CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7436 |
0.7461 |
0.0025 |
0.3% |
0.7403 |
| High |
0.7484 |
0.7482 |
-0.0002 |
0.0% |
0.7445 |
| Low |
0.7429 |
0.7430 |
0.0001 |
0.0% |
0.7313 |
| Close |
0.7468 |
0.7466 |
-0.0002 |
0.0% |
0.7428 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0132 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,812 |
73,284 |
-3,528 |
-4.6% |
399,147 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7593 |
0.7495 |
|
| R3 |
0.7563 |
0.7541 |
0.7480 |
|
| R2 |
0.7511 |
0.7511 |
0.7476 |
|
| R1 |
0.7489 |
0.7489 |
0.7471 |
0.7500 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7465 |
| S1 |
0.7437 |
0.7437 |
0.7461 |
0.7448 |
| S2 |
0.7407 |
0.7407 |
0.7456 |
|
| S3 |
0.7355 |
0.7385 |
0.7452 |
|
| S4 |
0.7303 |
0.7333 |
0.7437 |
|
|
| 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 |
0.7317 |
0.0167 |
2.2% |
0.0066 |
0.9% |
89% |
False |
False |
91,453 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0066 |
0.9% |
89% |
False |
False |
98,811 |
| 20 |
0.7628 |
0.7313 |
0.0315 |
4.2% |
0.0064 |
0.9% |
49% |
False |
False |
93,785 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
4.9% |
0.0061 |
0.8% |
41% |
False |
False |
47,944 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0059 |
0.8% |
31% |
False |
False |
32,006 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0057 |
0.8% |
31% |
False |
False |
24,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7618 |
|
1.618 |
0.7566 |
|
1.000 |
0.7534 |
|
0.618 |
0.7514 |
|
HIGH |
0.7482 |
|
0.618 |
0.7462 |
|
0.500 |
0.7456 |
|
0.382 |
0.7450 |
|
LOW |
0.7430 |
|
0.618 |
0.7398 |
|
1.000 |
0.7378 |
|
1.618 |
0.7346 |
|
2.618 |
0.7294 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7463 |
0.7454 |
| PP |
0.7459 |
0.7442 |
| S1 |
0.7456 |
0.7431 |
|