CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7269 |
0.7257 |
-0.0012 |
-0.2% |
0.7155 |
| High |
0.7284 |
0.7266 |
-0.0018 |
-0.2% |
0.7307 |
| Low |
0.7254 |
0.7240 |
-0.0014 |
-0.2% |
0.7145 |
| Close |
0.7260 |
0.7252 |
-0.0008 |
-0.1% |
0.7286 |
| Range |
0.0030 |
0.0026 |
-0.0004 |
-13.3% |
0.0162 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
65,803 |
58,670 |
-7,133 |
-10.8% |
431,480 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7331 |
0.7317 |
0.7266 |
|
| R3 |
0.7305 |
0.7291 |
0.7259 |
|
| R2 |
0.7279 |
0.7279 |
0.7257 |
|
| R1 |
0.7265 |
0.7265 |
0.7254 |
0.7259 |
| PP |
0.7253 |
0.7253 |
0.7253 |
0.7250 |
| S1 |
0.7239 |
0.7239 |
0.7250 |
0.7233 |
| S2 |
0.7227 |
0.7227 |
0.7247 |
|
| S3 |
0.7201 |
0.7213 |
0.7245 |
|
| S4 |
0.7175 |
0.7187 |
0.7238 |
|
|
| 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 |
0.7215 |
0.0092 |
1.3% |
0.0040 |
0.5% |
40% |
False |
False |
77,183 |
| 10 |
0.7307 |
0.7097 |
0.0210 |
2.9% |
0.0055 |
0.8% |
74% |
False |
False |
82,394 |
| 20 |
0.7366 |
0.7088 |
0.0278 |
3.8% |
0.0059 |
0.8% |
59% |
False |
False |
47,641 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.0% |
0.0057 |
0.8% |
45% |
False |
False |
24,056 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0058 |
0.8% |
41% |
False |
False |
16,050 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0054 |
0.7% |
28% |
False |
False |
12,041 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0047 |
0.6% |
28% |
False |
False |
9,633 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0042 |
0.6% |
23% |
False |
False |
8,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7377 |
|
2.618 |
0.7334 |
|
1.618 |
0.7308 |
|
1.000 |
0.7292 |
|
0.618 |
0.7282 |
|
HIGH |
0.7266 |
|
0.618 |
0.7256 |
|
0.500 |
0.7253 |
|
0.382 |
0.7250 |
|
LOW |
0.7240 |
|
0.618 |
0.7224 |
|
1.000 |
0.7214 |
|
1.618 |
0.7198 |
|
2.618 |
0.7172 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7253 |
0.7274 |
| PP |
0.7253 |
0.7266 |
| S1 |
0.7252 |
0.7259 |
|