CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7112 |
0.0007 |
0.1% |
0.7190 |
| High |
0.7131 |
0.7128 |
-0.0003 |
0.0% |
0.7236 |
| Low |
0.7099 |
0.7085 |
-0.0014 |
-0.2% |
0.7098 |
| Close |
0.7110 |
0.7100 |
-0.0010 |
-0.1% |
0.7110 |
| Range |
0.0032 |
0.0043 |
0.0011 |
34.4% |
0.0138 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
85,532 |
143,831 |
58,299 |
68.2% |
557,565 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7233 |
0.7210 |
0.7124 |
|
| R3 |
0.7190 |
0.7167 |
0.7112 |
|
| R2 |
0.7147 |
0.7147 |
0.7108 |
|
| R1 |
0.7124 |
0.7124 |
0.7104 |
0.7114 |
| PP |
0.7104 |
0.7104 |
0.7104 |
0.7100 |
| S1 |
0.7081 |
0.7081 |
0.7096 |
0.7071 |
| S2 |
0.7061 |
0.7061 |
0.7092 |
|
| S3 |
0.7018 |
0.7038 |
0.7088 |
|
| S4 |
0.6975 |
0.6995 |
0.7076 |
|
|
| 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 |
0.7220 |
0.7085 |
0.0135 |
1.9% |
0.0060 |
0.8% |
11% |
False |
True |
121,483 |
| 10 |
0.7363 |
0.7085 |
0.0278 |
3.9% |
0.0065 |
0.9% |
5% |
False |
True |
122,157 |
| 20 |
0.7382 |
0.7085 |
0.0297 |
4.2% |
0.0065 |
0.9% |
5% |
False |
True |
112,964 |
| 40 |
0.7466 |
0.7085 |
0.0381 |
5.4% |
0.0065 |
0.9% |
4% |
False |
True |
105,950 |
| 60 |
0.7484 |
0.7085 |
0.0399 |
5.6% |
0.0064 |
0.9% |
4% |
False |
True |
102,950 |
| 80 |
0.7682 |
0.7085 |
0.0597 |
8.4% |
0.0063 |
0.9% |
3% |
False |
True |
81,128 |
| 100 |
0.7732 |
0.7085 |
0.0647 |
9.1% |
0.0062 |
0.9% |
2% |
False |
True |
64,932 |
| 120 |
0.7814 |
0.7085 |
0.0729 |
10.3% |
0.0059 |
0.8% |
2% |
False |
True |
54,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7311 |
|
2.618 |
0.7241 |
|
1.618 |
0.7198 |
|
1.000 |
0.7171 |
|
0.618 |
0.7155 |
|
HIGH |
0.7128 |
|
0.618 |
0.7112 |
|
0.500 |
0.7107 |
|
0.382 |
0.7101 |
|
LOW |
0.7085 |
|
0.618 |
0.7058 |
|
1.000 |
0.7042 |
|
1.618 |
0.7015 |
|
2.618 |
0.6972 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7107 |
0.7143 |
| PP |
0.7104 |
0.7129 |
| S1 |
0.7102 |
0.7114 |
|