CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7386 |
0.0048 |
0.7% |
0.7442 |
| High |
0.7406 |
0.7427 |
0.0021 |
0.3% |
0.7443 |
| Low |
0.7317 |
0.7362 |
0.0045 |
0.6% |
0.7323 |
| Close |
0.7373 |
0.7380 |
0.0007 |
0.1% |
0.7398 |
| Range |
0.0089 |
0.0065 |
-0.0024 |
-27.0% |
0.0120 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
94,852 |
121,724 |
26,872 |
28.3% |
534,877 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7547 |
0.7416 |
|
| R3 |
0.7520 |
0.7482 |
0.7398 |
|
| R2 |
0.7455 |
0.7455 |
0.7392 |
|
| R1 |
0.7417 |
0.7417 |
0.7386 |
0.7404 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7383 |
| S1 |
0.7352 |
0.7352 |
0.7374 |
0.7339 |
| S2 |
0.7325 |
0.7325 |
0.7368 |
|
| S3 |
0.7260 |
0.7287 |
0.7362 |
|
| S4 |
0.7195 |
0.7222 |
0.7344 |
|
|
| 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 |
0.7427 |
0.7313 |
0.0114 |
1.5% |
0.0071 |
1.0% |
59% |
True |
False |
103,048 |
| 10 |
0.7444 |
0.7313 |
0.0131 |
1.8% |
0.0065 |
0.9% |
51% |
False |
False |
104,764 |
| 20 |
0.7678 |
0.7313 |
0.0365 |
4.9% |
0.0063 |
0.9% |
18% |
False |
False |
83,062 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
18% |
False |
False |
41,934 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0058 |
0.8% |
13% |
False |
False |
27,995 |
| 80 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0055 |
0.7% |
11% |
False |
False |
21,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7597 |
|
1.618 |
0.7532 |
|
1.000 |
0.7492 |
|
0.618 |
0.7467 |
|
HIGH |
0.7427 |
|
0.618 |
0.7402 |
|
0.500 |
0.7395 |
|
0.382 |
0.7387 |
|
LOW |
0.7362 |
|
0.618 |
0.7322 |
|
1.000 |
0.7297 |
|
1.618 |
0.7257 |
|
2.618 |
0.7192 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7377 |
| PP |
0.7390 |
0.7373 |
| S1 |
0.7385 |
0.7370 |
|