CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 11-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7107 |
0.7117 |
0.0010 |
0.1% |
0.7188 |
High |
0.7134 |
0.7132 |
-0.0002 |
0.0% |
0.7238 |
Low |
0.7102 |
0.7088 |
-0.0014 |
-0.2% |
0.7102 |
Close |
0.7113 |
0.7103 |
-0.0010 |
-0.1% |
0.7113 |
Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0136 |
ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
21,018 |
69,805 |
48,787 |
232.1% |
34,060 |
|
Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7240 |
0.7215 |
0.7127 |
|
R3 |
0.7196 |
0.7171 |
0.7115 |
|
R2 |
0.7152 |
0.7152 |
0.7111 |
|
R1 |
0.7127 |
0.7127 |
0.7107 |
0.7118 |
PP |
0.7108 |
0.7108 |
0.7108 |
0.7103 |
S1 |
0.7083 |
0.7083 |
0.7099 |
0.7074 |
S2 |
0.7064 |
0.7064 |
0.7095 |
|
S3 |
0.7020 |
0.7039 |
0.7091 |
|
S4 |
0.6976 |
0.6995 |
0.7079 |
|
|
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 |
0.7221 |
0.7088 |
0.0133 |
1.9% |
0.0059 |
0.8% |
11% |
False |
True |
24,543 |
10 |
0.7366 |
0.7088 |
0.0278 |
3.9% |
0.0063 |
0.9% |
5% |
False |
True |
12,888 |
20 |
0.7383 |
0.7088 |
0.0295 |
4.2% |
0.0062 |
0.9% |
5% |
False |
True |
6,831 |
40 |
0.7465 |
0.7088 |
0.0377 |
5.3% |
0.0060 |
0.8% |
4% |
False |
True |
3,469 |
60 |
0.7485 |
0.7088 |
0.0397 |
5.6% |
0.0056 |
0.8% |
4% |
False |
True |
2,320 |
80 |
0.7680 |
0.7088 |
0.0592 |
8.3% |
0.0050 |
0.7% |
3% |
False |
True |
1,742 |
100 |
0.7680 |
0.7088 |
0.0592 |
8.3% |
0.0044 |
0.6% |
3% |
False |
True |
1,394 |
120 |
0.7800 |
0.7088 |
0.0712 |
10.0% |
0.0038 |
0.5% |
2% |
False |
True |
1,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7319 |
2.618 |
0.7247 |
1.618 |
0.7203 |
1.000 |
0.7176 |
0.618 |
0.7159 |
HIGH |
0.7132 |
0.618 |
0.7115 |
0.500 |
0.7110 |
0.382 |
0.7105 |
LOW |
0.7088 |
0.618 |
0.7061 |
1.000 |
0.7044 |
1.618 |
0.7017 |
2.618 |
0.6973 |
4.250 |
0.6901 |
|
|
Fisher Pivots for day following 11-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7110 |
0.7146 |
PP |
0.7108 |
0.7131 |
S1 |
0.7105 |
0.7117 |
|