CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7190 |
0.7179 |
-0.0011 |
-0.2% |
0.7334 |
| High |
0.7236 |
0.7220 |
-0.0016 |
-0.2% |
0.7363 |
| Low |
0.7158 |
0.7145 |
-0.0013 |
-0.2% |
0.7176 |
| Close |
0.7180 |
0.7185 |
0.0005 |
0.1% |
0.7180 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0187 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
179,509 |
121,228 |
-58,281 |
-32.5% |
513,078 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7408 |
0.7372 |
0.7226 |
|
| R3 |
0.7333 |
0.7297 |
0.7206 |
|
| R2 |
0.7258 |
0.7258 |
0.7199 |
|
| R1 |
0.7222 |
0.7222 |
0.7192 |
0.7240 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7193 |
| S1 |
0.7147 |
0.7147 |
0.7178 |
0.7165 |
| S2 |
0.7108 |
0.7108 |
0.7171 |
|
| S3 |
0.7033 |
0.7072 |
0.7164 |
|
| S4 |
0.6958 |
0.6997 |
0.7144 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7677 |
0.7283 |
|
| R3 |
0.7614 |
0.7490 |
0.7231 |
|
| R2 |
0.7427 |
0.7427 |
0.7214 |
|
| R1 |
0.7303 |
0.7303 |
0.7197 |
0.7272 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7224 |
| S1 |
0.7116 |
0.7116 |
0.7163 |
0.7085 |
| S2 |
0.7053 |
0.7053 |
0.7146 |
|
| S3 |
0.6866 |
0.6929 |
0.7129 |
|
| S4 |
0.6679 |
0.6742 |
0.7077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7350 |
0.7145 |
0.0205 |
2.9% |
0.0077 |
1.1% |
20% |
False |
True |
129,970 |
| 10 |
0.7375 |
0.7145 |
0.0230 |
3.2% |
0.0073 |
1.0% |
17% |
False |
True |
117,792 |
| 20 |
0.7454 |
0.7145 |
0.0309 |
4.3% |
0.0067 |
0.9% |
13% |
False |
True |
113,670 |
| 40 |
0.7466 |
0.7145 |
0.0321 |
4.5% |
0.0065 |
0.9% |
12% |
False |
True |
102,176 |
| 60 |
0.7628 |
0.7145 |
0.0483 |
6.7% |
0.0065 |
0.9% |
8% |
False |
True |
99,379 |
| 80 |
0.7682 |
0.7145 |
0.0537 |
7.5% |
0.0063 |
0.9% |
7% |
False |
True |
75,060 |
| 100 |
0.7814 |
0.7145 |
0.0669 |
9.3% |
0.0062 |
0.9% |
6% |
False |
True |
60,074 |
| 120 |
0.7814 |
0.7145 |
0.0669 |
9.3% |
0.0059 |
0.8% |
6% |
False |
True |
50,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7416 |
|
1.618 |
0.7341 |
|
1.000 |
0.7295 |
|
0.618 |
0.7266 |
|
HIGH |
0.7220 |
|
0.618 |
0.7191 |
|
0.500 |
0.7183 |
|
0.382 |
0.7174 |
|
LOW |
0.7145 |
|
0.618 |
0.7099 |
|
1.000 |
0.7070 |
|
1.618 |
0.7024 |
|
2.618 |
0.6949 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7184 |
0.7206 |
| PP |
0.7183 |
0.7199 |
| S1 |
0.7183 |
0.7192 |
|