CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7412 |
0.0006 |
0.1% |
0.7436 |
| High |
0.7422 |
0.7440 |
0.0018 |
0.2% |
0.7484 |
| Low |
0.7367 |
0.7408 |
0.0041 |
0.6% |
0.7357 |
| Close |
0.7412 |
0.7415 |
0.0003 |
0.0% |
0.7412 |
| Range |
0.0055 |
0.0032 |
-0.0023 |
-41.8% |
0.0127 |
| ATR |
0.0065 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
75,454 |
68,296 |
-7,158 |
-9.5% |
417,014 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7498 |
0.7433 |
|
| R3 |
0.7485 |
0.7466 |
0.7424 |
|
| R2 |
0.7453 |
0.7453 |
0.7421 |
|
| R1 |
0.7434 |
0.7434 |
0.7418 |
0.7444 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7426 |
| S1 |
0.7402 |
0.7402 |
0.7412 |
0.7412 |
| S2 |
0.7389 |
0.7389 |
0.7409 |
|
| S3 |
0.7357 |
0.7370 |
0.7406 |
|
| S4 |
0.7325 |
0.7338 |
0.7397 |
|
|
| 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 |
0.7482 |
0.7357 |
0.0125 |
1.7% |
0.0055 |
0.7% |
46% |
False |
False |
81,699 |
| 10 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0065 |
0.9% |
60% |
False |
False |
88,445 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0061 |
0.8% |
60% |
False |
False |
96,948 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
28% |
False |
False |
56,305 |
| 60 |
0.7732 |
0.7313 |
0.0419 |
5.7% |
0.0060 |
0.8% |
24% |
False |
False |
37,586 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0056 |
0.8% |
20% |
False |
False |
28,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7524 |
|
1.618 |
0.7492 |
|
1.000 |
0.7472 |
|
0.618 |
0.7460 |
|
HIGH |
0.7440 |
|
0.618 |
0.7428 |
|
0.500 |
0.7424 |
|
0.382 |
0.7420 |
|
LOW |
0.7408 |
|
0.618 |
0.7388 |
|
1.000 |
0.7376 |
|
1.618 |
0.7356 |
|
2.618 |
0.7324 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7410 |
| PP |
0.7421 |
0.7404 |
| S1 |
0.7418 |
0.7399 |
|