CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7403 |
0.0052 |
0.7% |
0.7442 |
| High |
0.7412 |
0.7408 |
-0.0004 |
-0.1% |
0.7443 |
| Low |
0.7337 |
0.7313 |
-0.0024 |
-0.3% |
0.7323 |
| Close |
0.7398 |
0.7324 |
-0.0074 |
-1.0% |
0.7398 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0120 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.3% |
0.0000 |
| Volume |
107,731 |
91,977 |
-15,754 |
-14.6% |
534,877 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7574 |
0.7376 |
|
| R3 |
0.7538 |
0.7479 |
0.7350 |
|
| R2 |
0.7443 |
0.7443 |
0.7341 |
|
| R1 |
0.7384 |
0.7384 |
0.7333 |
0.7366 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7340 |
| S1 |
0.7289 |
0.7289 |
0.7315 |
0.7271 |
| S2 |
0.7253 |
0.7253 |
0.7307 |
|
| S3 |
0.7158 |
0.7194 |
0.7298 |
|
| S4 |
0.7063 |
0.7099 |
0.7272 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7693 |
0.7464 |
|
| R3 |
0.7628 |
0.7573 |
0.7431 |
|
| R2 |
0.7508 |
0.7508 |
0.7420 |
|
| R1 |
0.7453 |
0.7453 |
0.7409 |
0.7421 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7372 |
| S1 |
0.7333 |
0.7333 |
0.7387 |
0.7301 |
| S2 |
0.7268 |
0.7268 |
0.7376 |
|
| S3 |
0.7148 |
0.7213 |
0.7365 |
|
| S4 |
0.7028 |
0.7093 |
0.7332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7425 |
0.7313 |
0.0112 |
1.5% |
0.0066 |
0.9% |
10% |
False |
True |
106,169 |
| 10 |
0.7444 |
0.7313 |
0.0131 |
1.8% |
0.0062 |
0.8% |
8% |
False |
True |
106,474 |
| 20 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
3% |
False |
True |
72,461 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
3% |
False |
True |
36,525 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0057 |
0.8% |
2% |
False |
True |
24,388 |
| 80 |
0.7905 |
0.7313 |
0.0592 |
8.1% |
0.0054 |
0.7% |
2% |
False |
True |
18,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7812 |
|
2.618 |
0.7657 |
|
1.618 |
0.7562 |
|
1.000 |
0.7503 |
|
0.618 |
0.7467 |
|
HIGH |
0.7408 |
|
0.618 |
0.7372 |
|
0.500 |
0.7361 |
|
0.382 |
0.7349 |
|
LOW |
0.7313 |
|
0.618 |
0.7254 |
|
1.000 |
0.7218 |
|
1.618 |
0.7159 |
|
2.618 |
0.7064 |
|
4.250 |
0.6909 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7363 |
| PP |
0.7348 |
0.7350 |
| S1 |
0.7336 |
0.7337 |
|