CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7353 |
-0.0014 |
-0.2% |
0.7298 |
| High |
0.7371 |
0.7353 |
-0.0018 |
-0.2% |
0.7321 |
| Low |
0.7338 |
0.7244 |
-0.0094 |
-1.3% |
0.7207 |
| Close |
0.7348 |
0.7249 |
-0.0099 |
-1.3% |
0.7321 |
| Range |
0.0033 |
0.0109 |
0.0076 |
230.3% |
0.0114 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.3% |
0.0000 |
| Volume |
337 |
1,738 |
1,401 |
415.7% |
3,198 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7538 |
0.7309 |
|
| R3 |
0.7500 |
0.7429 |
0.7279 |
|
| R2 |
0.7391 |
0.7391 |
0.7269 |
|
| R1 |
0.7320 |
0.7320 |
0.7259 |
0.7301 |
| PP |
0.7282 |
0.7282 |
0.7282 |
0.7273 |
| S1 |
0.7211 |
0.7211 |
0.7239 |
0.7192 |
| S2 |
0.7173 |
0.7173 |
0.7229 |
|
| S3 |
0.7064 |
0.7102 |
0.7219 |
|
| S4 |
0.6955 |
0.6993 |
0.7189 |
|
|
| 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 |
0.7244 |
0.0139 |
1.9% |
0.0059 |
0.8% |
4% |
False |
True |
783 |
| 10 |
0.7383 |
0.7207 |
0.0176 |
2.4% |
0.0058 |
0.8% |
24% |
False |
False |
681 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0051 |
0.7% |
17% |
False |
False |
374 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0055 |
0.8% |
15% |
False |
False |
203 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0050 |
0.7% |
9% |
False |
False |
141 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0043 |
0.6% |
9% |
False |
False |
106 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.2% |
0.0037 |
0.5% |
7% |
False |
False |
86 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.6% |
0.0034 |
0.5% |
6% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7638 |
|
1.618 |
0.7529 |
|
1.000 |
0.7462 |
|
0.618 |
0.7420 |
|
HIGH |
0.7353 |
|
0.618 |
0.7311 |
|
0.500 |
0.7299 |
|
0.382 |
0.7286 |
|
LOW |
0.7244 |
|
0.618 |
0.7177 |
|
1.000 |
0.7135 |
|
1.618 |
0.7068 |
|
2.618 |
0.6959 |
|
4.250 |
0.6781 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7299 |
0.7314 |
| PP |
0.7282 |
0.7292 |
| S1 |
0.7266 |
0.7271 |
|