CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7199 |
0.7105 |
-0.0094 |
-1.3% |
0.7190 |
| High |
0.7201 |
0.7131 |
-0.0070 |
-1.0% |
0.7236 |
| Low |
0.7098 |
0.7099 |
0.0001 |
0.0% |
0.7098 |
| Close |
0.7110 |
0.7110 |
0.0000 |
0.0% |
0.7110 |
| Range |
0.0103 |
0.0032 |
-0.0071 |
-68.9% |
0.0138 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
154,188 |
85,532 |
-68,656 |
-44.5% |
557,565 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7209 |
0.7192 |
0.7128 |
|
| R3 |
0.7177 |
0.7160 |
0.7119 |
|
| R2 |
0.7145 |
0.7145 |
0.7116 |
|
| R1 |
0.7128 |
0.7128 |
0.7113 |
0.7136 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7118 |
| S1 |
0.7096 |
0.7096 |
0.7107 |
0.7105 |
| S2 |
0.7081 |
0.7081 |
0.7104 |
|
| S3 |
0.7049 |
0.7064 |
0.7101 |
|
| S4 |
0.7017 |
0.7032 |
0.7092 |
|
|
| 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 |
0.7236 |
0.7098 |
0.0138 |
1.9% |
0.0067 |
0.9% |
9% |
False |
False |
128,619 |
| 10 |
0.7363 |
0.7098 |
0.0265 |
3.7% |
0.0065 |
0.9% |
5% |
False |
False |
115,617 |
| 20 |
0.7382 |
0.7098 |
0.0284 |
4.0% |
0.0065 |
0.9% |
4% |
False |
False |
112,084 |
| 40 |
0.7466 |
0.7098 |
0.0368 |
5.2% |
0.0065 |
0.9% |
3% |
False |
False |
104,062 |
| 60 |
0.7484 |
0.7098 |
0.0386 |
5.4% |
0.0064 |
0.9% |
3% |
False |
False |
102,384 |
| 80 |
0.7682 |
0.7098 |
0.0584 |
8.2% |
0.0063 |
0.9% |
2% |
False |
False |
79,333 |
| 100 |
0.7814 |
0.7098 |
0.0716 |
10.1% |
0.0062 |
0.9% |
2% |
False |
False |
63,497 |
| 120 |
0.7814 |
0.7098 |
0.0716 |
10.1% |
0.0060 |
0.8% |
2% |
False |
False |
52,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7267 |
|
2.618 |
0.7215 |
|
1.618 |
0.7183 |
|
1.000 |
0.7163 |
|
0.618 |
0.7151 |
|
HIGH |
0.7131 |
|
0.618 |
0.7119 |
|
0.500 |
0.7115 |
|
0.382 |
0.7111 |
|
LOW |
0.7099 |
|
0.618 |
0.7079 |
|
1.000 |
0.7067 |
|
1.618 |
0.7047 |
|
2.618 |
0.7015 |
|
4.250 |
0.6963 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7115 |
0.7155 |
| PP |
0.7113 |
0.7140 |
| S1 |
0.7112 |
0.7125 |
|