CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7418 |
0.0006 |
0.1% |
0.7436 |
| High |
0.7440 |
0.7438 |
-0.0002 |
0.0% |
0.7484 |
| Low |
0.7408 |
0.7376 |
-0.0032 |
-0.4% |
0.7357 |
| Close |
0.7415 |
0.7389 |
-0.0026 |
-0.4% |
0.7412 |
| Range |
0.0032 |
0.0062 |
0.0030 |
93.8% |
0.0127 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
68,296 |
80,526 |
12,230 |
17.9% |
417,014 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7550 |
0.7423 |
|
| R3 |
0.7525 |
0.7488 |
0.7406 |
|
| R2 |
0.7463 |
0.7463 |
0.7400 |
|
| R1 |
0.7426 |
0.7426 |
0.7395 |
0.7414 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7395 |
| S1 |
0.7364 |
0.7364 |
0.7383 |
0.7352 |
| S2 |
0.7339 |
0.7339 |
0.7378 |
|
| S3 |
0.7277 |
0.7302 |
0.7372 |
|
| S4 |
0.7215 |
0.7240 |
0.7355 |
|
|
| 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 |
0.7440 |
0.7357 |
0.0083 |
1.1% |
0.0057 |
0.8% |
39% |
False |
False |
83,148 |
| 10 |
0.7484 |
0.7317 |
0.0167 |
2.3% |
0.0062 |
0.8% |
43% |
False |
False |
87,300 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0062 |
0.8% |
44% |
False |
False |
96,887 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
21% |
False |
False |
58,305 |
| 60 |
0.7685 |
0.7313 |
0.0372 |
5.0% |
0.0060 |
0.8% |
20% |
False |
False |
38,927 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0056 |
0.8% |
15% |
False |
False |
29,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7600 |
|
1.618 |
0.7538 |
|
1.000 |
0.7500 |
|
0.618 |
0.7476 |
|
HIGH |
0.7438 |
|
0.618 |
0.7414 |
|
0.500 |
0.7407 |
|
0.382 |
0.7400 |
|
LOW |
0.7376 |
|
0.618 |
0.7338 |
|
1.000 |
0.7314 |
|
1.618 |
0.7276 |
|
2.618 |
0.7214 |
|
4.250 |
0.7113 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7407 |
0.7404 |
| PP |
0.7401 |
0.7399 |
| S1 |
0.7395 |
0.7394 |
|