CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7436 |
0.0050 |
0.7% |
0.7403 |
| High |
0.7445 |
0.7484 |
0.0039 |
0.5% |
0.7445 |
| Low |
0.7377 |
0.7429 |
0.0052 |
0.7% |
0.7313 |
| Close |
0.7428 |
0.7468 |
0.0040 |
0.5% |
0.7428 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-19.1% |
0.0132 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
90,594 |
76,812 |
-13,782 |
-15.2% |
399,147 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7602 |
0.7498 |
|
| R3 |
0.7570 |
0.7547 |
0.7483 |
|
| R2 |
0.7515 |
0.7515 |
0.7478 |
|
| R1 |
0.7492 |
0.7492 |
0.7473 |
0.7503 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7466 |
| S1 |
0.7437 |
0.7437 |
0.7463 |
0.7449 |
| S2 |
0.7405 |
0.7405 |
0.7458 |
|
| S3 |
0.7350 |
0.7382 |
0.7453 |
|
| S4 |
0.7295 |
0.7327 |
0.7438 |
|
|
| 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 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0074 |
1.0% |
91% |
True |
False |
95,191 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0065 |
0.9% |
91% |
True |
False |
101,083 |
| 20 |
0.7628 |
0.7313 |
0.0315 |
4.2% |
0.0063 |
0.8% |
49% |
False |
False |
90,834 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
4.9% |
0.0061 |
0.8% |
42% |
False |
False |
46,115 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0059 |
0.8% |
31% |
False |
False |
30,785 |
| 80 |
0.7820 |
0.7313 |
0.0507 |
6.8% |
0.0056 |
0.8% |
31% |
False |
False |
23,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7628 |
|
1.618 |
0.7573 |
|
1.000 |
0.7539 |
|
0.618 |
0.7518 |
|
HIGH |
0.7484 |
|
0.618 |
0.7463 |
|
0.500 |
0.7457 |
|
0.382 |
0.7450 |
|
LOW |
0.7429 |
|
0.618 |
0.7395 |
|
1.000 |
0.7374 |
|
1.618 |
0.7340 |
|
2.618 |
0.7285 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7464 |
0.7453 |
| PP |
0.7460 |
0.7438 |
| S1 |
0.7457 |
0.7423 |
|