CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7235 |
0.7235 |
0.0000 |
0.0% |
0.7399 |
High |
0.7250 |
0.7288 |
0.0038 |
0.5% |
0.7453 |
Low |
0.7207 |
0.7223 |
0.0016 |
0.2% |
0.7288 |
Close |
0.7241 |
0.7263 |
0.0022 |
0.3% |
0.7293 |
Range |
0.0043 |
0.0065 |
0.0022 |
51.2% |
0.0165 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
Volume |
609 |
583 |
-26 |
-4.3% |
651 |
|
Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7453 |
0.7423 |
0.7299 |
|
R3 |
0.7388 |
0.7358 |
0.7281 |
|
R2 |
0.7323 |
0.7323 |
0.7275 |
|
R1 |
0.7293 |
0.7293 |
0.7269 |
0.7308 |
PP |
0.7258 |
0.7258 |
0.7258 |
0.7266 |
S1 |
0.7228 |
0.7228 |
0.7257 |
0.7243 |
S2 |
0.7193 |
0.7193 |
0.7251 |
|
S3 |
0.7128 |
0.7163 |
0.7245 |
|
S4 |
0.7063 |
0.7098 |
0.7227 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7840 |
0.7731 |
0.7384 |
|
R3 |
0.7675 |
0.7566 |
0.7338 |
|
R2 |
0.7510 |
0.7510 |
0.7323 |
|
R1 |
0.7401 |
0.7401 |
0.7308 |
0.7373 |
PP |
0.7345 |
0.7345 |
0.7345 |
0.7331 |
S1 |
0.7236 |
0.7236 |
0.7278 |
0.7208 |
S2 |
0.7180 |
0.7180 |
0.7263 |
|
S3 |
0.7015 |
0.7071 |
0.7248 |
|
S4 |
0.6850 |
0.6906 |
0.7202 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7377 |
0.7207 |
0.0170 |
2.3% |
0.0058 |
0.8% |
33% |
False |
False |
578 |
10 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0055 |
0.8% |
23% |
False |
False |
324 |
20 |
0.7465 |
0.7207 |
0.0258 |
3.6% |
0.0055 |
0.8% |
22% |
False |
False |
189 |
40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0054 |
0.7% |
20% |
False |
False |
107 |
60 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0048 |
0.7% |
12% |
False |
False |
76 |
80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0040 |
0.6% |
12% |
False |
False |
57 |
100 |
0.7800 |
0.7207 |
0.0593 |
8.2% |
0.0035 |
0.5% |
9% |
False |
False |
47 |
120 |
0.7902 |
0.7207 |
0.0695 |
9.6% |
0.0032 |
0.4% |
8% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7564 |
2.618 |
0.7458 |
1.618 |
0.7393 |
1.000 |
0.7353 |
0.618 |
0.7328 |
HIGH |
0.7288 |
0.618 |
0.7263 |
0.500 |
0.7256 |
0.382 |
0.7248 |
LOW |
0.7223 |
0.618 |
0.7183 |
1.000 |
0.7158 |
1.618 |
0.7118 |
2.618 |
0.7053 |
4.250 |
0.6947 |
|
|
Fisher Pivots for day following 16-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7261 |
0.7258 |
PP |
0.7258 |
0.7253 |
S1 |
0.7256 |
0.7248 |
|