CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7201 |
0.7107 |
-0.0094 |
-1.3% |
0.7188 |
| High |
0.7203 |
0.7134 |
-0.0069 |
-1.0% |
0.7238 |
| Low |
0.7102 |
0.7102 |
0.0000 |
0.0% |
0.7102 |
| Close |
0.7113 |
0.7113 |
0.0000 |
0.0% |
0.7113 |
| Range |
0.0101 |
0.0032 |
-0.0069 |
-68.3% |
0.0136 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
20,506 |
21,018 |
512 |
2.5% |
34,060 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7212 |
0.7195 |
0.7131 |
|
| R3 |
0.7180 |
0.7163 |
0.7122 |
|
| R2 |
0.7148 |
0.7148 |
0.7119 |
|
| R1 |
0.7131 |
0.7131 |
0.7116 |
0.7140 |
| PP |
0.7116 |
0.7116 |
0.7116 |
0.7121 |
| S1 |
0.7099 |
0.7099 |
0.7110 |
0.7108 |
| S2 |
0.7084 |
0.7084 |
0.7107 |
|
| S3 |
0.7052 |
0.7067 |
0.7104 |
|
| S4 |
0.7020 |
0.7035 |
0.7095 |
|
|
| 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 |
0.7238 |
0.7102 |
0.0136 |
1.9% |
0.0065 |
0.9% |
8% |
False |
True |
11,015 |
| 10 |
0.7366 |
0.7102 |
0.0264 |
3.7% |
0.0064 |
0.9% |
4% |
False |
True |
5,943 |
| 20 |
0.7383 |
0.7102 |
0.0281 |
4.0% |
0.0062 |
0.9% |
4% |
False |
True |
3,378 |
| 40 |
0.7465 |
0.7102 |
0.0363 |
5.1% |
0.0059 |
0.8% |
3% |
False |
True |
1,724 |
| 60 |
0.7485 |
0.7102 |
0.0383 |
5.4% |
0.0056 |
0.8% |
3% |
False |
True |
1,157 |
| 80 |
0.7680 |
0.7102 |
0.0578 |
8.1% |
0.0050 |
0.7% |
2% |
False |
True |
870 |
| 100 |
0.7736 |
0.7102 |
0.0634 |
8.9% |
0.0043 |
0.6% |
2% |
False |
True |
696 |
| 120 |
0.7800 |
0.7102 |
0.0698 |
9.8% |
0.0038 |
0.5% |
2% |
False |
True |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7270 |
|
2.618 |
0.7218 |
|
1.618 |
0.7186 |
|
1.000 |
0.7166 |
|
0.618 |
0.7154 |
|
HIGH |
0.7134 |
|
0.618 |
0.7122 |
|
0.500 |
0.7118 |
|
0.382 |
0.7114 |
|
LOW |
0.7102 |
|
0.618 |
0.7082 |
|
1.000 |
0.7070 |
|
1.618 |
0.7050 |
|
2.618 |
0.7018 |
|
4.250 |
0.6966 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7118 |
0.7158 |
| PP |
0.7116 |
0.7143 |
| S1 |
0.7115 |
0.7128 |
|