CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7175 |
0.7194 |
0.0019 |
0.3% |
0.7107 |
| High |
0.7232 |
0.7218 |
-0.0014 |
-0.2% |
0.7232 |
| Low |
0.7171 |
0.7153 |
-0.0018 |
-0.3% |
0.7088 |
| Close |
0.7197 |
0.7168 |
-0.0029 |
-0.4% |
0.7168 |
| Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0144 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
81,866 |
112,946 |
31,080 |
38.0% |
358,812 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7336 |
0.7204 |
|
| R3 |
0.7310 |
0.7271 |
0.7186 |
|
| R2 |
0.7245 |
0.7245 |
0.7180 |
|
| R1 |
0.7206 |
0.7206 |
0.7174 |
0.7193 |
| PP |
0.7180 |
0.7180 |
0.7180 |
0.7173 |
| S1 |
0.7141 |
0.7141 |
0.7162 |
0.7128 |
| S2 |
0.7115 |
0.7115 |
0.7156 |
|
| S3 |
0.7050 |
0.7076 |
0.7150 |
|
| S4 |
0.6985 |
0.7011 |
0.7132 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7525 |
0.7247 |
|
| R3 |
0.7451 |
0.7381 |
0.7208 |
|
| R2 |
0.7307 |
0.7307 |
0.7194 |
|
| R1 |
0.7237 |
0.7237 |
0.7181 |
0.7272 |
| PP |
0.7163 |
0.7163 |
0.7163 |
0.7180 |
| S1 |
0.7093 |
0.7093 |
0.7155 |
0.7128 |
| S2 |
0.7019 |
0.7019 |
0.7142 |
|
| S3 |
0.6875 |
0.6949 |
0.7128 |
|
| S4 |
0.6731 |
0.6805 |
0.7089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7232 |
0.7088 |
0.0144 |
2.0% |
0.0058 |
0.8% |
56% |
False |
False |
71,762 |
| 10 |
0.7268 |
0.7088 |
0.0180 |
2.5% |
0.0067 |
0.9% |
44% |
False |
False |
39,429 |
| 20 |
0.7383 |
0.7088 |
0.0295 |
4.1% |
0.0065 |
0.9% |
27% |
False |
False |
20,141 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.3% |
0.0060 |
0.8% |
21% |
False |
False |
10,165 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
20% |
False |
False |
6,785 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.3% |
0.0053 |
0.7% |
14% |
False |
False |
5,092 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.3% |
0.0045 |
0.6% |
14% |
False |
False |
4,074 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0040 |
0.6% |
11% |
False |
False |
3,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7494 |
|
2.618 |
0.7388 |
|
1.618 |
0.7323 |
|
1.000 |
0.7283 |
|
0.618 |
0.7258 |
|
HIGH |
0.7218 |
|
0.618 |
0.7193 |
|
0.500 |
0.7186 |
|
0.382 |
0.7178 |
|
LOW |
0.7153 |
|
0.618 |
0.7113 |
|
1.000 |
0.7088 |
|
1.618 |
0.7048 |
|
2.618 |
0.6983 |
|
4.250 |
0.6877 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7167 |
| PP |
0.7180 |
0.7166 |
| S1 |
0.7174 |
0.7165 |
|