CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7386 |
-0.0032 |
-0.4% |
0.7436 |
| High |
0.7438 |
0.7408 |
-0.0030 |
-0.4% |
0.7484 |
| Low |
0.7376 |
0.7343 |
-0.0033 |
-0.4% |
0.7357 |
| Close |
0.7389 |
0.7401 |
0.0012 |
0.2% |
0.7412 |
| Range |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0127 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
80,526 |
79,247 |
-1,279 |
-1.6% |
417,014 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7555 |
0.7437 |
|
| R3 |
0.7514 |
0.7490 |
0.7419 |
|
| R2 |
0.7449 |
0.7449 |
0.7413 |
|
| R1 |
0.7425 |
0.7425 |
0.7407 |
0.7437 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7390 |
| S1 |
0.7360 |
0.7360 |
0.7395 |
0.7372 |
| S2 |
0.7319 |
0.7319 |
0.7389 |
|
| S3 |
0.7254 |
0.7295 |
0.7383 |
|
| S4 |
0.7189 |
0.7230 |
0.7365 |
|
|
| 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 |
0.7343 |
0.0097 |
1.3% |
0.0055 |
0.7% |
60% |
False |
True |
76,032 |
| 10 |
0.7484 |
0.7343 |
0.0141 |
1.9% |
0.0059 |
0.8% |
41% |
False |
True |
85,740 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0061 |
0.8% |
51% |
False |
False |
94,535 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
24% |
False |
False |
60,278 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0059 |
0.8% |
24% |
False |
False |
40,246 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0056 |
0.8% |
18% |
False |
False |
30,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7578 |
|
1.618 |
0.7513 |
|
1.000 |
0.7473 |
|
0.618 |
0.7448 |
|
HIGH |
0.7408 |
|
0.618 |
0.7383 |
|
0.500 |
0.7376 |
|
0.382 |
0.7368 |
|
LOW |
0.7343 |
|
0.618 |
0.7303 |
|
1.000 |
0.7278 |
|
1.618 |
0.7238 |
|
2.618 |
0.7173 |
|
4.250 |
0.7067 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7398 |
| PP |
0.7384 |
0.7395 |
| S1 |
0.7376 |
0.7392 |
|