CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7155 |
0.7180 |
0.0025 |
0.3% |
0.7107 |
| High |
0.7199 |
0.7225 |
0.0026 |
0.4% |
0.7232 |
| Low |
0.7145 |
0.7146 |
0.0001 |
0.0% |
0.7088 |
| Close |
0.7183 |
0.7217 |
0.0034 |
0.5% |
0.7168 |
| Range |
0.0054 |
0.0079 |
0.0025 |
46.3% |
0.0144 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.9% |
0.0000 |
| Volume |
58,676 |
111,362 |
52,686 |
89.8% |
358,812 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7404 |
0.7260 |
|
| R3 |
0.7354 |
0.7325 |
0.7239 |
|
| R2 |
0.7275 |
0.7275 |
0.7231 |
|
| R1 |
0.7246 |
0.7246 |
0.7224 |
0.7261 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7203 |
| S1 |
0.7167 |
0.7167 |
0.7210 |
0.7182 |
| S2 |
0.7117 |
0.7117 |
0.7203 |
|
| S3 |
0.7038 |
0.7088 |
0.7195 |
|
| S4 |
0.6959 |
0.7009 |
0.7174 |
|
|
| 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 |
0.7097 |
0.0135 |
1.9% |
0.0070 |
1.0% |
89% |
False |
False |
87,605 |
| 10 |
0.7232 |
0.7088 |
0.0144 |
2.0% |
0.0064 |
0.9% |
90% |
False |
False |
56,074 |
| 20 |
0.7383 |
0.7088 |
0.0295 |
4.1% |
0.0066 |
0.9% |
44% |
False |
False |
28,604 |
| 40 |
0.7465 |
0.7088 |
0.0377 |
5.2% |
0.0059 |
0.8% |
34% |
False |
False |
14,413 |
| 60 |
0.7485 |
0.7088 |
0.0397 |
5.5% |
0.0058 |
0.8% |
32% |
False |
False |
9,618 |
| 80 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0054 |
0.7% |
22% |
False |
False |
7,217 |
| 100 |
0.7680 |
0.7088 |
0.0592 |
8.2% |
0.0046 |
0.6% |
22% |
False |
False |
5,774 |
| 120 |
0.7800 |
0.7088 |
0.0712 |
9.9% |
0.0040 |
0.6% |
18% |
False |
False |
4,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7432 |
|
1.618 |
0.7353 |
|
1.000 |
0.7304 |
|
0.618 |
0.7274 |
|
HIGH |
0.7225 |
|
0.618 |
0.7195 |
|
0.500 |
0.7186 |
|
0.382 |
0.7176 |
|
LOW |
0.7146 |
|
0.618 |
0.7097 |
|
1.000 |
0.7067 |
|
1.618 |
0.7018 |
|
2.618 |
0.6939 |
|
4.250 |
0.6810 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7207 |
0.7206 |
| PP |
0.7196 |
0.7196 |
| S1 |
0.7186 |
0.7185 |
|