CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7267 |
0.7294 |
0.0027 |
0.4% |
0.7155 |
| High |
0.7296 |
0.7307 |
0.0011 |
0.2% |
0.7307 |
| Low |
0.7257 |
0.7266 |
0.0009 |
0.1% |
0.7145 |
| Close |
0.7294 |
0.7286 |
-0.0008 |
-0.1% |
0.7286 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0162 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
79,038 |
83,158 |
4,120 |
5.2% |
431,480 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7409 |
0.7389 |
0.7309 |
|
| R3 |
0.7368 |
0.7348 |
0.7297 |
|
| R2 |
0.7327 |
0.7327 |
0.7294 |
|
| R1 |
0.7307 |
0.7307 |
0.7290 |
0.7297 |
| PP |
0.7286 |
0.7286 |
0.7286 |
0.7281 |
| S1 |
0.7266 |
0.7266 |
0.7282 |
0.7255 |
| S2 |
0.7245 |
0.7245 |
0.7278 |
|
| S3 |
0.7204 |
0.7225 |
0.7275 |
|
| S4 |
0.7163 |
0.7184 |
0.7263 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7671 |
0.7375 |
|
| R3 |
0.7570 |
0.7509 |
0.7331 |
|
| R2 |
0.7408 |
0.7408 |
0.7316 |
|
| R1 |
0.7347 |
0.7347 |
0.7301 |
0.7378 |
| PP |
0.7246 |
0.7246 |
0.7246 |
0.7261 |
| S1 |
0.7185 |
0.7185 |
0.7271 |
0.7216 |
| S2 |
0.7084 |
0.7084 |
0.7256 |
|
| S3 |
0.6922 |
0.7023 |
0.7241 |
|
| S4 |
0.6760 |
0.6861 |
0.7197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7307 |
0.7145 |
0.0162 |
2.2% |
0.0055 |
0.8% |
87% |
True |
False |
86,296 |
| 10 |
0.7307 |
0.7088 |
0.0219 |
3.0% |
0.0057 |
0.8% |
90% |
True |
False |
79,029 |
| 20 |
0.7366 |
0.7088 |
0.0278 |
3.8% |
0.0064 |
0.9% |
71% |
False |
False |
41,519 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.0% |
0.0057 |
0.8% |
54% |
False |
False |
20,946 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.4% |
0.0058 |
0.8% |
50% |
False |
False |
13,975 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0054 |
0.7% |
33% |
False |
False |
10,485 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0047 |
0.6% |
33% |
False |
False |
8,389 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0041 |
0.6% |
28% |
False |
False |
6,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7414 |
|
1.618 |
0.7373 |
|
1.000 |
0.7348 |
|
0.618 |
0.7332 |
|
HIGH |
0.7307 |
|
0.618 |
0.7291 |
|
0.500 |
0.7287 |
|
0.382 |
0.7282 |
|
LOW |
0.7266 |
|
0.618 |
0.7241 |
|
1.000 |
0.7225 |
|
1.618 |
0.7200 |
|
2.618 |
0.7159 |
|
4.250 |
0.7092 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7287 |
0.7278 |
| PP |
0.7286 |
0.7269 |
| S1 |
0.7286 |
0.7261 |
|