CME Australian Dollar Future September 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7356 |
0.7425 |
0.0069 |
0.9% |
0.7412 |
High |
0.7431 |
0.7439 |
0.0008 |
0.1% |
0.7444 |
Low |
0.7318 |
0.7373 |
0.0055 |
0.8% |
0.7318 |
Close |
0.7426 |
0.7379 |
-0.0047 |
-0.6% |
0.7426 |
Range |
0.0113 |
0.0066 |
-0.0047 |
-41.6% |
0.0126 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
Volume |
130,868 |
83,154 |
-47,714 |
-36.5% |
498,826 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7595 |
0.7553 |
0.7415 |
|
R3 |
0.7529 |
0.7487 |
0.7397 |
|
R2 |
0.7463 |
0.7463 |
0.7391 |
|
R1 |
0.7421 |
0.7421 |
0.7385 |
0.7409 |
PP |
0.7397 |
0.7397 |
0.7397 |
0.7391 |
S1 |
0.7355 |
0.7355 |
0.7373 |
0.7343 |
S2 |
0.7331 |
0.7331 |
0.7367 |
|
S3 |
0.7265 |
0.7289 |
0.7361 |
|
S4 |
0.7199 |
0.7223 |
0.7343 |
|
|
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% |
0.0086 |
1.2% |
48% |
False |
False |
102,736 |
10 |
0.7482 |
0.7318 |
0.0164 |
2.2% |
0.0071 |
1.0% |
37% |
False |
False |
92,218 |
20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0068 |
0.9% |
39% |
False |
False |
96,650 |
40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0066 |
0.9% |
18% |
False |
False |
69,057 |
60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.8% |
18% |
False |
False |
46,133 |
80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0058 |
0.8% |
13% |
False |
False |
34,622 |
100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0055 |
0.7% |
11% |
False |
False |
27,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7720 |
2.618 |
0.7612 |
1.618 |
0.7546 |
1.000 |
0.7505 |
0.618 |
0.7480 |
HIGH |
0.7439 |
0.618 |
0.7414 |
0.500 |
0.7406 |
0.382 |
0.7398 |
LOW |
0.7373 |
0.618 |
0.7332 |
1.000 |
0.7307 |
1.618 |
0.7266 |
2.618 |
0.7200 |
4.250 |
0.7092 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7406 |
0.7381 |
PP |
0.7397 |
0.7380 |
S1 |
0.7388 |
0.7380 |
|