CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7252 |
0.7334 |
0.0082 |
1.1% |
0.7316 |
| High |
0.7346 |
0.7358 |
0.0012 |
0.2% |
0.7382 |
| Low |
0.7239 |
0.7308 |
0.0069 |
1.0% |
0.7239 |
| Close |
0.7327 |
0.7348 |
0.0021 |
0.3% |
0.7327 |
| Range |
0.0107 |
0.0050 |
-0.0057 |
-53.3% |
0.0143 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
133,525 |
78,436 |
-55,089 |
-41.3% |
530,865 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7488 |
0.7468 |
0.7376 |
|
| R3 |
0.7438 |
0.7418 |
0.7362 |
|
| R2 |
0.7388 |
0.7388 |
0.7357 |
|
| R1 |
0.7368 |
0.7368 |
0.7353 |
0.7378 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7343 |
| S1 |
0.7318 |
0.7318 |
0.7343 |
0.7328 |
| S2 |
0.7288 |
0.7288 |
0.7339 |
|
| S3 |
0.7238 |
0.7268 |
0.7334 |
|
| S4 |
0.7188 |
0.7218 |
0.7321 |
|
|
| 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 |
1.9% |
0.0071 |
1.0% |
76% |
False |
False |
107,640 |
| 10 |
0.7382 |
0.7203 |
0.0179 |
2.4% |
0.0065 |
0.9% |
81% |
False |
False |
103,771 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0061 |
0.8% |
58% |
False |
False |
103,655 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0065 |
0.9% |
52% |
False |
False |
97,522 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0064 |
0.9% |
30% |
False |
False |
87,671 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
30% |
False |
False |
65,875 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0060 |
0.8% |
24% |
False |
False |
52,723 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0057 |
0.8% |
21% |
False |
False |
43,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7489 |
|
1.618 |
0.7439 |
|
1.000 |
0.7408 |
|
0.618 |
0.7389 |
|
HIGH |
0.7358 |
|
0.618 |
0.7339 |
|
0.500 |
0.7333 |
|
0.382 |
0.7327 |
|
LOW |
0.7308 |
|
0.618 |
0.7277 |
|
1.000 |
0.7258 |
|
1.618 |
0.7227 |
|
2.618 |
0.7177 |
|
4.250 |
0.7096 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7332 |
| PP |
0.7338 |
0.7315 |
| S1 |
0.7333 |
0.7299 |
|