CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7313 |
-0.0025 |
-0.3% |
0.7316 |
| High |
0.7349 |
0.7315 |
-0.0034 |
-0.5% |
0.7383 |
| Low |
0.7280 |
0.7251 |
-0.0029 |
-0.4% |
0.7244 |
| Close |
0.7303 |
0.7259 |
-0.0044 |
-0.6% |
0.7330 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0139 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,046 |
738 |
-308 |
-29.4% |
4,940 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7427 |
0.7294 |
|
| R3 |
0.7403 |
0.7363 |
0.7277 |
|
| R2 |
0.7339 |
0.7339 |
0.7271 |
|
| R1 |
0.7299 |
0.7299 |
0.7265 |
0.7287 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7269 |
| S1 |
0.7235 |
0.7235 |
0.7253 |
0.7223 |
| S2 |
0.7211 |
0.7211 |
0.7247 |
|
| S3 |
0.7147 |
0.7171 |
0.7241 |
|
| S4 |
0.7083 |
0.7107 |
0.7224 |
|
|
| 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 |
0.7245 |
0.0121 |
1.7% |
0.0065 |
0.9% |
12% |
False |
False |
922 |
| 10 |
0.7383 |
0.7244 |
0.0139 |
1.9% |
0.0062 |
0.9% |
11% |
False |
False |
853 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0059 |
0.8% |
21% |
False |
False |
588 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0056 |
0.8% |
19% |
False |
False |
317 |
| 60 |
0.7679 |
0.7207 |
0.0472 |
6.5% |
0.0054 |
0.7% |
11% |
False |
False |
216 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.5% |
0.0046 |
0.6% |
11% |
False |
False |
163 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.2% |
0.0040 |
0.5% |
9% |
False |
False |
132 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.6% |
0.0036 |
0.5% |
7% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7483 |
|
1.618 |
0.7419 |
|
1.000 |
0.7379 |
|
0.618 |
0.7355 |
|
HIGH |
0.7315 |
|
0.618 |
0.7291 |
|
0.500 |
0.7283 |
|
0.382 |
0.7275 |
|
LOW |
0.7251 |
|
0.618 |
0.7211 |
|
1.000 |
0.7187 |
|
1.618 |
0.7147 |
|
2.618 |
0.7083 |
|
4.250 |
0.6979 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7309 |
| PP |
0.7275 |
0.7292 |
| S1 |
0.7267 |
0.7276 |
|