CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7280 |
-0.0018 |
-0.2% |
0.7399 |
| High |
0.7298 |
0.7285 |
-0.0013 |
-0.2% |
0.7453 |
| Low |
0.7261 |
0.7231 |
-0.0030 |
-0.4% |
0.7288 |
| Close |
0.7264 |
0.7239 |
-0.0025 |
-0.3% |
0.7293 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0165 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
738 |
609 |
-129 |
-17.5% |
651 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7380 |
0.7269 |
|
| R3 |
0.7360 |
0.7326 |
0.7254 |
|
| R2 |
0.7306 |
0.7306 |
0.7249 |
|
| R1 |
0.7272 |
0.7272 |
0.7244 |
0.7262 |
| PP |
0.7252 |
0.7252 |
0.7252 |
0.7247 |
| S1 |
0.7218 |
0.7218 |
0.7234 |
0.7208 |
| S2 |
0.7198 |
0.7198 |
0.7229 |
|
| S3 |
0.7144 |
0.7164 |
0.7224 |
|
| S4 |
0.7090 |
0.7110 |
0.7209 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7731 |
0.7384 |
|
| R3 |
0.7675 |
0.7566 |
0.7338 |
|
| R2 |
0.7510 |
0.7510 |
0.7323 |
|
| R1 |
0.7401 |
0.7401 |
0.7308 |
0.7373 |
| PP |
0.7345 |
0.7345 |
0.7345 |
0.7331 |
| S1 |
0.7236 |
0.7236 |
0.7278 |
0.7208 |
| S2 |
0.7180 |
0.7180 |
0.7263 |
|
| S3 |
0.7015 |
0.7071 |
0.7248 |
|
| S4 |
0.6850 |
0.6906 |
0.7202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7453 |
0.7231 |
0.0222 |
3.1% |
0.0061 |
0.8% |
4% |
False |
True |
387 |
| 10 |
0.7453 |
0.7231 |
0.0222 |
3.1% |
0.0052 |
0.7% |
4% |
False |
True |
224 |
| 20 |
0.7465 |
0.7231 |
0.0234 |
3.2% |
0.0058 |
0.8% |
3% |
False |
True |
136 |
| 40 |
0.7485 |
0.7231 |
0.0254 |
3.5% |
0.0054 |
0.7% |
3% |
False |
True |
79 |
| 60 |
0.7680 |
0.7231 |
0.0449 |
6.2% |
0.0047 |
0.7% |
2% |
False |
True |
56 |
| 80 |
0.7680 |
0.7231 |
0.0449 |
6.2% |
0.0040 |
0.5% |
2% |
False |
True |
43 |
| 100 |
0.7800 |
0.7231 |
0.0569 |
7.9% |
0.0034 |
0.5% |
1% |
False |
True |
35 |
| 120 |
0.7902 |
0.7231 |
0.0671 |
9.3% |
0.0032 |
0.4% |
1% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7426 |
|
1.618 |
0.7372 |
|
1.000 |
0.7339 |
|
0.618 |
0.7318 |
|
HIGH |
0.7285 |
|
0.618 |
0.7264 |
|
0.500 |
0.7258 |
|
0.382 |
0.7252 |
|
LOW |
0.7231 |
|
0.618 |
0.7198 |
|
1.000 |
0.7177 |
|
1.618 |
0.7144 |
|
2.618 |
0.7090 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7258 |
0.7304 |
| PP |
0.7252 |
0.7282 |
| S1 |
0.7245 |
0.7261 |
|