CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7338 |
-0.0065 |
-0.9% |
0.7442 |
| High |
0.7408 |
0.7406 |
-0.0002 |
0.0% |
0.7443 |
| Low |
0.7313 |
0.7317 |
0.0004 |
0.1% |
0.7323 |
| Close |
0.7324 |
0.7373 |
0.0049 |
0.7% |
0.7398 |
| Range |
0.0095 |
0.0089 |
-0.0006 |
-6.3% |
0.0120 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.1% |
0.0000 |
| Volume |
91,977 |
94,852 |
2,875 |
3.1% |
534,877 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7592 |
0.7422 |
|
| R3 |
0.7543 |
0.7503 |
0.7397 |
|
| R2 |
0.7454 |
0.7454 |
0.7389 |
|
| R1 |
0.7414 |
0.7414 |
0.7381 |
0.7434 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7376 |
| S1 |
0.7325 |
0.7325 |
0.7365 |
0.7345 |
| S2 |
0.7276 |
0.7276 |
0.7357 |
|
| S3 |
0.7187 |
0.7236 |
0.7349 |
|
| S4 |
0.7098 |
0.7147 |
0.7324 |
|
|
| 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 |
0.7412 |
0.7313 |
0.0099 |
1.3% |
0.0075 |
1.0% |
61% |
False |
False |
106,843 |
| 10 |
0.7444 |
0.7313 |
0.0131 |
1.8% |
0.0062 |
0.8% |
46% |
False |
False |
103,331 |
| 20 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.8% |
16% |
False |
False |
77,146 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
16% |
False |
False |
38,894 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0058 |
0.8% |
12% |
False |
False |
25,968 |
| 80 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0054 |
0.7% |
10% |
False |
False |
19,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7784 |
|
2.618 |
0.7639 |
|
1.618 |
0.7550 |
|
1.000 |
0.7495 |
|
0.618 |
0.7461 |
|
HIGH |
0.7406 |
|
0.618 |
0.7372 |
|
0.500 |
0.7362 |
|
0.382 |
0.7351 |
|
LOW |
0.7317 |
|
0.618 |
0.7262 |
|
1.000 |
0.7228 |
|
1.618 |
0.7173 |
|
2.618 |
0.7084 |
|
4.250 |
0.6939 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7370 |
| PP |
0.7365 |
0.7366 |
| S1 |
0.7362 |
0.7363 |
|