CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7316 |
0.0052 |
0.7% |
0.7298 |
| High |
0.7321 |
0.7345 |
0.0024 |
0.3% |
0.7321 |
| Low |
0.7259 |
0.7300 |
0.0041 |
0.6% |
0.7207 |
| Close |
0.7321 |
0.7330 |
0.0009 |
0.1% |
0.7321 |
| Range |
0.0062 |
0.0045 |
-0.0017 |
-27.4% |
0.0114 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
659 |
113 |
-546 |
-82.9% |
3,198 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7460 |
0.7440 |
0.7355 |
|
| R3 |
0.7415 |
0.7395 |
0.7342 |
|
| R2 |
0.7370 |
0.7370 |
0.7338 |
|
| R1 |
0.7350 |
0.7350 |
0.7334 |
0.7360 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7330 |
| S1 |
0.7305 |
0.7305 |
0.7326 |
0.7315 |
| S2 |
0.7280 |
0.7280 |
0.7322 |
|
| S3 |
0.7235 |
0.7260 |
0.7318 |
|
| S4 |
0.7190 |
0.7215 |
0.7305 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7587 |
0.7384 |
|
| R3 |
0.7511 |
0.7473 |
0.7352 |
|
| R2 |
0.7397 |
0.7397 |
0.7342 |
|
| R1 |
0.7359 |
0.7359 |
0.7331 |
0.7378 |
| PP |
0.7283 |
0.7283 |
0.7283 |
0.7293 |
| S1 |
0.7245 |
0.7245 |
0.7311 |
0.7264 |
| S2 |
0.7169 |
0.7169 |
0.7300 |
|
| S3 |
0.7055 |
0.7131 |
0.7290 |
|
| S4 |
0.6941 |
0.7017 |
0.7258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7345 |
0.7207 |
0.0138 |
1.9% |
0.0054 |
0.7% |
89% |
True |
False |
514 |
| 10 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0058 |
0.8% |
50% |
False |
False |
394 |
| 20 |
0.7465 |
0.7207 |
0.0258 |
3.5% |
0.0052 |
0.7% |
48% |
False |
False |
223 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0054 |
0.7% |
44% |
False |
False |
125 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0049 |
0.7% |
26% |
False |
False |
88 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0041 |
0.6% |
26% |
False |
False |
67 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0035 |
0.5% |
21% |
False |
False |
54 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0033 |
0.4% |
18% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7463 |
|
1.618 |
0.7418 |
|
1.000 |
0.7390 |
|
0.618 |
0.7373 |
|
HIGH |
0.7345 |
|
0.618 |
0.7328 |
|
0.500 |
0.7323 |
|
0.382 |
0.7317 |
|
LOW |
0.7300 |
|
0.618 |
0.7272 |
|
1.000 |
0.7255 |
|
1.618 |
0.7227 |
|
2.618 |
0.7182 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7315 |
| PP |
0.7325 |
0.7299 |
| S1 |
0.7323 |
0.7284 |
|