CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7430 |
0.0001 |
0.0% |
0.7402 |
| High |
0.7442 |
0.7453 |
0.0011 |
0.1% |
0.7443 |
| Low |
0.7390 |
0.7378 |
-0.0012 |
-0.2% |
0.7358 |
| Close |
0.7442 |
0.7388 |
-0.0054 |
-0.7% |
0.7409 |
| Range |
0.0052 |
0.0075 |
0.0023 |
44.2% |
0.0085 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.0% |
0.0000 |
| Volume |
41 |
192 |
151 |
368.3% |
320 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7585 |
0.7429 |
|
| R3 |
0.7556 |
0.7510 |
0.7409 |
|
| R2 |
0.7481 |
0.7481 |
0.7402 |
|
| R1 |
0.7435 |
0.7435 |
0.7395 |
0.7421 |
| PP |
0.7406 |
0.7406 |
0.7406 |
0.7399 |
| S1 |
0.7360 |
0.7360 |
0.7381 |
0.7346 |
| S2 |
0.7331 |
0.7331 |
0.7374 |
|
| S3 |
0.7256 |
0.7285 |
0.7367 |
|
| S4 |
0.7181 |
0.7210 |
0.7347 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7658 |
0.7619 |
0.7456 |
|
| R3 |
0.7573 |
0.7534 |
0.7432 |
|
| R2 |
0.7488 |
0.7488 |
0.7425 |
|
| R1 |
0.7449 |
0.7449 |
0.7417 |
0.7469 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7413 |
| S1 |
0.7364 |
0.7364 |
0.7401 |
0.7384 |
| S2 |
0.7318 |
0.7318 |
0.7393 |
|
| S3 |
0.7233 |
0.7279 |
0.7386 |
|
| S4 |
0.7148 |
0.7194 |
0.7362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7453 |
0.7358 |
0.0095 |
1.3% |
0.0052 |
0.7% |
32% |
True |
False |
70 |
| 10 |
0.7453 |
0.7358 |
0.0095 |
1.3% |
0.0043 |
0.6% |
32% |
True |
False |
67 |
| 20 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0055 |
0.7% |
46% |
False |
False |
57 |
| 40 |
0.7579 |
0.7322 |
0.0257 |
3.5% |
0.0052 |
0.7% |
26% |
False |
False |
38 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0044 |
0.6% |
18% |
False |
False |
27 |
| 80 |
0.7797 |
0.7322 |
0.0475 |
6.4% |
0.0038 |
0.5% |
14% |
False |
False |
22 |
| 100 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0033 |
0.4% |
14% |
False |
False |
18 |
| 120 |
0.7938 |
0.7322 |
0.0616 |
8.3% |
0.0031 |
0.4% |
11% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7649 |
|
1.618 |
0.7574 |
|
1.000 |
0.7528 |
|
0.618 |
0.7499 |
|
HIGH |
0.7453 |
|
0.618 |
0.7424 |
|
0.500 |
0.7416 |
|
0.382 |
0.7407 |
|
LOW |
0.7378 |
|
0.618 |
0.7332 |
|
1.000 |
0.7303 |
|
1.618 |
0.7257 |
|
2.618 |
0.7182 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7416 |
| PP |
0.7406 |
0.7406 |
| S1 |
0.7397 |
0.7397 |
|