CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7193 |
0.7199 |
0.0006 |
0.1% |
0.7190 |
| High |
0.7211 |
0.7201 |
-0.0010 |
-0.1% |
0.7236 |
| Low |
0.7166 |
0.7098 |
-0.0068 |
-0.9% |
0.7098 |
| Close |
0.7203 |
0.7110 |
-0.0093 |
-1.3% |
0.7110 |
| Range |
0.0045 |
0.0103 |
0.0058 |
128.9% |
0.0138 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.2% |
0.0000 |
| Volume |
102,640 |
154,188 |
51,548 |
50.2% |
557,565 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7445 |
0.7381 |
0.7167 |
|
| R3 |
0.7342 |
0.7278 |
0.7138 |
|
| R2 |
0.7239 |
0.7239 |
0.7129 |
|
| R1 |
0.7175 |
0.7175 |
0.7119 |
0.7156 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7127 |
| S1 |
0.7072 |
0.7072 |
0.7101 |
0.7053 |
| S2 |
0.7033 |
0.7033 |
0.7091 |
|
| S3 |
0.6930 |
0.6969 |
0.7082 |
|
| S4 |
0.6827 |
0.6866 |
0.7053 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7474 |
0.7186 |
|
| R3 |
0.7424 |
0.7336 |
0.7148 |
|
| R2 |
0.7286 |
0.7286 |
0.7135 |
|
| R1 |
0.7198 |
0.7198 |
0.7123 |
0.7173 |
| PP |
0.7148 |
0.7148 |
0.7148 |
0.7136 |
| S1 |
0.7060 |
0.7060 |
0.7097 |
0.7035 |
| S2 |
0.7010 |
0.7010 |
0.7085 |
|
| S3 |
0.6872 |
0.6922 |
0.7072 |
|
| S4 |
0.6734 |
0.6784 |
0.7034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7267 |
0.7098 |
0.0169 |
2.4% |
0.0078 |
1.1% |
7% |
False |
True |
138,016 |
| 10 |
0.7363 |
0.7098 |
0.0265 |
3.7% |
0.0073 |
1.0% |
5% |
False |
True |
120,416 |
| 20 |
0.7382 |
0.7098 |
0.0284 |
4.0% |
0.0068 |
1.0% |
4% |
False |
True |
116,662 |
| 40 |
0.7466 |
0.7098 |
0.0368 |
5.2% |
0.0065 |
0.9% |
3% |
False |
True |
103,810 |
| 60 |
0.7587 |
0.7098 |
0.0489 |
6.9% |
0.0065 |
0.9% |
2% |
False |
True |
102,125 |
| 80 |
0.7682 |
0.7098 |
0.0584 |
8.2% |
0.0064 |
0.9% |
2% |
False |
True |
78,267 |
| 100 |
0.7814 |
0.7098 |
0.0716 |
10.1% |
0.0062 |
0.9% |
2% |
False |
True |
62,641 |
| 120 |
0.7814 |
0.7098 |
0.0716 |
10.1% |
0.0060 |
0.8% |
2% |
False |
True |
52,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7639 |
|
2.618 |
0.7471 |
|
1.618 |
0.7368 |
|
1.000 |
0.7304 |
|
0.618 |
0.7265 |
|
HIGH |
0.7201 |
|
0.618 |
0.7162 |
|
0.500 |
0.7150 |
|
0.382 |
0.7137 |
|
LOW |
0.7098 |
|
0.618 |
0.7034 |
|
1.000 |
0.6995 |
|
1.618 |
0.6931 |
|
2.618 |
0.6828 |
|
4.250 |
0.6660 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7159 |
| PP |
0.7136 |
0.7143 |
| S1 |
0.7123 |
0.7126 |
|