CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7349 |
0.7333 |
-0.0016 |
-0.2% |
0.7316 |
| High |
0.7363 |
0.7350 |
-0.0013 |
-0.2% |
0.7382 |
| Low |
0.7323 |
0.7275 |
-0.0048 |
-0.7% |
0.7239 |
| Close |
0.7335 |
0.7300 |
-0.0035 |
-0.5% |
0.7327 |
| Range |
0.0040 |
0.0075 |
0.0035 |
87.5% |
0.0143 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
85,529 |
107,384 |
21,855 |
25.6% |
530,865 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7492 |
0.7341 |
|
| R3 |
0.7458 |
0.7417 |
0.7321 |
|
| R2 |
0.7383 |
0.7383 |
0.7314 |
|
| R1 |
0.7342 |
0.7342 |
0.7307 |
0.7325 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7300 |
| S1 |
0.7267 |
0.7267 |
0.7293 |
0.7250 |
| S2 |
0.7233 |
0.7233 |
0.7286 |
|
| S3 |
0.7158 |
0.7192 |
0.7279 |
|
| S4 |
0.7083 |
0.7117 |
0.7259 |
|
|
| 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 |
0.7363 |
0.7239 |
0.0124 |
1.7% |
0.0077 |
1.1% |
49% |
False |
False |
104,379 |
| 10 |
0.7382 |
0.7214 |
0.0168 |
2.3% |
0.0066 |
0.9% |
51% |
False |
False |
101,717 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.4% |
0.0063 |
0.9% |
39% |
False |
False |
103,915 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.8% |
0.0063 |
0.9% |
35% |
False |
False |
97,675 |
| 60 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0063 |
0.9% |
20% |
False |
False |
90,832 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0063 |
0.9% |
20% |
False |
False |
68,284 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.4% |
0.0060 |
0.8% |
16% |
False |
False |
54,651 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.6% |
0.0057 |
0.8% |
14% |
False |
False |
45,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7546 |
|
1.618 |
0.7471 |
|
1.000 |
0.7425 |
|
0.618 |
0.7396 |
|
HIGH |
0.7350 |
|
0.618 |
0.7321 |
|
0.500 |
0.7313 |
|
0.382 |
0.7304 |
|
LOW |
0.7275 |
|
0.618 |
0.7229 |
|
1.000 |
0.7200 |
|
1.618 |
0.7154 |
|
2.618 |
0.7079 |
|
4.250 |
0.6956 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7313 |
0.7319 |
| PP |
0.7308 |
0.7313 |
| S1 |
0.7304 |
0.7306 |
|