CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7386 |
0.0000 |
0.0% |
0.7403 |
| High |
0.7427 |
0.7445 |
0.0018 |
0.2% |
0.7445 |
| Low |
0.7362 |
0.7377 |
0.0015 |
0.2% |
0.7313 |
| Close |
0.7380 |
0.7428 |
0.0048 |
0.7% |
0.7428 |
| Range |
0.0065 |
0.0068 |
0.0003 |
4.6% |
0.0132 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
121,724 |
90,594 |
-31,130 |
-25.6% |
399,147 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7592 |
0.7465 |
|
| R3 |
0.7553 |
0.7524 |
0.7447 |
|
| R2 |
0.7485 |
0.7485 |
0.7440 |
|
| R1 |
0.7456 |
0.7456 |
0.7434 |
0.7471 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7424 |
| S1 |
0.7388 |
0.7388 |
0.7422 |
0.7403 |
| S2 |
0.7349 |
0.7349 |
0.7416 |
|
| S3 |
0.7281 |
0.7320 |
0.7409 |
|
| S4 |
0.7213 |
0.7252 |
0.7391 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7742 |
0.7501 |
|
| R3 |
0.7659 |
0.7610 |
0.7464 |
|
| R2 |
0.7527 |
0.7527 |
0.7452 |
|
| R1 |
0.7478 |
0.7478 |
0.7440 |
0.7503 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7408 |
| S1 |
0.7346 |
0.7346 |
0.7416 |
0.7371 |
| S2 |
0.7263 |
0.7263 |
0.7404 |
|
| S3 |
0.7131 |
0.7214 |
0.7392 |
|
| S4 |
0.6999 |
0.7082 |
0.7355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7445 |
0.7313 |
0.0132 |
1.8% |
0.0078 |
1.1% |
87% |
True |
False |
101,375 |
| 10 |
0.7445 |
0.7313 |
0.0132 |
1.8% |
0.0067 |
0.9% |
87% |
True |
False |
102,856 |
| 20 |
0.7632 |
0.7313 |
0.0319 |
4.3% |
0.0063 |
0.9% |
36% |
False |
False |
87,308 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
31% |
False |
False |
44,197 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0058 |
0.8% |
23% |
False |
False |
29,504 |
| 80 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.8% |
19% |
False |
False |
22,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7734 |
|
2.618 |
0.7623 |
|
1.618 |
0.7555 |
|
1.000 |
0.7513 |
|
0.618 |
0.7487 |
|
HIGH |
0.7445 |
|
0.618 |
0.7419 |
|
0.500 |
0.7411 |
|
0.382 |
0.7403 |
|
LOW |
0.7377 |
|
0.618 |
0.7335 |
|
1.000 |
0.7309 |
|
1.618 |
0.7267 |
|
2.618 |
0.7199 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7412 |
| PP |
0.7417 |
0.7397 |
| S1 |
0.7411 |
0.7381 |
|