CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7253 |
-0.0100 |
-1.4% |
0.7316 |
| High |
0.7353 |
0.7348 |
-0.0005 |
-0.1% |
0.7383 |
| Low |
0.7244 |
0.7245 |
0.0001 |
0.0% |
0.7244 |
| Close |
0.7249 |
0.7330 |
0.0081 |
1.1% |
0.7330 |
| Range |
0.0109 |
0.0103 |
-0.0006 |
-5.5% |
0.0139 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.6% |
0.0000 |
| Volume |
1,738 |
1,681 |
-57 |
-3.3% |
4,940 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7576 |
0.7387 |
|
| R3 |
0.7514 |
0.7473 |
0.7358 |
|
| R2 |
0.7411 |
0.7411 |
0.7349 |
|
| R1 |
0.7370 |
0.7370 |
0.7339 |
0.7390 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7318 |
| S1 |
0.7267 |
0.7267 |
0.7321 |
0.7288 |
| S2 |
0.7205 |
0.7205 |
0.7311 |
|
| S3 |
0.7102 |
0.7164 |
0.7302 |
|
| S4 |
0.6999 |
0.7061 |
0.7273 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7672 |
0.7406 |
|
| R3 |
0.7597 |
0.7533 |
0.7368 |
|
| R2 |
0.7458 |
0.7458 |
0.7355 |
|
| R1 |
0.7394 |
0.7394 |
0.7343 |
0.7426 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7335 |
| S1 |
0.7255 |
0.7255 |
0.7317 |
0.7287 |
| S2 |
0.7180 |
0.7180 |
0.7305 |
|
| S3 |
0.7041 |
0.7116 |
0.7292 |
|
| S4 |
0.6902 |
0.6977 |
0.7254 |
|
|
| 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% |
0.0067 |
0.9% |
62% |
False |
False |
988 |
| 10 |
0.7383 |
0.7207 |
0.0176 |
2.4% |
0.0060 |
0.8% |
70% |
False |
False |
813 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0054 |
0.7% |
50% |
False |
False |
455 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0057 |
0.8% |
44% |
False |
False |
245 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0052 |
0.7% |
26% |
False |
False |
169 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0044 |
0.6% |
26% |
False |
False |
127 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0038 |
0.5% |
21% |
False |
False |
102 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0035 |
0.5% |
18% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7618 |
|
1.618 |
0.7515 |
|
1.000 |
0.7451 |
|
0.618 |
0.7412 |
|
HIGH |
0.7348 |
|
0.618 |
0.7309 |
|
0.500 |
0.7297 |
|
0.382 |
0.7284 |
|
LOW |
0.7245 |
|
0.618 |
0.7181 |
|
1.000 |
0.7142 |
|
1.618 |
0.7078 |
|
2.618 |
0.6975 |
|
4.250 |
0.6807 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7319 |
0.7323 |
| PP |
0.7308 |
0.7315 |
| S1 |
0.7297 |
0.7308 |
|