CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7367 |
0.0022 |
0.3% |
0.7298 |
| High |
0.7383 |
0.7371 |
-0.0012 |
-0.2% |
0.7321 |
| Low |
0.7337 |
0.7338 |
0.0001 |
0.0% |
0.7207 |
| Close |
0.7368 |
0.7348 |
-0.0020 |
-0.3% |
0.7321 |
| Range |
0.0046 |
0.0033 |
-0.0013 |
-28.3% |
0.0114 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
1,071 |
337 |
-734 |
-68.5% |
3,198 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7451 |
0.7433 |
0.7366 |
|
| R3 |
0.7418 |
0.7400 |
0.7357 |
|
| R2 |
0.7385 |
0.7385 |
0.7354 |
|
| R1 |
0.7367 |
0.7367 |
0.7351 |
0.7360 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7349 |
| S1 |
0.7334 |
0.7334 |
0.7345 |
0.7327 |
| S2 |
0.7319 |
0.7319 |
0.7342 |
|
| S3 |
0.7286 |
0.7301 |
0.7339 |
|
| S4 |
0.7253 |
0.7268 |
0.7330 |
|
|
| 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 |
0.7223 |
0.0160 |
2.2% |
0.0050 |
0.7% |
78% |
False |
False |
552 |
| 10 |
0.7453 |
0.7207 |
0.0246 |
3.3% |
0.0055 |
0.7% |
57% |
False |
False |
526 |
| 20 |
0.7465 |
0.7207 |
0.0258 |
3.5% |
0.0049 |
0.7% |
55% |
False |
False |
290 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0055 |
0.7% |
51% |
False |
False |
160 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0050 |
0.7% |
30% |
False |
False |
112 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0041 |
0.6% |
30% |
False |
False |
84 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0036 |
0.5% |
24% |
False |
False |
68 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0033 |
0.5% |
20% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7511 |
|
2.618 |
0.7457 |
|
1.618 |
0.7424 |
|
1.000 |
0.7404 |
|
0.618 |
0.7391 |
|
HIGH |
0.7371 |
|
0.618 |
0.7358 |
|
0.500 |
0.7355 |
|
0.382 |
0.7351 |
|
LOW |
0.7338 |
|
0.618 |
0.7318 |
|
1.000 |
0.7305 |
|
1.618 |
0.7285 |
|
2.618 |
0.7252 |
|
4.250 |
0.7198 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7346 |
| PP |
0.7352 |
0.7344 |
| S1 |
0.7350 |
0.7342 |
|