CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7310 |
0.7264 |
-0.0046 |
-0.6% |
0.7334 |
| High |
0.7313 |
0.7267 |
-0.0046 |
-0.6% |
0.7363 |
| Low |
0.7249 |
0.7176 |
-0.0073 |
-1.0% |
0.7176 |
| Close |
0.7257 |
0.7180 |
-0.0077 |
-1.1% |
0.7180 |
| Range |
0.0064 |
0.0091 |
0.0027 |
42.2% |
0.0187 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.0% |
0.0000 |
| Volume |
109,213 |
132,516 |
23,303 |
21.3% |
513,078 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7421 |
0.7230 |
|
| R3 |
0.7390 |
0.7330 |
0.7205 |
|
| R2 |
0.7299 |
0.7299 |
0.7197 |
|
| R1 |
0.7239 |
0.7239 |
0.7188 |
0.7224 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7200 |
| S1 |
0.7148 |
0.7148 |
0.7172 |
0.7133 |
| S2 |
0.7117 |
0.7117 |
0.7163 |
|
| S3 |
0.7026 |
0.7057 |
0.7155 |
|
| S4 |
0.6935 |
0.6966 |
0.7130 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7677 |
0.7283 |
|
| R3 |
0.7614 |
0.7490 |
0.7231 |
|
| R2 |
0.7427 |
0.7427 |
0.7214 |
|
| R1 |
0.7303 |
0.7303 |
0.7197 |
0.7272 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7224 |
| S1 |
0.7116 |
0.7116 |
0.7163 |
0.7085 |
| S2 |
0.7053 |
0.7053 |
0.7146 |
|
| S3 |
0.6866 |
0.6929 |
0.7129 |
|
| S4 |
0.6679 |
0.6742 |
0.7077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7363 |
0.7176 |
0.0187 |
2.6% |
0.0064 |
0.9% |
2% |
False |
True |
102,615 |
| 10 |
0.7382 |
0.7176 |
0.0206 |
2.9% |
0.0068 |
0.9% |
2% |
False |
True |
104,394 |
| 20 |
0.7454 |
0.7176 |
0.0278 |
3.9% |
0.0064 |
0.9% |
1% |
False |
True |
106,394 |
| 40 |
0.7484 |
0.7176 |
0.0308 |
4.3% |
0.0064 |
0.9% |
1% |
False |
True |
98,410 |
| 60 |
0.7632 |
0.7176 |
0.0456 |
6.4% |
0.0064 |
0.9% |
1% |
False |
True |
94,709 |
| 80 |
0.7682 |
0.7176 |
0.0506 |
7.0% |
0.0063 |
0.9% |
1% |
False |
True |
71,303 |
| 100 |
0.7814 |
0.7176 |
0.0638 |
8.9% |
0.0061 |
0.8% |
1% |
False |
True |
57,067 |
| 120 |
0.7905 |
0.7176 |
0.0729 |
10.2% |
0.0058 |
0.8% |
1% |
False |
True |
47,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7654 |
|
2.618 |
0.7505 |
|
1.618 |
0.7414 |
|
1.000 |
0.7358 |
|
0.618 |
0.7323 |
|
HIGH |
0.7267 |
|
0.618 |
0.7232 |
|
0.500 |
0.7222 |
|
0.382 |
0.7211 |
|
LOW |
0.7176 |
|
0.618 |
0.7120 |
|
1.000 |
0.7085 |
|
1.618 |
0.7029 |
|
2.618 |
0.6938 |
|
4.250 |
0.6789 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7222 |
0.7263 |
| PP |
0.7208 |
0.7235 |
| S1 |
0.7194 |
0.7208 |
|