CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7345 |
0.0029 |
0.4% |
0.7298 |
| High |
0.7345 |
0.7383 |
0.0038 |
0.5% |
0.7321 |
| Low |
0.7300 |
0.7337 |
0.0037 |
0.5% |
0.7207 |
| Close |
0.7330 |
0.7368 |
0.0038 |
0.5% |
0.7321 |
| Range |
0.0045 |
0.0046 |
0.0001 |
2.2% |
0.0114 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
113 |
1,071 |
958 |
847.8% |
3,198 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7480 |
0.7393 |
|
| R3 |
0.7455 |
0.7434 |
0.7381 |
|
| R2 |
0.7409 |
0.7409 |
0.7376 |
|
| R1 |
0.7388 |
0.7388 |
0.7372 |
0.7399 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7368 |
| S1 |
0.7342 |
0.7342 |
0.7364 |
0.7353 |
| S2 |
0.7317 |
0.7317 |
0.7360 |
|
| S3 |
0.7271 |
0.7296 |
0.7355 |
|
| S4 |
0.7225 |
0.7250 |
0.7343 |
|
|
| 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 |
0.7383 |
0.7207 |
0.0176 |
2.4% |
0.0052 |
0.7% |
91% |
True |
False |
607 |
| 10 |
0.7453 |
0.7207 |
0.0246 |
3.3% |
0.0057 |
0.8% |
65% |
False |
False |
497 |
| 20 |
0.7465 |
0.7207 |
0.0258 |
3.5% |
0.0051 |
0.7% |
62% |
False |
False |
275 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0055 |
0.7% |
58% |
False |
False |
152 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0050 |
0.7% |
34% |
False |
False |
106 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0041 |
0.6% |
34% |
False |
False |
80 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.0% |
0.0035 |
0.5% |
27% |
False |
False |
65 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.4% |
0.0033 |
0.4% |
23% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7579 |
|
2.618 |
0.7503 |
|
1.618 |
0.7457 |
|
1.000 |
0.7429 |
|
0.618 |
0.7411 |
|
HIGH |
0.7383 |
|
0.618 |
0.7365 |
|
0.500 |
0.7360 |
|
0.382 |
0.7355 |
|
LOW |
0.7337 |
|
0.618 |
0.7309 |
|
1.000 |
0.7291 |
|
1.618 |
0.7263 |
|
2.618 |
0.7217 |
|
4.250 |
0.7142 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7352 |
| PP |
0.7363 |
0.7337 |
| S1 |
0.7360 |
0.7321 |
|