CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7187 |
0.7196 |
0.0009 |
0.1% |
0.7338 |
| High |
0.7221 |
0.7213 |
-0.0008 |
-0.1% |
0.7366 |
| Low |
0.7149 |
0.7169 |
0.0020 |
0.3% |
0.7179 |
| Close |
0.7188 |
0.7205 |
0.0017 |
0.2% |
0.7182 |
| Range |
0.0072 |
0.0044 |
-0.0028 |
-38.9% |
0.0187 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
6,014 |
5,376 |
-638 |
-10.6% |
4,354 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7328 |
0.7310 |
0.7229 |
|
| R3 |
0.7284 |
0.7266 |
0.7217 |
|
| R2 |
0.7240 |
0.7240 |
0.7213 |
|
| R1 |
0.7222 |
0.7222 |
0.7209 |
0.7231 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7200 |
| S1 |
0.7178 |
0.7178 |
0.7201 |
0.7187 |
| S2 |
0.7152 |
0.7152 |
0.7197 |
|
| S3 |
0.7108 |
0.7134 |
0.7193 |
|
| S4 |
0.7064 |
0.7090 |
0.7181 |
|
|
| 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 |
0.7315 |
0.7149 |
0.0166 |
2.3% |
0.0069 |
1.0% |
34% |
False |
False |
3,143 |
| 10 |
0.7366 |
0.7149 |
0.0217 |
3.0% |
0.0072 |
1.0% |
26% |
False |
False |
2,132 |
| 20 |
0.7453 |
0.7149 |
0.0304 |
4.2% |
0.0063 |
0.9% |
18% |
False |
False |
1,329 |
| 40 |
0.7465 |
0.7149 |
0.0316 |
4.4% |
0.0059 |
0.8% |
18% |
False |
False |
689 |
| 60 |
0.7610 |
0.7149 |
0.0461 |
6.4% |
0.0056 |
0.8% |
12% |
False |
False |
465 |
| 80 |
0.7680 |
0.7149 |
0.0531 |
7.4% |
0.0048 |
0.7% |
11% |
False |
False |
350 |
| 100 |
0.7797 |
0.7149 |
0.0648 |
9.0% |
0.0042 |
0.6% |
9% |
False |
False |
281 |
| 120 |
0.7800 |
0.7149 |
0.0651 |
9.0% |
0.0038 |
0.5% |
9% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7328 |
|
1.618 |
0.7284 |
|
1.000 |
0.7257 |
|
0.618 |
0.7240 |
|
HIGH |
0.7213 |
|
0.618 |
0.7196 |
|
0.500 |
0.7191 |
|
0.382 |
0.7186 |
|
LOW |
0.7169 |
|
0.618 |
0.7142 |
|
1.000 |
0.7125 |
|
1.618 |
0.7098 |
|
2.618 |
0.7054 |
|
4.250 |
0.6982 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7200 |
0.7201 |
| PP |
0.7196 |
0.7197 |
| S1 |
0.7191 |
0.7194 |
|