CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7397 |
0.0011 |
0.1% |
0.7436 |
| High |
0.7408 |
0.7444 |
0.0036 |
0.5% |
0.7484 |
| Low |
0.7343 |
0.7322 |
-0.0021 |
-0.3% |
0.7357 |
| Close |
0.7401 |
0.7359 |
-0.0042 |
-0.6% |
0.7412 |
| Range |
0.0065 |
0.0122 |
0.0057 |
87.7% |
0.0127 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.8% |
0.0000 |
| Volume |
79,247 |
139,889 |
60,642 |
76.5% |
417,014 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7672 |
0.7426 |
|
| R3 |
0.7619 |
0.7550 |
0.7393 |
|
| R2 |
0.7497 |
0.7497 |
0.7381 |
|
| R1 |
0.7428 |
0.7428 |
0.7370 |
0.7402 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7362 |
| S1 |
0.7306 |
0.7306 |
0.7348 |
0.7279 |
| S2 |
0.7253 |
0.7253 |
0.7337 |
|
| S3 |
0.7131 |
0.7184 |
0.7325 |
|
| S4 |
0.7009 |
0.7062 |
0.7292 |
|
|
| 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 |
0.7444 |
0.7322 |
0.0122 |
1.7% |
0.0067 |
0.9% |
30% |
True |
True |
88,682 |
| 10 |
0.7484 |
0.7322 |
0.0162 |
2.2% |
0.0065 |
0.9% |
23% |
False |
True |
87,556 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0065 |
0.9% |
27% |
False |
False |
96,160 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0064 |
0.9% |
12% |
False |
False |
63,767 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0061 |
0.8% |
12% |
False |
False |
42,574 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0057 |
0.8% |
9% |
False |
False |
31,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7763 |
|
1.618 |
0.7641 |
|
1.000 |
0.7566 |
|
0.618 |
0.7519 |
|
HIGH |
0.7444 |
|
0.618 |
0.7397 |
|
0.500 |
0.7383 |
|
0.382 |
0.7369 |
|
LOW |
0.7322 |
|
0.618 |
0.7247 |
|
1.000 |
0.7200 |
|
1.618 |
0.7125 |
|
2.618 |
0.7003 |
|
4.250 |
0.6803 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7383 |
| PP |
0.7375 |
0.7375 |
| S1 |
0.7367 |
0.7367 |
|