CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7252 |
-0.0100 |
-1.4% |
0.7316 |
| High |
0.7353 |
0.7346 |
-0.0007 |
-0.1% |
0.7382 |
| Low |
0.7241 |
0.7239 |
-0.0002 |
0.0% |
0.7239 |
| Close |
0.7246 |
0.7327 |
0.0081 |
1.1% |
0.7327 |
| Range |
0.0112 |
0.0107 |
-0.0005 |
-4.5% |
0.0143 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
4.9% |
0.0000 |
| Volume |
117,022 |
133,525 |
16,503 |
14.1% |
530,865 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7583 |
0.7386 |
|
| R3 |
0.7518 |
0.7476 |
0.7356 |
|
| R2 |
0.7411 |
0.7411 |
0.7347 |
|
| R1 |
0.7369 |
0.7369 |
0.7337 |
0.7390 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7315 |
| S1 |
0.7262 |
0.7262 |
0.7317 |
0.7283 |
| S2 |
0.7197 |
0.7197 |
0.7307 |
|
| S3 |
0.7090 |
0.7155 |
0.7298 |
|
| S4 |
0.6983 |
0.7048 |
0.7268 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7679 |
0.7406 |
|
| R3 |
0.7602 |
0.7536 |
0.7366 |
|
| R2 |
0.7459 |
0.7459 |
0.7353 |
|
| R1 |
0.7393 |
0.7393 |
0.7340 |
0.7426 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7333 |
| S1 |
0.7250 |
0.7250 |
0.7314 |
0.7283 |
| S2 |
0.7173 |
0.7173 |
0.7301 |
|
| S3 |
0.7030 |
0.7107 |
0.7288 |
|
| S4 |
0.6887 |
0.6964 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7382 |
0.7239 |
0.0143 |
2.0% |
0.0071 |
1.0% |
62% |
False |
True |
106,173 |
| 10 |
0.7382 |
0.7203 |
0.0179 |
2.4% |
0.0064 |
0.9% |
69% |
False |
False |
108,551 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0060 |
0.8% |
49% |
False |
False |
102,538 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0066 |
0.9% |
44% |
False |
False |
98,255 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0064 |
0.9% |
26% |
False |
False |
86,383 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
26% |
False |
False |
64,896 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0060 |
0.8% |
20% |
False |
False |
51,939 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0057 |
0.8% |
18% |
False |
False |
43,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7626 |
|
1.618 |
0.7519 |
|
1.000 |
0.7453 |
|
0.618 |
0.7412 |
|
HIGH |
0.7346 |
|
0.618 |
0.7305 |
|
0.500 |
0.7293 |
|
0.382 |
0.7280 |
|
LOW |
0.7239 |
|
0.618 |
0.7173 |
|
1.000 |
0.7132 |
|
1.618 |
0.7066 |
|
2.618 |
0.6959 |
|
4.250 |
0.6784 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7316 |
0.7320 |
| PP |
0.7304 |
0.7314 |
| S1 |
0.7293 |
0.7307 |
|