CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7122 |
0.7175 |
0.0053 |
0.7% |
0.7188 |
| High |
0.7186 |
0.7232 |
0.0046 |
0.6% |
0.7238 |
| Low |
0.7097 |
0.7171 |
0.0074 |
1.0% |
0.7102 |
| Close |
0.7181 |
0.7197 |
0.0016 |
0.2% |
0.7113 |
| Range |
0.0089 |
0.0061 |
-0.0028 |
-31.5% |
0.0136 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
73,177 |
81,866 |
8,689 |
11.9% |
34,060 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7351 |
0.7231 |
|
| R3 |
0.7322 |
0.7290 |
0.7214 |
|
| R2 |
0.7261 |
0.7261 |
0.7208 |
|
| R1 |
0.7229 |
0.7229 |
0.7203 |
0.7245 |
| PP |
0.7200 |
0.7200 |
0.7200 |
0.7208 |
| S1 |
0.7168 |
0.7168 |
0.7191 |
0.7184 |
| S2 |
0.7139 |
0.7139 |
0.7186 |
|
| S3 |
0.7078 |
0.7107 |
0.7180 |
|
| S4 |
0.7017 |
0.7046 |
0.7163 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7472 |
0.7188 |
|
| R3 |
0.7423 |
0.7336 |
0.7150 |
|
| R2 |
0.7287 |
0.7287 |
0.7138 |
|
| R1 |
0.7200 |
0.7200 |
0.7125 |
0.7176 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7139 |
| S1 |
0.7064 |
0.7064 |
0.7101 |
0.7040 |
| S2 |
0.7015 |
0.7015 |
0.7088 |
|
| S3 |
0.6879 |
0.6928 |
0.7076 |
|
| S4 |
0.6743 |
0.6792 |
0.7038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7232 |
0.7088 |
0.0144 |
2.0% |
0.0065 |
0.9% |
76% |
True |
False |
53,274 |
| 10 |
0.7315 |
0.7088 |
0.0227 |
3.2% |
0.0067 |
0.9% |
48% |
False |
False |
28,208 |
| 20 |
0.7383 |
0.7088 |
0.0295 |
4.1% |
0.0065 |
0.9% |
37% |
False |
False |
14,523 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0061 |
0.8% |
29% |
False |
False |
7,343 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
27% |
False |
False |
4,903 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0052 |
0.7% |
18% |
False |
False |
3,680 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0045 |
0.6% |
18% |
False |
False |
2,945 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0039 |
0.5% |
15% |
False |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7491 |
|
2.618 |
0.7392 |
|
1.618 |
0.7331 |
|
1.000 |
0.7293 |
|
0.618 |
0.7270 |
|
HIGH |
0.7232 |
|
0.618 |
0.7209 |
|
0.500 |
0.7202 |
|
0.382 |
0.7194 |
|
LOW |
0.7171 |
|
0.618 |
0.7133 |
|
1.000 |
0.7110 |
|
1.618 |
0.7072 |
|
2.618 |
0.7011 |
|
4.250 |
0.6912 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7202 |
0.7185 |
| PP |
0.7200 |
0.7172 |
| S1 |
0.7199 |
0.7160 |
|