CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7437 |
0.7364 |
-0.0073 |
-1.0% |
0.7403 |
| High |
0.7438 |
0.7420 |
-0.0018 |
-0.2% |
0.7445 |
| Low |
0.7363 |
0.7357 |
-0.0006 |
-0.1% |
0.7313 |
| Close |
0.7376 |
0.7404 |
0.0028 |
0.4% |
0.7428 |
| Range |
0.0075 |
0.0063 |
-0.0012 |
-16.0% |
0.0132 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
114,824 |
76,640 |
-38,184 |
-33.3% |
399,147 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7556 |
0.7439 |
|
| R3 |
0.7520 |
0.7493 |
0.7421 |
|
| R2 |
0.7457 |
0.7457 |
0.7416 |
|
| R1 |
0.7430 |
0.7430 |
0.7410 |
0.7444 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7400 |
| S1 |
0.7367 |
0.7367 |
0.7398 |
0.7381 |
| S2 |
0.7331 |
0.7331 |
0.7392 |
|
| S3 |
0.7268 |
0.7304 |
0.7387 |
|
| S4 |
0.7205 |
0.7241 |
0.7369 |
|
|
| 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 |
0.7357 |
0.0127 |
1.7% |
0.0063 |
0.8% |
37% |
False |
True |
86,430 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0067 |
0.9% |
53% |
False |
False |
94,739 |
| 20 |
0.7587 |
0.7313 |
0.0274 |
3.7% |
0.0064 |
0.9% |
33% |
False |
False |
98,754 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
25% |
False |
False |
52,723 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0061 |
0.8% |
18% |
False |
False |
35,196 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0057 |
0.8% |
18% |
False |
False |
26,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7688 |
|
2.618 |
0.7585 |
|
1.618 |
0.7522 |
|
1.000 |
0.7483 |
|
0.618 |
0.7459 |
|
HIGH |
0.7420 |
|
0.618 |
0.7396 |
|
0.500 |
0.7389 |
|
0.382 |
0.7381 |
|
LOW |
0.7357 |
|
0.618 |
0.7318 |
|
1.000 |
0.7294 |
|
1.618 |
0.7255 |
|
2.618 |
0.7192 |
|
4.250 |
0.7089 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7420 |
| PP |
0.7394 |
0.7414 |
| S1 |
0.7389 |
0.7409 |
|