CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7334 |
0.7349 |
0.0015 |
0.2% |
0.7316 |
| High |
0.7358 |
0.7363 |
0.0005 |
0.1% |
0.7382 |
| Low |
0.7308 |
0.7323 |
0.0015 |
0.2% |
0.7239 |
| Close |
0.7348 |
0.7335 |
-0.0013 |
-0.2% |
0.7327 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.0% |
0.0143 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
78,436 |
85,529 |
7,093 |
9.0% |
530,865 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7460 |
0.7438 |
0.7357 |
|
| R3 |
0.7420 |
0.7398 |
0.7346 |
|
| R2 |
0.7380 |
0.7380 |
0.7342 |
|
| R1 |
0.7358 |
0.7358 |
0.7339 |
0.7349 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7336 |
| S1 |
0.7318 |
0.7318 |
0.7331 |
0.7309 |
| S2 |
0.7300 |
0.7300 |
0.7328 |
|
| S3 |
0.7260 |
0.7278 |
0.7324 |
|
| S4 |
0.7220 |
0.7238 |
0.7313 |
|
|
| 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 |
0.7375 |
0.7239 |
0.0136 |
1.9% |
0.0070 |
1.0% |
71% |
False |
False |
105,614 |
| 10 |
0.7382 |
0.7203 |
0.0179 |
2.4% |
0.0063 |
0.9% |
74% |
False |
False |
102,003 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0061 |
0.8% |
53% |
False |
False |
102,728 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0064 |
0.9% |
47% |
False |
False |
97,361 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0063 |
0.9% |
28% |
False |
False |
89,061 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.5% |
0.0062 |
0.8% |
28% |
False |
False |
66,943 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.3% |
0.0060 |
0.8% |
22% |
False |
False |
53,577 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0057 |
0.8% |
19% |
False |
False |
44,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7533 |
|
2.618 |
0.7468 |
|
1.618 |
0.7428 |
|
1.000 |
0.7403 |
|
0.618 |
0.7388 |
|
HIGH |
0.7363 |
|
0.618 |
0.7348 |
|
0.500 |
0.7343 |
|
0.382 |
0.7338 |
|
LOW |
0.7323 |
|
0.618 |
0.7298 |
|
1.000 |
0.7283 |
|
1.618 |
0.7258 |
|
2.618 |
0.7218 |
|
4.250 |
0.7153 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7324 |
| PP |
0.7340 |
0.7312 |
| S1 |
0.7338 |
0.7301 |
|