CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7353 |
0.0015 |
0.2% |
0.7316 |
| High |
0.7360 |
0.7366 |
0.0006 |
0.1% |
0.7383 |
| Low |
0.7311 |
0.7326 |
0.0015 |
0.2% |
0.7244 |
| Close |
0.7351 |
0.7338 |
-0.0013 |
-0.2% |
0.7330 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0139 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
356 |
791 |
435 |
122.2% |
4,940 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7441 |
0.7360 |
|
| R3 |
0.7423 |
0.7401 |
0.7349 |
|
| R2 |
0.7383 |
0.7383 |
0.7345 |
|
| R1 |
0.7361 |
0.7361 |
0.7342 |
0.7352 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7339 |
| S1 |
0.7321 |
0.7321 |
0.7334 |
0.7312 |
| S2 |
0.7303 |
0.7303 |
0.7331 |
|
| S3 |
0.7263 |
0.7281 |
0.7327 |
|
| S4 |
0.7223 |
0.7241 |
0.7316 |
|
|
| 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 |
0.7371 |
0.7244 |
0.0127 |
1.7% |
0.0067 |
0.9% |
74% |
False |
False |
980 |
| 10 |
0.7383 |
0.7207 |
0.0176 |
2.4% |
0.0060 |
0.8% |
74% |
False |
False |
793 |
| 20 |
0.7453 |
0.7207 |
0.0246 |
3.4% |
0.0056 |
0.8% |
53% |
False |
False |
509 |
| 40 |
0.7485 |
0.7207 |
0.0278 |
3.8% |
0.0056 |
0.8% |
47% |
False |
False |
273 |
| 60 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0053 |
0.7% |
28% |
False |
False |
188 |
| 80 |
0.7680 |
0.7207 |
0.0473 |
6.4% |
0.0044 |
0.6% |
28% |
False |
False |
141 |
| 100 |
0.7800 |
0.7207 |
0.0593 |
8.1% |
0.0038 |
0.5% |
22% |
False |
False |
114 |
| 120 |
0.7902 |
0.7207 |
0.0695 |
9.5% |
0.0035 |
0.5% |
19% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7471 |
|
1.618 |
0.7431 |
|
1.000 |
0.7406 |
|
0.618 |
0.7391 |
|
HIGH |
0.7366 |
|
0.618 |
0.7351 |
|
0.500 |
0.7346 |
|
0.382 |
0.7341 |
|
LOW |
0.7326 |
|
0.618 |
0.7301 |
|
1.000 |
0.7286 |
|
1.618 |
0.7261 |
|
2.618 |
0.7221 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7346 |
0.7327 |
| PP |
0.7343 |
0.7316 |
| S1 |
0.7341 |
0.7306 |
|