CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7356 |
-0.0041 |
-0.6% |
0.7412 |
| High |
0.7444 |
0.7431 |
-0.0013 |
-0.2% |
0.7444 |
| Low |
0.7322 |
0.7318 |
-0.0004 |
-0.1% |
0.7318 |
| Close |
0.7359 |
0.7426 |
0.0067 |
0.9% |
0.7426 |
| Range |
0.0122 |
0.0113 |
-0.0009 |
-7.4% |
0.0126 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.9% |
0.0000 |
| Volume |
139,889 |
130,868 |
-9,021 |
-6.4% |
498,826 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7691 |
0.7488 |
|
| R3 |
0.7618 |
0.7578 |
0.7457 |
|
| R2 |
0.7505 |
0.7505 |
0.7447 |
|
| R1 |
0.7465 |
0.7465 |
0.7436 |
0.7485 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7402 |
| S1 |
0.7352 |
0.7352 |
0.7416 |
0.7372 |
| S2 |
0.7279 |
0.7279 |
0.7405 |
|
| S3 |
0.7166 |
0.7239 |
0.7395 |
|
| S4 |
0.7053 |
0.7126 |
0.7364 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7726 |
0.7495 |
|
| R3 |
0.7648 |
0.7600 |
0.7461 |
|
| R2 |
0.7522 |
0.7522 |
0.7449 |
|
| R1 |
0.7474 |
0.7474 |
0.7438 |
0.7498 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7408 |
| S1 |
0.7348 |
0.7348 |
0.7414 |
0.7372 |
| S2 |
0.7270 |
0.7270 |
0.7403 |
|
| S3 |
0.7144 |
0.7222 |
0.7391 |
|
| S4 |
0.7018 |
0.7096 |
0.7357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7444 |
0.7318 |
0.0126 |
1.7% |
0.0079 |
1.1% |
86% |
False |
True |
99,765 |
| 10 |
0.7484 |
0.7318 |
0.0166 |
2.2% |
0.0069 |
0.9% |
65% |
False |
True |
91,584 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0068 |
0.9% |
66% |
False |
False |
97,220 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0065 |
0.9% |
31% |
False |
False |
66,994 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
31% |
False |
False |
44,748 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0058 |
0.8% |
23% |
False |
False |
33,586 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0054 |
0.7% |
19% |
False |
False |
26,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7727 |
|
1.618 |
0.7614 |
|
1.000 |
0.7544 |
|
0.618 |
0.7501 |
|
HIGH |
0.7431 |
|
0.618 |
0.7388 |
|
0.500 |
0.7375 |
|
0.382 |
0.7361 |
|
LOW |
0.7318 |
|
0.618 |
0.7248 |
|
1.000 |
0.7205 |
|
1.618 |
0.7135 |
|
2.618 |
0.7022 |
|
4.250 |
0.6838 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7409 |
0.7411 |
| PP |
0.7392 |
0.7396 |
| S1 |
0.7375 |
0.7381 |
|