CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7190 |
-0.0074 |
-1.0% |
0.7334 |
| High |
0.7267 |
0.7236 |
-0.0031 |
-0.4% |
0.7363 |
| Low |
0.7176 |
0.7158 |
-0.0018 |
-0.3% |
0.7176 |
| Close |
0.7180 |
0.7180 |
0.0000 |
0.0% |
0.7180 |
| Range |
0.0091 |
0.0078 |
-0.0013 |
-14.3% |
0.0187 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
132,516 |
179,509 |
46,993 |
35.5% |
513,078 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7381 |
0.7223 |
|
| R3 |
0.7347 |
0.7303 |
0.7201 |
|
| R2 |
0.7269 |
0.7269 |
0.7194 |
|
| R1 |
0.7225 |
0.7225 |
0.7187 |
0.7208 |
| PP |
0.7191 |
0.7191 |
0.7191 |
0.7183 |
| S1 |
0.7147 |
0.7147 |
0.7173 |
0.7130 |
| S2 |
0.7113 |
0.7113 |
0.7166 |
|
| S3 |
0.7035 |
0.7069 |
0.7159 |
|
| S4 |
0.6957 |
0.6991 |
0.7137 |
|
|
| 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 |
0.7158 |
0.0205 |
2.9% |
0.0070 |
1.0% |
11% |
False |
True |
122,830 |
| 10 |
0.7382 |
0.7158 |
0.0224 |
3.1% |
0.0071 |
1.0% |
10% |
False |
True |
115,235 |
| 20 |
0.7454 |
0.7158 |
0.0296 |
4.1% |
0.0067 |
0.9% |
7% |
False |
True |
112,166 |
| 40 |
0.7482 |
0.7158 |
0.0324 |
4.5% |
0.0064 |
0.9% |
7% |
False |
True |
100,977 |
| 60 |
0.7628 |
0.7158 |
0.0470 |
6.5% |
0.0064 |
0.9% |
5% |
False |
True |
97,596 |
| 80 |
0.7682 |
0.7158 |
0.0524 |
7.3% |
0.0063 |
0.9% |
4% |
False |
True |
73,546 |
| 100 |
0.7814 |
0.7158 |
0.0656 |
9.1% |
0.0061 |
0.9% |
3% |
False |
True |
58,862 |
| 120 |
0.7820 |
0.7158 |
0.0662 |
9.2% |
0.0059 |
0.8% |
3% |
False |
True |
49,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7568 |
|
2.618 |
0.7440 |
|
1.618 |
0.7362 |
|
1.000 |
0.7314 |
|
0.618 |
0.7284 |
|
HIGH |
0.7236 |
|
0.618 |
0.7206 |
|
0.500 |
0.7197 |
|
0.382 |
0.7188 |
|
LOW |
0.7158 |
|
0.618 |
0.7110 |
|
1.000 |
0.7080 |
|
1.618 |
0.7032 |
|
2.618 |
0.6954 |
|
4.250 |
0.6827 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7197 |
0.7236 |
| PP |
0.7191 |
0.7217 |
| S1 |
0.7186 |
0.7199 |
|