CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7437 |
-0.0024 |
-0.3% |
0.7403 |
| High |
0.7482 |
0.7438 |
-0.0044 |
-0.6% |
0.7445 |
| Low |
0.7430 |
0.7363 |
-0.0067 |
-0.9% |
0.7313 |
| Close |
0.7466 |
0.7376 |
-0.0090 |
-1.2% |
0.7428 |
| Range |
0.0052 |
0.0075 |
0.0023 |
44.2% |
0.0132 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.6% |
0.0000 |
| Volume |
73,284 |
114,824 |
41,540 |
56.7% |
399,147 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7572 |
0.7417 |
|
| R3 |
0.7542 |
0.7497 |
0.7397 |
|
| R2 |
0.7467 |
0.7467 |
0.7390 |
|
| R1 |
0.7422 |
0.7422 |
0.7383 |
0.7407 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7385 |
| S1 |
0.7347 |
0.7347 |
0.7369 |
0.7332 |
| S2 |
0.7317 |
0.7317 |
0.7362 |
|
| S3 |
0.7242 |
0.7272 |
0.7355 |
|
| S4 |
0.7167 |
0.7197 |
0.7335 |
|
|
| 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 |
0.7362 |
0.0122 |
1.7% |
0.0063 |
0.9% |
11% |
False |
False |
95,447 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0069 |
0.9% |
37% |
False |
False |
101,145 |
| 20 |
0.7612 |
0.7313 |
0.0299 |
4.1% |
0.0065 |
0.9% |
21% |
False |
False |
98,513 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
17% |
False |
False |
50,812 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0060 |
0.8% |
13% |
False |
False |
33,919 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0056 |
0.8% |
13% |
False |
False |
25,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7634 |
|
1.618 |
0.7559 |
|
1.000 |
0.7513 |
|
0.618 |
0.7484 |
|
HIGH |
0.7438 |
|
0.618 |
0.7409 |
|
0.500 |
0.7401 |
|
0.382 |
0.7392 |
|
LOW |
0.7363 |
|
0.618 |
0.7317 |
|
1.000 |
0.7288 |
|
1.618 |
0.7242 |
|
2.618 |
0.7167 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7424 |
| PP |
0.7392 |
0.7408 |
| S1 |
0.7384 |
0.7392 |
|