CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7112 |
-0.0082 |
-1.1% |
0.7269 |
| High |
0.7202 |
0.7116 |
-0.0086 |
-1.2% |
0.7319 |
| Low |
0.7106 |
0.7070 |
-0.0036 |
-0.5% |
0.7206 |
| Close |
0.7125 |
0.7080 |
-0.0045 |
-0.6% |
0.7227 |
| Range |
0.0096 |
0.0046 |
-0.0050 |
-52.1% |
0.0113 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
98,217 |
93,949 |
-4,268 |
-4.3% |
393,251 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7227 |
0.7199 |
0.7105 |
|
| R3 |
0.7181 |
0.7153 |
0.7093 |
|
| R2 |
0.7135 |
0.7135 |
0.7088 |
|
| R1 |
0.7107 |
0.7107 |
0.7084 |
0.7098 |
| PP |
0.7089 |
0.7089 |
0.7089 |
0.7084 |
| S1 |
0.7061 |
0.7061 |
0.7076 |
0.7052 |
| S2 |
0.7043 |
0.7043 |
0.7072 |
|
| S3 |
0.6997 |
0.7015 |
0.7067 |
|
| S4 |
0.6951 |
0.6969 |
0.7055 |
|
|
| 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 |
0.7245 |
0.7070 |
0.0175 |
2.5% |
0.0056 |
0.8% |
6% |
False |
True |
81,841 |
| 10 |
0.7319 |
0.7070 |
0.0249 |
3.5% |
0.0052 |
0.7% |
4% |
False |
True |
81,674 |
| 20 |
0.7319 |
0.7070 |
0.0249 |
3.5% |
0.0057 |
0.8% |
4% |
False |
True |
77,219 |
| 40 |
0.7453 |
0.7070 |
0.0383 |
5.4% |
0.0060 |
0.9% |
3% |
False |
True |
39,274 |
| 60 |
0.7465 |
0.7070 |
0.0395 |
5.6% |
0.0058 |
0.8% |
3% |
False |
True |
26,199 |
| 80 |
0.7610 |
0.7070 |
0.0540 |
7.6% |
0.0056 |
0.8% |
2% |
False |
True |
19,654 |
| 100 |
0.7680 |
0.7070 |
0.0610 |
8.6% |
0.0050 |
0.7% |
2% |
False |
True |
15,724 |
| 120 |
0.7797 |
0.7070 |
0.0727 |
10.3% |
0.0045 |
0.6% |
1% |
False |
True |
13,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7312 |
|
2.618 |
0.7236 |
|
1.618 |
0.7190 |
|
1.000 |
0.7162 |
|
0.618 |
0.7144 |
|
HIGH |
0.7116 |
|
0.618 |
0.7098 |
|
0.500 |
0.7093 |
|
0.382 |
0.7088 |
|
LOW |
0.7070 |
|
0.618 |
0.7042 |
|
1.000 |
0.7024 |
|
1.618 |
0.6996 |
|
2.618 |
0.6950 |
|
4.250 |
0.6875 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7093 |
0.7157 |
| PP |
0.7089 |
0.7131 |
| S1 |
0.7084 |
0.7106 |
|