CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7155 |
-0.0039 |
-0.5% |
0.7107 |
| High |
0.7218 |
0.7199 |
-0.0019 |
-0.3% |
0.7232 |
| Low |
0.7153 |
0.7145 |
-0.0008 |
-0.1% |
0.7088 |
| Close |
0.7168 |
0.7183 |
0.0015 |
0.2% |
0.7168 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0144 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
112,946 |
58,676 |
-54,270 |
-48.0% |
358,812 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7338 |
0.7314 |
0.7213 |
|
| R3 |
0.7284 |
0.7260 |
0.7198 |
|
| R2 |
0.7230 |
0.7230 |
0.7193 |
|
| R1 |
0.7206 |
0.7206 |
0.7188 |
0.7218 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7182 |
| S1 |
0.7152 |
0.7152 |
0.7178 |
0.7164 |
| S2 |
0.7122 |
0.7122 |
0.7173 |
|
| S3 |
0.7068 |
0.7098 |
0.7168 |
|
| S4 |
0.7014 |
0.7044 |
0.7153 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7525 |
0.7247 |
|
| R3 |
0.7451 |
0.7381 |
0.7208 |
|
| R2 |
0.7307 |
0.7307 |
0.7194 |
|
| R1 |
0.7237 |
0.7237 |
0.7181 |
0.7272 |
| PP |
0.7163 |
0.7163 |
0.7163 |
0.7180 |
| S1 |
0.7093 |
0.7093 |
0.7155 |
0.7128 |
| S2 |
0.7019 |
0.7019 |
0.7142 |
|
| S3 |
0.6875 |
0.6949 |
0.7128 |
|
| S4 |
0.6731 |
0.6805 |
0.7089 |
|
|
| 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% |
0.0063 |
0.9% |
66% |
False |
False |
79,294 |
| 10 |
0.7238 |
0.7088 |
0.0150 |
2.1% |
0.0064 |
0.9% |
63% |
False |
False |
45,154 |
| 20 |
0.7383 |
0.7088 |
0.0295 |
4.1% |
0.0064 |
0.9% |
32% |
False |
False |
23,042 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0058 |
0.8% |
25% |
False |
False |
11,630 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0057 |
0.8% |
24% |
False |
False |
7,762 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0053 |
0.7% |
16% |
False |
False |
5,825 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0046 |
0.6% |
16% |
False |
False |
4,661 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0040 |
0.6% |
13% |
False |
False |
3,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7429 |
|
2.618 |
0.7340 |
|
1.618 |
0.7286 |
|
1.000 |
0.7253 |
|
0.618 |
0.7232 |
|
HIGH |
0.7199 |
|
0.618 |
0.7178 |
|
0.500 |
0.7172 |
|
0.382 |
0.7166 |
|
LOW |
0.7145 |
|
0.618 |
0.7112 |
|
1.000 |
0.7091 |
|
1.618 |
0.7058 |
|
2.618 |
0.7004 |
|
4.250 |
0.6915 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7179 |
0.7189 |
| PP |
0.7176 |
0.7187 |
| S1 |
0.7172 |
0.7185 |
|