CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7352 |
-0.0014 |
-0.2% |
0.7292 |
| High |
0.7375 |
0.7353 |
-0.0022 |
-0.3% |
0.7320 |
| Low |
0.7335 |
0.7241 |
-0.0094 |
-1.3% |
0.7203 |
| Close |
0.7346 |
0.7246 |
-0.0100 |
-1.4% |
0.7318 |
| Range |
0.0040 |
0.0112 |
0.0072 |
180.0% |
0.0117 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
6.3% |
0.0000 |
| Volume |
113,559 |
117,022 |
3,463 |
3.0% |
554,646 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7543 |
0.7308 |
|
| R3 |
0.7504 |
0.7431 |
0.7277 |
|
| R2 |
0.7392 |
0.7392 |
0.7267 |
|
| R1 |
0.7319 |
0.7319 |
0.7256 |
0.7300 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7270 |
| S1 |
0.7207 |
0.7207 |
0.7236 |
0.7188 |
| S2 |
0.7168 |
0.7168 |
0.7225 |
|
| S3 |
0.7056 |
0.7095 |
0.7215 |
|
| S4 |
0.6944 |
0.6983 |
0.7184 |
|
|
| 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 |
0.7241 |
0.0141 |
1.9% |
0.0063 |
0.9% |
4% |
False |
True |
99,108 |
| 10 |
0.7382 |
0.7203 |
0.0179 |
2.5% |
0.0063 |
0.9% |
24% |
False |
False |
112,907 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.5% |
0.0056 |
0.8% |
17% |
False |
False |
99,557 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.9% |
0.0064 |
0.9% |
15% |
False |
False |
97,391 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0063 |
0.9% |
9% |
False |
False |
84,176 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0062 |
0.9% |
9% |
False |
False |
63,228 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.4% |
0.0059 |
0.8% |
7% |
False |
False |
50,605 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.7% |
0.0056 |
0.8% |
6% |
False |
False |
42,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7646 |
|
1.618 |
0.7534 |
|
1.000 |
0.7465 |
|
0.618 |
0.7422 |
|
HIGH |
0.7353 |
|
0.618 |
0.7310 |
|
0.500 |
0.7297 |
|
0.382 |
0.7284 |
|
LOW |
0.7241 |
|
0.618 |
0.7172 |
|
1.000 |
0.7129 |
|
1.618 |
0.7060 |
|
2.618 |
0.6948 |
|
4.250 |
0.6765 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7312 |
| PP |
0.7280 |
0.7290 |
| S1 |
0.7263 |
0.7268 |
|