CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7445 |
0.0024 |
0.3% |
0.7412 |
| High |
0.7466 |
0.7466 |
0.0000 |
0.0% |
0.7444 |
| Low |
0.7394 |
0.7373 |
-0.0021 |
-0.3% |
0.7318 |
| Close |
0.7439 |
0.7379 |
-0.0060 |
-0.8% |
0.7426 |
| Range |
0.0072 |
0.0093 |
0.0021 |
29.2% |
0.0126 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.3% |
0.0000 |
| Volume |
108,054 |
104,036 |
-4,018 |
-3.7% |
498,826 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7625 |
0.7430 |
|
| R3 |
0.7592 |
0.7532 |
0.7405 |
|
| R2 |
0.7499 |
0.7499 |
0.7396 |
|
| R1 |
0.7439 |
0.7439 |
0.7388 |
0.7423 |
| PP |
0.7406 |
0.7406 |
0.7406 |
0.7398 |
| S1 |
0.7346 |
0.7346 |
0.7370 |
0.7330 |
| S2 |
0.7313 |
0.7313 |
0.7362 |
|
| S3 |
0.7220 |
0.7253 |
0.7353 |
|
| S4 |
0.7127 |
0.7160 |
0.7328 |
|
|
| 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% |
0.0084 |
1.1% |
41% |
True |
False |
102,736 |
| 10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0076 |
1.0% |
41% |
True |
False |
95,709 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0071 |
1.0% |
39% |
False |
False |
95,224 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0066 |
0.9% |
18% |
False |
False |
76,486 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0064 |
0.9% |
18% |
False |
False |
51,118 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0060 |
0.8% |
13% |
False |
False |
38,367 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.8% |
11% |
False |
False |
30,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7709 |
|
1.618 |
0.7616 |
|
1.000 |
0.7559 |
|
0.618 |
0.7523 |
|
HIGH |
0.7466 |
|
0.618 |
0.7430 |
|
0.500 |
0.7420 |
|
0.382 |
0.7409 |
|
LOW |
0.7373 |
|
0.618 |
0.7316 |
|
1.000 |
0.7280 |
|
1.618 |
0.7223 |
|
2.618 |
0.7130 |
|
4.250 |
0.6978 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7420 |
0.7414 |
| PP |
0.7406 |
0.7402 |
| S1 |
0.7393 |
0.7391 |
|