CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7188 |
0.7187 |
-0.0001 |
0.0% |
0.7338 |
| High |
0.7238 |
0.7221 |
-0.0017 |
-0.2% |
0.7366 |
| Low |
0.7161 |
0.7149 |
-0.0012 |
-0.2% |
0.7179 |
| Close |
0.7183 |
0.7188 |
0.0005 |
0.1% |
0.7182 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0187 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,164 |
6,014 |
3,850 |
177.9% |
4,354 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7402 |
0.7367 |
0.7228 |
|
| R3 |
0.7330 |
0.7295 |
0.7208 |
|
| R2 |
0.7258 |
0.7258 |
0.7201 |
|
| R1 |
0.7223 |
0.7223 |
0.7195 |
0.7240 |
| PP |
0.7186 |
0.7186 |
0.7186 |
0.7195 |
| S1 |
0.7151 |
0.7151 |
0.7181 |
0.7169 |
| S2 |
0.7114 |
0.7114 |
0.7175 |
|
| S3 |
0.7042 |
0.7079 |
0.7168 |
|
| S4 |
0.6970 |
0.7007 |
0.7148 |
|
|
| 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 |
0.7349 |
0.7149 |
0.0200 |
2.8% |
0.0074 |
1.0% |
19% |
False |
True |
2,277 |
| 10 |
0.7371 |
0.7149 |
0.0222 |
3.1% |
0.0071 |
1.0% |
18% |
False |
True |
1,628 |
| 20 |
0.7453 |
0.7149 |
0.0304 |
4.2% |
0.0064 |
0.9% |
13% |
False |
True |
1,062 |
| 40 |
0.7465 |
0.7149 |
0.0316 |
4.4% |
0.0059 |
0.8% |
12% |
False |
True |
555 |
| 60 |
0.7630 |
0.7149 |
0.0481 |
6.7% |
0.0056 |
0.8% |
8% |
False |
True |
376 |
| 80 |
0.7680 |
0.7149 |
0.0531 |
7.4% |
0.0048 |
0.7% |
7% |
False |
True |
283 |
| 100 |
0.7797 |
0.7149 |
0.0648 |
9.0% |
0.0042 |
0.6% |
6% |
False |
True |
228 |
| 120 |
0.7810 |
0.7149 |
0.0661 |
9.2% |
0.0038 |
0.5% |
6% |
False |
True |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7409 |
|
1.618 |
0.7337 |
|
1.000 |
0.7293 |
|
0.618 |
0.7265 |
|
HIGH |
0.7221 |
|
0.618 |
0.7193 |
|
0.500 |
0.7185 |
|
0.382 |
0.7177 |
|
LOW |
0.7149 |
|
0.618 |
0.7105 |
|
1.000 |
0.7077 |
|
1.618 |
0.7033 |
|
2.618 |
0.6961 |
|
4.250 |
0.6843 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7187 |
0.7209 |
| PP |
0.7186 |
0.7202 |
| S1 |
0.7185 |
0.7195 |
|