CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7342 |
0.7366 |
0.0024 |
0.3% |
0.7292 |
| High |
0.7382 |
0.7375 |
-0.0007 |
-0.1% |
0.7320 |
| Low |
0.7334 |
0.7335 |
0.0001 |
0.0% |
0.7203 |
| Close |
0.7366 |
0.7346 |
-0.0020 |
-0.3% |
0.7318 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0117 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
95,658 |
113,559 |
17,901 |
18.7% |
554,646 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7472 |
0.7449 |
0.7368 |
|
| R3 |
0.7432 |
0.7409 |
0.7357 |
|
| R2 |
0.7392 |
0.7392 |
0.7353 |
|
| R1 |
0.7369 |
0.7369 |
0.7350 |
0.7361 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7348 |
| S1 |
0.7329 |
0.7329 |
0.7342 |
0.7321 |
| S2 |
0.7312 |
0.7312 |
0.7339 |
|
| S3 |
0.7272 |
0.7289 |
0.7335 |
|
| S4 |
0.7232 |
0.7249 |
0.7324 |
|
|
| 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 |
0.7214 |
0.0168 |
2.3% |
0.0055 |
0.8% |
79% |
False |
False |
99,055 |
| 10 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0060 |
0.8% |
57% |
False |
False |
111,714 |
| 20 |
0.7466 |
0.7203 |
0.0263 |
3.6% |
0.0056 |
0.8% |
54% |
False |
False |
98,908 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0063 |
0.9% |
51% |
False |
False |
97,983 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
30% |
False |
False |
82,248 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0061 |
0.8% |
30% |
False |
False |
61,767 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0058 |
0.8% |
23% |
False |
False |
49,435 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0056 |
0.8% |
20% |
False |
False |
41,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7480 |
|
1.618 |
0.7440 |
|
1.000 |
0.7415 |
|
0.618 |
0.7400 |
|
HIGH |
0.7375 |
|
0.618 |
0.7360 |
|
0.500 |
0.7355 |
|
0.382 |
0.7350 |
|
LOW |
0.7335 |
|
0.618 |
0.7310 |
|
1.000 |
0.7295 |
|
1.618 |
0.7270 |
|
2.618 |
0.7230 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7344 |
| PP |
0.7352 |
0.7341 |
| S1 |
0.7349 |
0.7339 |
|