CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7257 |
0.7254 |
-0.0003 |
0.0% |
0.7155 |
| High |
0.7266 |
0.7319 |
0.0053 |
0.7% |
0.7307 |
| Low |
0.7240 |
0.7244 |
0.0004 |
0.1% |
0.7145 |
| Close |
0.7252 |
0.7279 |
0.0027 |
0.4% |
0.7286 |
| Range |
0.0026 |
0.0075 |
0.0049 |
188.5% |
0.0162 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.4% |
0.0000 |
| Volume |
58,670 |
116,045 |
57,375 |
97.8% |
431,480 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7467 |
0.7320 |
|
| R3 |
0.7431 |
0.7392 |
0.7300 |
|
| R2 |
0.7356 |
0.7356 |
0.7293 |
|
| R1 |
0.7317 |
0.7317 |
0.7286 |
0.7337 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7290 |
| S1 |
0.7242 |
0.7242 |
0.7272 |
0.7262 |
| S2 |
0.7206 |
0.7206 |
0.7265 |
|
| S3 |
0.7131 |
0.7167 |
0.7258 |
|
| S4 |
0.7056 |
0.7092 |
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 |
0.7319 |
0.7240 |
0.0079 |
1.1% |
0.0042 |
0.6% |
49% |
True |
False |
80,542 |
| 10 |
0.7319 |
0.7145 |
0.0174 |
2.4% |
0.0053 |
0.7% |
77% |
True |
False |
86,681 |
| 20 |
0.7349 |
0.7088 |
0.0261 |
3.6% |
0.0061 |
0.8% |
73% |
False |
False |
53,403 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.0% |
0.0058 |
0.8% |
52% |
False |
False |
26,956 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
48% |
False |
False |
17,983 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0055 |
0.7% |
32% |
False |
False |
13,492 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.1% |
0.0047 |
0.7% |
32% |
False |
False |
10,794 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.8% |
0.0042 |
0.6% |
27% |
False |
False |
8,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7638 |
|
2.618 |
0.7515 |
|
1.618 |
0.7440 |
|
1.000 |
0.7394 |
|
0.618 |
0.7365 |
|
HIGH |
0.7319 |
|
0.618 |
0.7290 |
|
0.500 |
0.7282 |
|
0.382 |
0.7273 |
|
LOW |
0.7244 |
|
0.618 |
0.7198 |
|
1.000 |
0.7169 |
|
1.618 |
0.7123 |
|
2.618 |
0.7048 |
|
4.250 |
0.6925 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7282 |
0.7280 |
| PP |
0.7281 |
0.7279 |
| S1 |
0.7280 |
0.7279 |
|