CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7384 |
0.7421 |
0.0037 |
0.5% |
0.7412 |
| High |
0.7436 |
0.7466 |
0.0030 |
0.4% |
0.7444 |
| Low |
0.7361 |
0.7394 |
0.0033 |
0.4% |
0.7318 |
| Close |
0.7417 |
0.7439 |
0.0022 |
0.3% |
0.7426 |
| Range |
0.0075 |
0.0072 |
-0.0003 |
-4.0% |
0.0126 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87,570 |
108,054 |
20,484 |
23.4% |
498,826 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7616 |
0.7479 |
|
| R3 |
0.7577 |
0.7544 |
0.7459 |
|
| R2 |
0.7505 |
0.7505 |
0.7452 |
|
| R1 |
0.7472 |
0.7472 |
0.7446 |
0.7489 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7441 |
| S1 |
0.7400 |
0.7400 |
0.7432 |
0.7417 |
| S2 |
0.7361 |
0.7361 |
0.7426 |
|
| S3 |
0.7289 |
0.7328 |
0.7419 |
|
| S4 |
0.7217 |
0.7256 |
0.7399 |
|
|
| 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 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0090 |
1.2% |
82% |
True |
False |
109,907 |
| 10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0073 |
1.0% |
82% |
True |
False |
92,969 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0071 |
1.0% |
74% |
False |
False |
97,057 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0066 |
0.9% |
34% |
False |
False |
73,918 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.9% |
34% |
False |
False |
49,387 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0059 |
0.8% |
25% |
False |
False |
37,067 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.7% |
21% |
False |
False |
29,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7654 |
|
1.618 |
0.7582 |
|
1.000 |
0.7538 |
|
0.618 |
0.7510 |
|
HIGH |
0.7466 |
|
0.618 |
0.7438 |
|
0.500 |
0.7430 |
|
0.382 |
0.7422 |
|
LOW |
0.7394 |
|
0.618 |
0.7350 |
|
1.000 |
0.7322 |
|
1.618 |
0.7278 |
|
2.618 |
0.7206 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7431 |
| PP |
0.7433 |
0.7422 |
| S1 |
0.7430 |
0.7414 |
|