CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7117 |
0.7122 |
0.0005 |
0.1% |
0.7188 |
| High |
0.7132 |
0.7186 |
0.0054 |
0.8% |
0.7238 |
| Low |
0.7088 |
0.7097 |
0.0009 |
0.1% |
0.7102 |
| Close |
0.7103 |
0.7181 |
0.0078 |
1.1% |
0.7113 |
| Range |
0.0044 |
0.0089 |
0.0045 |
102.3% |
0.0136 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.2% |
0.0000 |
| Volume |
69,805 |
73,177 |
3,372 |
4.8% |
34,060 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7390 |
0.7230 |
|
| R3 |
0.7333 |
0.7301 |
0.7205 |
|
| R2 |
0.7244 |
0.7244 |
0.7197 |
|
| R1 |
0.7212 |
0.7212 |
0.7189 |
0.7228 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7163 |
| S1 |
0.7123 |
0.7123 |
0.7173 |
0.7139 |
| S2 |
0.7066 |
0.7066 |
0.7165 |
|
| S3 |
0.6977 |
0.7034 |
0.7157 |
|
| S4 |
0.6888 |
0.6945 |
0.7132 |
|
|
| 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 |
0.7213 |
0.7088 |
0.0125 |
1.7% |
0.0062 |
0.9% |
74% |
False |
False |
37,976 |
| 10 |
0.7349 |
0.7088 |
0.0261 |
3.6% |
0.0068 |
0.9% |
36% |
False |
False |
20,126 |
| 20 |
0.7383 |
0.7088 |
0.0295 |
4.1% |
0.0064 |
0.9% |
32% |
False |
False |
10,460 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0061 |
0.8% |
25% |
False |
False |
5,298 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
23% |
False |
False |
3,539 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0051 |
0.7% |
16% |
False |
False |
2,657 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0044 |
0.6% |
16% |
False |
False |
2,126 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0039 |
0.5% |
13% |
False |
False |
1,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7419 |
|
1.618 |
0.7330 |
|
1.000 |
0.7275 |
|
0.618 |
0.7241 |
|
HIGH |
0.7186 |
|
0.618 |
0.7152 |
|
0.500 |
0.7142 |
|
0.382 |
0.7131 |
|
LOW |
0.7097 |
|
0.618 |
0.7042 |
|
1.000 |
0.7008 |
|
1.618 |
0.6953 |
|
2.618 |
0.6864 |
|
4.250 |
0.6719 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7168 |
0.7166 |
| PP |
0.7155 |
0.7152 |
| S1 |
0.7142 |
0.7137 |
|