CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7262 |
-0.0051 |
-0.7% |
0.7338 |
| High |
0.7315 |
0.7268 |
-0.0047 |
-0.6% |
0.7366 |
| Low |
0.7251 |
0.7179 |
-0.0072 |
-1.0% |
0.7179 |
| Close |
0.7259 |
0.7182 |
-0.0077 |
-1.1% |
0.7182 |
| Range |
0.0064 |
0.0089 |
0.0025 |
39.1% |
0.0187 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
738 |
1,423 |
685 |
92.8% |
4,354 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7418 |
0.7231 |
|
| R3 |
0.7388 |
0.7329 |
0.7206 |
|
| R2 |
0.7299 |
0.7299 |
0.7198 |
|
| R1 |
0.7240 |
0.7240 |
0.7190 |
0.7225 |
| PP |
0.7210 |
0.7210 |
0.7210 |
0.7202 |
| S1 |
0.7151 |
0.7151 |
0.7174 |
0.7136 |
| S2 |
0.7121 |
0.7121 |
0.7166 |
|
| S3 |
0.7032 |
0.7062 |
0.7158 |
|
| S4 |
0.6943 |
0.6973 |
0.7133 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7680 |
0.7285 |
|
| R3 |
0.7616 |
0.7493 |
0.7233 |
|
| R2 |
0.7429 |
0.7429 |
0.7216 |
|
| R1 |
0.7306 |
0.7306 |
0.7199 |
0.7274 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7227 |
| S1 |
0.7119 |
0.7119 |
0.7165 |
0.7087 |
| S2 |
0.7055 |
0.7055 |
0.7148 |
|
| S3 |
0.6868 |
0.6932 |
0.7131 |
|
| S4 |
0.6681 |
0.6745 |
0.7079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7366 |
0.7179 |
0.0187 |
2.6% |
0.0062 |
0.9% |
2% |
False |
True |
870 |
| 10 |
0.7383 |
0.7179 |
0.0204 |
2.8% |
0.0065 |
0.9% |
1% |
False |
True |
929 |
| 20 |
0.7453 |
0.7179 |
0.0274 |
3.8% |
0.0060 |
0.8% |
1% |
False |
True |
657 |
| 40 |
0.7485 |
0.7179 |
0.0306 |
4.3% |
0.0057 |
0.8% |
1% |
False |
True |
352 |
| 60 |
0.7630 |
0.7179 |
0.0451 |
6.3% |
0.0054 |
0.8% |
1% |
False |
True |
240 |
| 80 |
0.7680 |
0.7179 |
0.0501 |
7.0% |
0.0046 |
0.6% |
1% |
False |
True |
181 |
| 100 |
0.7800 |
0.7179 |
0.0621 |
8.6% |
0.0040 |
0.6% |
0% |
False |
True |
146 |
| 120 |
0.7902 |
0.7179 |
0.0723 |
10.1% |
0.0037 |
0.5% |
0% |
False |
True |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7501 |
|
1.618 |
0.7412 |
|
1.000 |
0.7357 |
|
0.618 |
0.7323 |
|
HIGH |
0.7268 |
|
0.618 |
0.7234 |
|
0.500 |
0.7224 |
|
0.382 |
0.7213 |
|
LOW |
0.7179 |
|
0.618 |
0.7124 |
|
1.000 |
0.7090 |
|
1.618 |
0.7035 |
|
2.618 |
0.6946 |
|
4.250 |
0.6801 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7264 |
| PP |
0.7210 |
0.7237 |
| S1 |
0.7196 |
0.7209 |
|