CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7384 |
-0.0041 |
-0.6% |
0.7412 |
| High |
0.7439 |
0.7436 |
-0.0003 |
0.0% |
0.7444 |
| Low |
0.7373 |
0.7361 |
-0.0012 |
-0.2% |
0.7318 |
| Close |
0.7379 |
0.7417 |
0.0038 |
0.5% |
0.7426 |
| Range |
0.0066 |
0.0075 |
0.0009 |
13.6% |
0.0126 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
83,154 |
87,570 |
4,416 |
5.3% |
498,826 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7598 |
0.7458 |
|
| R3 |
0.7555 |
0.7523 |
0.7438 |
|
| R2 |
0.7480 |
0.7480 |
0.7431 |
|
| R1 |
0.7448 |
0.7448 |
0.7424 |
0.7464 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7413 |
| S1 |
0.7373 |
0.7373 |
0.7410 |
0.7389 |
| S2 |
0.7330 |
0.7330 |
0.7403 |
|
| S3 |
0.7255 |
0.7298 |
0.7396 |
|
| S4 |
0.7180 |
0.7223 |
0.7376 |
|
|
| 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% |
0.0088 |
1.2% |
79% |
False |
False |
104,145 |
| 10 |
0.7444 |
0.7318 |
0.0126 |
1.7% |
0.0073 |
1.0% |
79% |
False |
False |
93,646 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0069 |
0.9% |
61% |
False |
False |
96,229 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0067 |
0.9% |
28% |
False |
False |
71,241 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.8% |
28% |
False |
False |
47,591 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0059 |
0.8% |
21% |
False |
False |
35,716 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0055 |
0.7% |
18% |
False |
False |
28,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7632 |
|
1.618 |
0.7557 |
|
1.000 |
0.7511 |
|
0.618 |
0.7482 |
|
HIGH |
0.7436 |
|
0.618 |
0.7407 |
|
0.500 |
0.7399 |
|
0.382 |
0.7390 |
|
LOW |
0.7361 |
|
0.618 |
0.7315 |
|
1.000 |
0.7286 |
|
1.618 |
0.7240 |
|
2.618 |
0.7165 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7404 |
| PP |
0.7405 |
0.7391 |
| S1 |
0.7399 |
0.7379 |
|