CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7406 |
0.0042 |
0.6% |
0.7436 |
| High |
0.7420 |
0.7422 |
0.0002 |
0.0% |
0.7484 |
| Low |
0.7357 |
0.7367 |
0.0010 |
0.1% |
0.7357 |
| Close |
0.7404 |
0.7412 |
0.0008 |
0.1% |
0.7412 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.7% |
0.0127 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
76,640 |
75,454 |
-1,186 |
-1.5% |
417,014 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7544 |
0.7442 |
|
| R3 |
0.7510 |
0.7489 |
0.7427 |
|
| R2 |
0.7455 |
0.7455 |
0.7422 |
|
| R1 |
0.7434 |
0.7434 |
0.7417 |
0.7445 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7406 |
| S1 |
0.7379 |
0.7379 |
0.7407 |
0.7390 |
| S2 |
0.7345 |
0.7345 |
0.7402 |
|
| S3 |
0.7290 |
0.7324 |
0.7397 |
|
| S4 |
0.7235 |
0.7269 |
0.7382 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7732 |
0.7482 |
|
| R3 |
0.7672 |
0.7605 |
0.7447 |
|
| R2 |
0.7545 |
0.7545 |
0.7435 |
|
| R1 |
0.7478 |
0.7478 |
0.7424 |
0.7448 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7403 |
| S1 |
0.7351 |
0.7351 |
0.7400 |
0.7321 |
| S2 |
0.7291 |
0.7291 |
0.7389 |
|
| S3 |
0.7164 |
0.7224 |
0.7377 |
|
| S4 |
0.7037 |
0.7097 |
0.7342 |
|
|
| 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% |
0.0060 |
0.8% |
43% |
False |
False |
83,402 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0069 |
0.9% |
58% |
False |
False |
92,389 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0061 |
0.8% |
58% |
False |
False |
99,028 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
27% |
False |
False |
54,604 |
| 60 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0061 |
0.8% |
20% |
False |
False |
36,453 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0057 |
0.8% |
20% |
False |
False |
27,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7656 |
|
2.618 |
0.7566 |
|
1.618 |
0.7511 |
|
1.000 |
0.7477 |
|
0.618 |
0.7456 |
|
HIGH |
0.7422 |
|
0.618 |
0.7401 |
|
0.500 |
0.7395 |
|
0.382 |
0.7388 |
|
LOW |
0.7367 |
|
0.618 |
0.7333 |
|
1.000 |
0.7312 |
|
1.618 |
0.7278 |
|
2.618 |
0.7223 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7406 |
0.7407 |
| PP |
0.7400 |
0.7402 |
| S1 |
0.7395 |
0.7398 |
|