CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7174 |
0.7191 |
0.0017 |
0.2% |
0.7105 |
| High |
0.7229 |
0.7216 |
-0.0013 |
-0.2% |
0.7229 |
| Low |
0.7168 |
0.7151 |
-0.0017 |
-0.2% |
0.7085 |
| Close |
0.7195 |
0.7166 |
-0.0029 |
-0.4% |
0.7166 |
| Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0144 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
146,760 |
35,037 |
-111,723 |
-76.1% |
566,947 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7373 |
0.7334 |
0.7202 |
|
| R3 |
0.7308 |
0.7269 |
0.7184 |
|
| R2 |
0.7243 |
0.7243 |
0.7178 |
|
| R1 |
0.7204 |
0.7204 |
0.7172 |
0.7191 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7171 |
| S1 |
0.7139 |
0.7139 |
0.7160 |
0.7126 |
| S2 |
0.7113 |
0.7113 |
0.7154 |
|
| S3 |
0.7048 |
0.7074 |
0.7148 |
|
| S4 |
0.6983 |
0.7009 |
0.7130 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7523 |
0.7245 |
|
| R3 |
0.7448 |
0.7379 |
0.7206 |
|
| R2 |
0.7304 |
0.7304 |
0.7192 |
|
| R1 |
0.7235 |
0.7235 |
0.7179 |
0.7270 |
| PP |
0.7160 |
0.7160 |
0.7160 |
0.7177 |
| S1 |
0.7091 |
0.7091 |
0.7153 |
0.7126 |
| S2 |
0.7016 |
0.7016 |
0.7140 |
|
| S3 |
0.6872 |
0.6947 |
0.7126 |
|
| S4 |
0.6728 |
0.6803 |
0.7087 |
|
|
| 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% |
0.0058 |
0.8% |
56% |
False |
False |
113,389 |
| 10 |
0.7267 |
0.7085 |
0.0182 |
2.5% |
0.0068 |
1.0% |
45% |
False |
False |
125,702 |
| 20 |
0.7382 |
0.7085 |
0.0297 |
4.1% |
0.0067 |
0.9% |
27% |
False |
False |
113,332 |
| 40 |
0.7466 |
0.7085 |
0.0381 |
5.3% |
0.0064 |
0.9% |
21% |
False |
False |
106,898 |
| 60 |
0.7484 |
0.7085 |
0.0399 |
5.6% |
0.0064 |
0.9% |
20% |
False |
False |
103,319 |
| 80 |
0.7682 |
0.7085 |
0.0597 |
8.3% |
0.0064 |
0.9% |
14% |
False |
False |
85,333 |
| 100 |
0.7682 |
0.7085 |
0.0597 |
8.3% |
0.0062 |
0.9% |
14% |
False |
False |
68,303 |
| 120 |
0.7814 |
0.7085 |
0.0729 |
10.2% |
0.0060 |
0.8% |
11% |
False |
False |
56,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7386 |
|
1.618 |
0.7321 |
|
1.000 |
0.7281 |
|
0.618 |
0.7256 |
|
HIGH |
0.7216 |
|
0.618 |
0.7191 |
|
0.500 |
0.7184 |
|
0.382 |
0.7176 |
|
LOW |
0.7151 |
|
0.618 |
0.7111 |
|
1.000 |
0.7086 |
|
1.618 |
0.7046 |
|
2.618 |
0.6981 |
|
4.250 |
0.6875 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7184 |
0.7164 |
| PP |
0.7178 |
0.7163 |
| S1 |
0.7172 |
0.7161 |
|