CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7253 |
0.7338 |
0.0085 |
1.2% |
0.7316 |
| High |
0.7348 |
0.7360 |
0.0012 |
0.2% |
0.7383 |
| Low |
0.7245 |
0.7311 |
0.0066 |
0.9% |
0.7244 |
| Close |
0.7330 |
0.7351 |
0.0021 |
0.3% |
0.7330 |
| Range |
0.0103 |
0.0049 |
-0.0054 |
-52.4% |
0.0139 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,681 |
356 |
-1,325 |
-78.8% |
4,940 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7488 |
0.7468 |
0.7378 |
|
| R3 |
0.7439 |
0.7419 |
0.7364 |
|
| R2 |
0.7390 |
0.7390 |
0.7360 |
|
| R1 |
0.7370 |
0.7370 |
0.7355 |
0.7380 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7346 |
| S1 |
0.7321 |
0.7321 |
0.7347 |
0.7331 |
| S2 |
0.7292 |
0.7292 |
0.7342 |
|
| S3 |
0.7243 |
0.7272 |
0.7338 |
|
| S4 |
0.7194 |
0.7223 |
0.7324 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7672 |
0.7406 |
|
| R3 |
0.7597 |
0.7533 |
0.7368 |
|
| R2 |
0.7458 |
0.7458 |
0.7355 |
|
| R1 |
0.7394 |
0.7394 |
0.7343 |
0.7426 |
| PP |
0.7319 |
0.7319 |
0.7319 |
0.7335 |
| S1 |
0.7255 |
0.7255 |
0.7317 |
0.7287 |
| S2 |
0.7180 |
0.7180 |
0.7305 |
|
| S3 |
0.7041 |
0.7116 |
0.7292 |
|
| S4 |
0.6902 |
0.6977 |
0.7254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7383 |
0.7244 |
0.0139 |
1.9% |
0.0068 |
0.9% |
77% |
False |
False |
1,036 |
| 10 |
0.7383 |
0.7207 |
0.0176 |
2.4% |
0.0061 |
0.8% |
82% |
False |
False |
775 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.3% |
0.0055 |
0.7% |
59% |
False |
False |
471 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0057 |
0.8% |
52% |
False |
False |
254 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0052 |
0.7% |
30% |
False |
False |
175 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0044 |
0.6% |
30% |
False |
False |
131 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0038 |
0.5% |
24% |
False |
False |
106 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0035 |
0.5% |
21% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7568 |
|
2.618 |
0.7488 |
|
1.618 |
0.7439 |
|
1.000 |
0.7409 |
|
0.618 |
0.7390 |
|
HIGH |
0.7360 |
|
0.618 |
0.7341 |
|
0.500 |
0.7336 |
|
0.382 |
0.7330 |
|
LOW |
0.7311 |
|
0.618 |
0.7281 |
|
1.000 |
0.7262 |
|
1.618 |
0.7232 |
|
2.618 |
0.7183 |
|
4.250 |
0.7103 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7346 |
0.7335 |
| PP |
0.7341 |
0.7318 |
| S1 |
0.7336 |
0.7302 |
|