CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7227 |
0.7194 |
-0.0033 |
-0.5% |
0.7269 |
| High |
0.7243 |
0.7202 |
-0.0041 |
-0.6% |
0.7319 |
| Low |
0.7167 |
0.7106 |
-0.0061 |
-0.9% |
0.7206 |
| Close |
0.7192 |
0.7125 |
-0.0067 |
-0.9% |
0.7227 |
| Range |
0.0076 |
0.0096 |
0.0020 |
26.3% |
0.0113 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.1% |
0.0000 |
| Volume |
89,052 |
98,217 |
9,165 |
10.3% |
393,251 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7375 |
0.7178 |
|
| R3 |
0.7336 |
0.7279 |
0.7151 |
|
| R2 |
0.7240 |
0.7240 |
0.7143 |
|
| R1 |
0.7183 |
0.7183 |
0.7134 |
0.7164 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7135 |
| S1 |
0.7087 |
0.7087 |
0.7116 |
0.7067 |
| S2 |
0.7048 |
0.7048 |
0.7107 |
|
| S3 |
0.6952 |
0.6991 |
0.7099 |
|
| S4 |
0.6856 |
0.6895 |
0.7072 |
|
|
| 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 |
0.7272 |
0.7106 |
0.0166 |
2.3% |
0.0060 |
0.8% |
11% |
False |
True |
79,824 |
| 10 |
0.7319 |
0.7106 |
0.0213 |
3.0% |
0.0051 |
0.7% |
9% |
False |
True |
80,183 |
| 20 |
0.7319 |
0.7088 |
0.0231 |
3.2% |
0.0057 |
0.8% |
16% |
False |
False |
72,790 |
| 40 |
0.7453 |
0.7088 |
0.0365 |
5.1% |
0.0060 |
0.8% |
10% |
False |
False |
36,926 |
| 60 |
0.7465 |
0.7088 |
0.0377 |
5.3% |
0.0058 |
0.8% |
10% |
False |
False |
24,634 |
| 80 |
0.7630 |
0.7088 |
0.0542 |
7.6% |
0.0056 |
0.8% |
7% |
False |
False |
18,479 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.3% |
0.0050 |
0.7% |
6% |
False |
False |
14,785 |
| 120 |
0.7797 |
0.7088 |
0.0709 |
10.0% |
0.0044 |
0.6% |
5% |
False |
False |
12,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7453 |
|
1.618 |
0.7357 |
|
1.000 |
0.7298 |
|
0.618 |
0.7261 |
|
HIGH |
0.7202 |
|
0.618 |
0.7165 |
|
0.500 |
0.7154 |
|
0.382 |
0.7143 |
|
LOW |
0.7106 |
|
0.618 |
0.7047 |
|
1.000 |
0.7010 |
|
1.618 |
0.6951 |
|
2.618 |
0.6855 |
|
4.250 |
0.6698 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7154 |
0.7175 |
| PP |
0.7144 |
0.7158 |
| S1 |
0.7135 |
0.7142 |
|