CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7196 |
0.7201 |
0.0005 |
0.1% |
0.7188 |
| High |
0.7213 |
0.7203 |
-0.0010 |
-0.1% |
0.7238 |
| Low |
0.7169 |
0.7102 |
-0.0067 |
-0.9% |
0.7102 |
| Close |
0.7205 |
0.7113 |
-0.0092 |
-1.3% |
0.7113 |
| Range |
0.0044 |
0.0101 |
0.0057 |
129.5% |
0.0136 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.7% |
0.0000 |
| Volume |
5,376 |
20,506 |
15,130 |
281.4% |
34,060 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7379 |
0.7169 |
|
| R3 |
0.7341 |
0.7278 |
0.7141 |
|
| R2 |
0.7240 |
0.7240 |
0.7132 |
|
| R1 |
0.7177 |
0.7177 |
0.7122 |
0.7158 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7130 |
| S1 |
0.7076 |
0.7076 |
0.7104 |
0.7057 |
| S2 |
0.7038 |
0.7038 |
0.7094 |
|
| S3 |
0.6937 |
0.6975 |
0.7085 |
|
| S4 |
0.6836 |
0.6874 |
0.7057 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7472 |
0.7188 |
|
| R3 |
0.7423 |
0.7336 |
0.7150 |
|
| R2 |
0.7287 |
0.7287 |
0.7138 |
|
| R1 |
0.7200 |
0.7200 |
0.7125 |
0.7176 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7139 |
| S1 |
0.7064 |
0.7064 |
0.7101 |
0.7040 |
| S2 |
0.7015 |
0.7015 |
0.7088 |
|
| S3 |
0.6879 |
0.6928 |
0.7076 |
|
| S4 |
0.6743 |
0.6792 |
0.7038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7268 |
0.7102 |
0.0166 |
2.3% |
0.0077 |
1.1% |
7% |
False |
True |
7,096 |
| 10 |
0.7366 |
0.7102 |
0.0264 |
3.7% |
0.0071 |
1.0% |
4% |
False |
True |
4,009 |
| 20 |
0.7383 |
0.7102 |
0.0281 |
4.0% |
0.0065 |
0.9% |
4% |
False |
True |
2,345 |
| 40 |
0.7465 |
0.7102 |
0.0363 |
5.1% |
0.0060 |
0.8% |
3% |
False |
True |
1,201 |
| 60 |
0.7579 |
0.7102 |
0.0477 |
6.7% |
0.0056 |
0.8% |
2% |
False |
True |
807 |
| 80 |
0.7680 |
0.7102 |
0.0578 |
8.1% |
0.0049 |
0.7% |
2% |
False |
True |
607 |
| 100 |
0.7797 |
0.7102 |
0.0695 |
9.8% |
0.0043 |
0.6% |
2% |
False |
True |
486 |
| 120 |
0.7800 |
0.7102 |
0.0698 |
9.8% |
0.0038 |
0.5% |
2% |
False |
True |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7467 |
|
1.618 |
0.7366 |
|
1.000 |
0.7304 |
|
0.618 |
0.7265 |
|
HIGH |
0.7203 |
|
0.618 |
0.7164 |
|
0.500 |
0.7153 |
|
0.382 |
0.7141 |
|
LOW |
0.7102 |
|
0.618 |
0.7040 |
|
1.000 |
0.7001 |
|
1.618 |
0.6939 |
|
2.618 |
0.6838 |
|
4.250 |
0.6673 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7162 |
| PP |
0.7139 |
0.7145 |
| S1 |
0.7126 |
0.7129 |
|