CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7112 |
0.7116 |
0.0004 |
0.1% |
0.7190 |
| High |
0.7128 |
0.7183 |
0.0055 |
0.8% |
0.7236 |
| Low |
0.7085 |
0.7093 |
0.0008 |
0.1% |
0.7098 |
| Close |
0.7100 |
0.7178 |
0.0078 |
1.1% |
0.7110 |
| Range |
0.0043 |
0.0090 |
0.0047 |
109.3% |
0.0138 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
143,831 |
155,787 |
11,956 |
8.3% |
557,565 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7390 |
0.7228 |
|
| R3 |
0.7331 |
0.7300 |
0.7203 |
|
| R2 |
0.7241 |
0.7241 |
0.7195 |
|
| R1 |
0.7210 |
0.7210 |
0.7186 |
0.7226 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7159 |
| S1 |
0.7120 |
0.7120 |
0.7170 |
0.7136 |
| S2 |
0.7061 |
0.7061 |
0.7162 |
|
| S3 |
0.6971 |
0.7030 |
0.7153 |
|
| S4 |
0.6881 |
0.6940 |
0.7129 |
|
|
| 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 |
0.7211 |
0.7085 |
0.0126 |
1.8% |
0.0063 |
0.9% |
74% |
False |
False |
128,395 |
| 10 |
0.7350 |
0.7085 |
0.0265 |
3.7% |
0.0070 |
1.0% |
35% |
False |
False |
129,182 |
| 20 |
0.7382 |
0.7085 |
0.0297 |
4.1% |
0.0066 |
0.9% |
31% |
False |
False |
115,593 |
| 40 |
0.7466 |
0.7085 |
0.0381 |
5.3% |
0.0066 |
0.9% |
24% |
False |
False |
107,832 |
| 60 |
0.7484 |
0.7085 |
0.0399 |
5.6% |
0.0064 |
0.9% |
23% |
False |
False |
104,184 |
| 80 |
0.7682 |
0.7085 |
0.0597 |
8.3% |
0.0064 |
0.9% |
16% |
False |
False |
83,068 |
| 100 |
0.7685 |
0.7085 |
0.0600 |
8.4% |
0.0062 |
0.9% |
16% |
False |
False |
66,489 |
| 120 |
0.7814 |
0.7085 |
0.0729 |
10.2% |
0.0059 |
0.8% |
13% |
False |
False |
55,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7419 |
|
1.618 |
0.7329 |
|
1.000 |
0.7273 |
|
0.618 |
0.7239 |
|
HIGH |
0.7183 |
|
0.618 |
0.7149 |
|
0.500 |
0.7138 |
|
0.382 |
0.7127 |
|
LOW |
0.7093 |
|
0.618 |
0.7037 |
|
1.000 |
0.7003 |
|
1.618 |
0.6947 |
|
2.618 |
0.6857 |
|
4.250 |
0.6711 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7165 |
0.7163 |
| PP |
0.7151 |
0.7149 |
| S1 |
0.7138 |
0.7134 |
|