CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7262 |
0.7214 |
-0.0048 |
-0.7% |
0.7269 |
| High |
0.7272 |
0.7245 |
-0.0027 |
-0.4% |
0.7319 |
| Low |
0.7209 |
0.7206 |
-0.0003 |
0.0% |
0.7206 |
| Close |
0.7215 |
0.7227 |
0.0012 |
0.2% |
0.7227 |
| Range |
0.0063 |
0.0039 |
-0.0024 |
-38.1% |
0.0113 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
83,866 |
68,867 |
-14,999 |
-17.9% |
393,251 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7324 |
0.7248 |
|
| R3 |
0.7304 |
0.7285 |
0.7238 |
|
| R2 |
0.7265 |
0.7265 |
0.7234 |
|
| R1 |
0.7246 |
0.7246 |
0.7231 |
0.7256 |
| PP |
0.7226 |
0.7226 |
0.7226 |
0.7231 |
| S1 |
0.7207 |
0.7207 |
0.7223 |
0.7217 |
| S2 |
0.7187 |
0.7187 |
0.7220 |
|
| S3 |
0.7148 |
0.7168 |
0.7216 |
|
| S4 |
0.7109 |
0.7129 |
0.7206 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7590 |
0.7521 |
0.7289 |
|
| R3 |
0.7477 |
0.7408 |
0.7258 |
|
| R2 |
0.7364 |
0.7364 |
0.7248 |
|
| R1 |
0.7295 |
0.7295 |
0.7237 |
0.7273 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7240 |
| S1 |
0.7182 |
0.7182 |
0.7217 |
0.7160 |
| S2 |
0.7138 |
0.7138 |
0.7206 |
|
| S3 |
0.7025 |
0.7069 |
0.7196 |
|
| S4 |
0.6912 |
0.6956 |
0.7165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7319 |
0.7206 |
0.0113 |
1.6% |
0.0047 |
0.6% |
19% |
False |
True |
78,650 |
| 10 |
0.7319 |
0.7145 |
0.0174 |
2.4% |
0.0051 |
0.7% |
47% |
False |
False |
82,473 |
| 20 |
0.7319 |
0.7088 |
0.0231 |
3.2% |
0.0059 |
0.8% |
60% |
False |
False |
60,951 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.1% |
0.0059 |
0.8% |
38% |
False |
False |
30,770 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
35% |
False |
False |
20,528 |
| 80 |
0.7679 |
0.7088 |
0.0591 |
8.2% |
0.0055 |
0.8% |
24% |
False |
False |
15,400 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0048 |
0.7% |
23% |
False |
False |
12,321 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0043 |
0.6% |
20% |
False |
False |
10,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7411 |
|
2.618 |
0.7347 |
|
1.618 |
0.7308 |
|
1.000 |
0.7284 |
|
0.618 |
0.7269 |
|
HIGH |
0.7245 |
|
0.618 |
0.7230 |
|
0.500 |
0.7226 |
|
0.382 |
0.7221 |
|
LOW |
0.7206 |
|
0.618 |
0.7182 |
|
1.000 |
0.7167 |
|
1.618 |
0.7143 |
|
2.618 |
0.7104 |
|
4.250 |
0.7040 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7227 |
0.7263 |
| PP |
0.7226 |
0.7251 |
| S1 |
0.7226 |
0.7239 |
|