CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7254 |
0.7262 |
0.0008 |
0.1% |
0.7155 |
| High |
0.7319 |
0.7272 |
-0.0047 |
-0.6% |
0.7307 |
| Low |
0.7244 |
0.7209 |
-0.0035 |
-0.5% |
0.7145 |
| Close |
0.7279 |
0.7215 |
-0.0064 |
-0.9% |
0.7286 |
| Range |
0.0075 |
0.0063 |
-0.0012 |
-16.0% |
0.0162 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.6% |
0.0000 |
| Volume |
116,045 |
83,866 |
-32,179 |
-27.7% |
431,480 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7381 |
0.7250 |
|
| R3 |
0.7358 |
0.7318 |
0.7232 |
|
| R2 |
0.7295 |
0.7295 |
0.7227 |
|
| R1 |
0.7255 |
0.7255 |
0.7221 |
0.7244 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7226 |
| S1 |
0.7192 |
0.7192 |
0.7209 |
0.7181 |
| S2 |
0.7169 |
0.7169 |
0.7203 |
|
| S3 |
0.7106 |
0.7129 |
0.7198 |
|
| S4 |
0.7043 |
0.7066 |
0.7180 |
|
|
| 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 |
0.7209 |
0.0110 |
1.5% |
0.0047 |
0.7% |
5% |
False |
True |
81,508 |
| 10 |
0.7319 |
0.7145 |
0.0174 |
2.4% |
0.0054 |
0.7% |
40% |
False |
False |
86,881 |
| 20 |
0.7319 |
0.7088 |
0.0231 |
3.2% |
0.0060 |
0.8% |
55% |
False |
False |
57,544 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.1% |
0.0059 |
0.8% |
35% |
False |
False |
29,050 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
32% |
False |
False |
19,381 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0055 |
0.8% |
21% |
False |
False |
14,540 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0048 |
0.7% |
21% |
False |
False |
11,632 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0043 |
0.6% |
18% |
False |
False |
9,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7437 |
|
1.618 |
0.7374 |
|
1.000 |
0.7335 |
|
0.618 |
0.7311 |
|
HIGH |
0.7272 |
|
0.618 |
0.7248 |
|
0.500 |
0.7241 |
|
0.382 |
0.7233 |
|
LOW |
0.7209 |
|
0.618 |
0.7170 |
|
1.000 |
0.7146 |
|
1.618 |
0.7107 |
|
2.618 |
0.7044 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7241 |
0.7264 |
| PP |
0.7232 |
0.7248 |
| S1 |
0.7224 |
0.7231 |
|