |
|
0.618 |
0.7304 |
|
1.000 |
0.7286 |
|
1.618 |
0.7256 |
|
2.618 |
0.7208 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7350 |
| PP |
0.7361 |
0.7334 |
| S1 |
0.7358 |
0.7318 |
|