CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7338 |
-0.0015 |
-0.2% |
0.7316 |
| High |
0.7366 |
0.7349 |
-0.0017 |
-0.2% |
0.7383 |
| Low |
0.7326 |
0.7280 |
-0.0046 |
-0.6% |
0.7244 |
| Close |
0.7338 |
0.7303 |
-0.0035 |
-0.5% |
0.7330 |
| Range |
0.0040 |
0.0069 |
0.0029 |
72.5% |
0.0139 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.3% |
0.0000 |
| Volume |
791 |
1,046 |
255 |
32.2% |
4,940 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7479 |
0.7341 |
|
| R3 |
0.7449 |
0.7410 |
0.7322 |
|
| R2 |
0.7380 |
0.7380 |
0.7316 |
|
| R1 |
0.7341 |
0.7341 |
0.7309 |
0.7326 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7303 |
| S1 |
0.7272 |
0.7272 |
0.7297 |
0.7257 |
| S2 |
0.7242 |
0.7242 |
0.7290 |
|
| S3 |
0.7173 |
0.7203 |
0.7284 |
|
| S4 |
0.7104 |
0.7134 |
0.7265 |
|
|
| 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 |
0.7366 |
0.7244 |
0.0122 |
1.7% |
0.0074 |
1.0% |
48% |
False |
False |
1,122 |
| 10 |
0.7383 |
0.7223 |
0.0160 |
2.2% |
0.0062 |
0.9% |
50% |
False |
False |
837 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0058 |
0.8% |
39% |
False |
False |
555 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0056 |
0.8% |
35% |
False |
False |
299 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0053 |
0.7% |
20% |
False |
False |
205 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0045 |
0.6% |
20% |
False |
False |
154 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0039 |
0.5% |
16% |
False |
False |
124 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0036 |
0.5% |
14% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7642 |
|
2.618 |
0.7530 |
|
1.618 |
0.7461 |
|
1.000 |
0.7418 |
|
0.618 |
0.7392 |
|
HIGH |
0.7349 |
|
0.618 |
0.7323 |
|
0.500 |
0.7315 |
|
0.382 |
0.7306 |
|
LOW |
0.7280 |
|
0.618 |
0.7237 |
|
1.000 |
0.7211 |
|
1.618 |
0.7168 |
|
2.618 |
0.7099 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7323 |
| PP |
0.7311 |
0.7316 |
| S1 |
0.7307 |
0.7310 |
|