CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7230 |
0.7227 |
-0.0003 |
0.0% |
0.7269 |
| High |
0.7236 |
0.7243 |
0.0007 |
0.1% |
0.7319 |
| Low |
0.7211 |
0.7167 |
-0.0044 |
-0.6% |
0.7206 |
| Close |
0.7233 |
0.7192 |
-0.0041 |
-0.6% |
0.7227 |
| Range |
0.0025 |
0.0076 |
0.0051 |
204.0% |
0.0113 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
2.8% |
0.0000 |
| Volume |
59,122 |
89,052 |
29,930 |
50.6% |
393,251 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7386 |
0.7234 |
|
| R3 |
0.7353 |
0.7310 |
0.7213 |
|
| R2 |
0.7277 |
0.7277 |
0.7206 |
|
| R1 |
0.7234 |
0.7234 |
0.7199 |
0.7218 |
| PP |
0.7201 |
0.7201 |
0.7201 |
0.7192 |
| S1 |
0.7158 |
0.7158 |
0.7185 |
0.7142 |
| S2 |
0.7125 |
0.7125 |
0.7178 |
|
| S3 |
0.7049 |
0.7082 |
0.7171 |
|
| S4 |
0.6973 |
0.7006 |
0.7150 |
|
|
| 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 |
0.7167 |
0.0152 |
2.1% |
0.0056 |
0.8% |
16% |
False |
True |
83,390 |
| 10 |
0.7319 |
0.7167 |
0.0152 |
2.1% |
0.0048 |
0.7% |
16% |
False |
True |
80,286 |
| 20 |
0.7319 |
0.7088 |
0.0231 |
3.2% |
0.0056 |
0.8% |
45% |
False |
False |
68,180 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.1% |
0.0059 |
0.8% |
28% |
False |
False |
34,472 |
| 60 |
0.7471 |
0.7088 |
0.0383 |
5.3% |
0.0057 |
0.8% |
27% |
False |
False |
22,997 |
| 80 |
0.7630 |
0.7088 |
0.0542 |
7.5% |
0.0055 |
0.8% |
19% |
False |
False |
17,252 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0049 |
0.7% |
18% |
False |
False |
13,803 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0044 |
0.6% |
15% |
False |
False |
11,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7442 |
|
1.618 |
0.7366 |
|
1.000 |
0.7319 |
|
0.618 |
0.7290 |
|
HIGH |
0.7243 |
|
0.618 |
0.7214 |
|
0.500 |
0.7205 |
|
0.382 |
0.7196 |
|
LOW |
0.7167 |
|
0.618 |
0.7120 |
|
1.000 |
0.7091 |
|
1.618 |
0.7044 |
|
2.618 |
0.6968 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7205 |
0.7206 |
| PP |
0.7201 |
0.7201 |
| S1 |
0.7196 |
0.7197 |
|