CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7294 |
0.7269 |
-0.0025 |
-0.3% |
0.7155 |
| High |
0.7307 |
0.7284 |
-0.0023 |
-0.3% |
0.7307 |
| Low |
0.7266 |
0.7254 |
-0.0012 |
-0.2% |
0.7145 |
| Close |
0.7286 |
0.7260 |
-0.0026 |
-0.4% |
0.7286 |
| Range |
0.0041 |
0.0030 |
-0.0011 |
-26.8% |
0.0162 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
83,158 |
65,803 |
-17,355 |
-20.9% |
431,480 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7356 |
0.7338 |
0.7277 |
|
| R3 |
0.7326 |
0.7308 |
0.7268 |
|
| R2 |
0.7296 |
0.7296 |
0.7266 |
|
| R1 |
0.7278 |
0.7278 |
0.7263 |
0.7272 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7263 |
| S1 |
0.7248 |
0.7248 |
0.7257 |
0.7242 |
| S2 |
0.7236 |
0.7236 |
0.7254 |
|
| S3 |
0.7206 |
0.7218 |
0.7252 |
|
| S4 |
0.7176 |
0.7188 |
0.7243 |
|
|
| 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 |
0.7146 |
0.0161 |
2.2% |
0.0050 |
0.7% |
71% |
False |
False |
87,721 |
| 10 |
0.7307 |
0.7088 |
0.0219 |
3.0% |
0.0057 |
0.8% |
79% |
False |
False |
83,507 |
| 20 |
0.7366 |
0.7088 |
0.0278 |
3.8% |
0.0060 |
0.8% |
62% |
False |
False |
44,725 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.0% |
0.0057 |
0.8% |
47% |
False |
False |
22,590 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0058 |
0.8% |
43% |
False |
False |
15,072 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0054 |
0.7% |
29% |
False |
False |
11,308 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0047 |
0.6% |
29% |
False |
False |
9,047 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0041 |
0.6% |
24% |
False |
False |
7,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7412 |
|
2.618 |
0.7363 |
|
1.618 |
0.7333 |
|
1.000 |
0.7314 |
|
0.618 |
0.7303 |
|
HIGH |
0.7284 |
|
0.618 |
0.7273 |
|
0.500 |
0.7269 |
|
0.382 |
0.7265 |
|
LOW |
0.7254 |
|
0.618 |
0.7235 |
|
1.000 |
0.7224 |
|
1.618 |
0.7205 |
|
2.618 |
0.7175 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7269 |
0.7281 |
| PP |
0.7266 |
0.7274 |
| S1 |
0.7263 |
0.7267 |
|