CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7224 |
0.0044 |
0.6% |
0.7107 |
| High |
0.7225 |
0.7278 |
0.0053 |
0.7% |
0.7232 |
| Low |
0.7146 |
0.7215 |
0.0069 |
1.0% |
0.7088 |
| Close |
0.7217 |
0.7268 |
0.0051 |
0.7% |
0.7168 |
| Range |
0.0079 |
0.0063 |
-0.0016 |
-20.3% |
0.0144 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
111,362 |
99,246 |
-12,116 |
-10.9% |
358,812 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7418 |
0.7303 |
|
| R3 |
0.7380 |
0.7355 |
0.7285 |
|
| R2 |
0.7317 |
0.7317 |
0.7280 |
|
| R1 |
0.7292 |
0.7292 |
0.7274 |
0.7305 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7260 |
| S1 |
0.7229 |
0.7229 |
0.7262 |
0.7242 |
| S2 |
0.7191 |
0.7191 |
0.7256 |
|
| S3 |
0.7128 |
0.7166 |
0.7251 |
|
| S4 |
0.7065 |
0.7103 |
0.7233 |
|
|
| 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 |
0.7278 |
0.7145 |
0.0133 |
1.8% |
0.0064 |
0.9% |
92% |
True |
False |
92,819 |
| 10 |
0.7278 |
0.7088 |
0.0190 |
2.6% |
0.0063 |
0.9% |
95% |
True |
False |
65,397 |
| 20 |
0.7371 |
0.7088 |
0.0283 |
3.9% |
0.0067 |
0.9% |
64% |
False |
False |
33,513 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0059 |
0.8% |
48% |
False |
False |
16,894 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0059 |
0.8% |
45% |
False |
False |
11,272 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0054 |
0.7% |
30% |
False |
False |
8,458 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0046 |
0.6% |
30% |
False |
False |
6,767 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0040 |
0.6% |
25% |
False |
False |
5,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7546 |
|
2.618 |
0.7443 |
|
1.618 |
0.7380 |
|
1.000 |
0.7341 |
|
0.618 |
0.7317 |
|
HIGH |
0.7278 |
|
0.618 |
0.7254 |
|
0.500 |
0.7247 |
|
0.382 |
0.7239 |
|
LOW |
0.7215 |
|
0.618 |
0.7176 |
|
1.000 |
0.7152 |
|
1.618 |
0.7113 |
|
2.618 |
0.7050 |
|
4.250 |
0.6947 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7261 |
0.7249 |
| PP |
0.7254 |
0.7230 |
| S1 |
0.7247 |
0.7212 |
|