CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7116 |
0.7174 |
0.0058 |
0.8% |
0.7190 |
| High |
0.7183 |
0.7229 |
0.0046 |
0.6% |
0.7236 |
| Low |
0.7093 |
0.7168 |
0.0075 |
1.1% |
0.7098 |
| Close |
0.7178 |
0.7195 |
0.0017 |
0.2% |
0.7110 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0138 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
155,787 |
146,760 |
-9,027 |
-5.8% |
557,565 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7380 |
0.7349 |
0.7229 |
|
| R3 |
0.7319 |
0.7288 |
0.7212 |
|
| R2 |
0.7258 |
0.7258 |
0.7206 |
|
| R1 |
0.7227 |
0.7227 |
0.7201 |
0.7243 |
| PP |
0.7197 |
0.7197 |
0.7197 |
0.7205 |
| S1 |
0.7166 |
0.7166 |
0.7189 |
0.7182 |
| S2 |
0.7136 |
0.7136 |
0.7184 |
|
| S3 |
0.7075 |
0.7105 |
0.7178 |
|
| S4 |
0.7014 |
0.7044 |
0.7161 |
|
|
| 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 |
0.7229 |
0.7085 |
0.0144 |
2.0% |
0.0066 |
0.9% |
76% |
True |
False |
137,219 |
| 10 |
0.7313 |
0.7085 |
0.0228 |
3.2% |
0.0068 |
0.9% |
48% |
False |
False |
133,120 |
| 20 |
0.7382 |
0.7085 |
0.0297 |
4.1% |
0.0067 |
0.9% |
37% |
False |
False |
117,418 |
| 40 |
0.7466 |
0.7085 |
0.0381 |
5.3% |
0.0066 |
0.9% |
29% |
False |
False |
109,520 |
| 60 |
0.7484 |
0.7085 |
0.0399 |
5.5% |
0.0064 |
0.9% |
28% |
False |
False |
104,525 |
| 80 |
0.7682 |
0.7085 |
0.0597 |
8.3% |
0.0064 |
0.9% |
18% |
False |
False |
84,899 |
| 100 |
0.7682 |
0.7085 |
0.0597 |
8.3% |
0.0062 |
0.9% |
18% |
False |
False |
67,955 |
| 120 |
0.7814 |
0.7085 |
0.0729 |
10.1% |
0.0059 |
0.8% |
15% |
False |
False |
56,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7389 |
|
1.618 |
0.7328 |
|
1.000 |
0.7290 |
|
0.618 |
0.7267 |
|
HIGH |
0.7229 |
|
0.618 |
0.7206 |
|
0.500 |
0.7199 |
|
0.382 |
0.7191 |
|
LOW |
0.7168 |
|
0.618 |
0.7130 |
|
1.000 |
0.7107 |
|
1.618 |
0.7069 |
|
2.618 |
0.7008 |
|
4.250 |
0.6909 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7199 |
0.7182 |
| PP |
0.7197 |
0.7170 |
| S1 |
0.7196 |
0.7157 |
|