CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7224 |
0.7267 |
0.0043 |
0.6% |
0.7107 |
| High |
0.7278 |
0.7296 |
0.0018 |
0.2% |
0.7232 |
| Low |
0.7215 |
0.7257 |
0.0042 |
0.6% |
0.7088 |
| Close |
0.7268 |
0.7294 |
0.0026 |
0.4% |
0.7168 |
| Range |
0.0063 |
0.0039 |
-0.0024 |
-38.1% |
0.0144 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
99,246 |
79,038 |
-20,208 |
-20.4% |
358,812 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7386 |
0.7315 |
|
| R3 |
0.7360 |
0.7347 |
0.7305 |
|
| R2 |
0.7321 |
0.7321 |
0.7301 |
|
| R1 |
0.7308 |
0.7308 |
0.7298 |
0.7315 |
| PP |
0.7282 |
0.7282 |
0.7282 |
0.7286 |
| S1 |
0.7269 |
0.7269 |
0.7290 |
0.7276 |
| S2 |
0.7243 |
0.7243 |
0.7287 |
|
| S3 |
0.7204 |
0.7230 |
0.7283 |
|
| S4 |
0.7165 |
0.7191 |
0.7273 |
|
|
| 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 |
0.7296 |
0.7145 |
0.0151 |
2.1% |
0.0060 |
0.8% |
99% |
True |
False |
92,253 |
| 10 |
0.7296 |
0.7088 |
0.0208 |
2.9% |
0.0063 |
0.9% |
99% |
True |
False |
72,764 |
| 20 |
0.7366 |
0.7088 |
0.0278 |
3.8% |
0.0067 |
0.9% |
74% |
False |
False |
37,448 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0058 |
0.8% |
55% |
False |
False |
18,869 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.4% |
0.0059 |
0.8% |
52% |
False |
False |
12,589 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0054 |
0.7% |
35% |
False |
False |
9,446 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0047 |
0.6% |
35% |
False |
False |
7,557 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0041 |
0.6% |
29% |
False |
False |
6,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7398 |
|
1.618 |
0.7359 |
|
1.000 |
0.7335 |
|
0.618 |
0.7320 |
|
HIGH |
0.7296 |
|
0.618 |
0.7281 |
|
0.500 |
0.7277 |
|
0.382 |
0.7272 |
|
LOW |
0.7257 |
|
0.618 |
0.7233 |
|
1.000 |
0.7218 |
|
1.618 |
0.7194 |
|
2.618 |
0.7155 |
|
4.250 |
0.7091 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7270 |
| PP |
0.7282 |
0.7245 |
| S1 |
0.7277 |
0.7221 |
|