CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7404 |
0.0025 |
0.3% |
0.7425 |
| High |
0.7416 |
0.7414 |
-0.0002 |
0.0% |
0.7466 |
| Low |
0.7371 |
0.7387 |
0.0016 |
0.2% |
0.7361 |
| Close |
0.7405 |
0.7411 |
0.0006 |
0.1% |
0.7405 |
| Range |
0.0045 |
0.0027 |
-0.0018 |
-40.0% |
0.0105 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
73,900 |
56,112 |
-17,788 |
-24.1% |
456,714 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7475 |
0.7426 |
|
| R3 |
0.7458 |
0.7448 |
0.7418 |
|
| R2 |
0.7431 |
0.7431 |
0.7416 |
|
| R1 |
0.7421 |
0.7421 |
0.7413 |
0.7426 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7407 |
| S1 |
0.7394 |
0.7394 |
0.7409 |
0.7399 |
| S2 |
0.7377 |
0.7377 |
0.7406 |
|
| S3 |
0.7350 |
0.7367 |
0.7404 |
|
| S4 |
0.7323 |
0.7340 |
0.7396 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7670 |
0.7463 |
|
| R3 |
0.7621 |
0.7565 |
0.7434 |
|
| R2 |
0.7516 |
0.7516 |
0.7424 |
|
| R1 |
0.7460 |
0.7460 |
0.7415 |
0.7436 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7398 |
| S1 |
0.7355 |
0.7355 |
0.7395 |
0.7331 |
| S2 |
0.7306 |
0.7306 |
0.7386 |
|
| S3 |
0.7201 |
0.7250 |
0.7376 |
|
| S4 |
0.7096 |
0.7145 |
0.7347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7466 |
0.7361 |
0.0105 |
1.4% |
0.0062 |
0.8% |
48% |
False |
False |
85,934 |
| 10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0074 |
1.0% |
63% |
False |
False |
94,335 |
| 20 |
0.7484 |
0.7313 |
0.0171 |
2.3% |
0.0069 |
0.9% |
57% |
False |
False |
91,390 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0066 |
0.9% |
27% |
False |
False |
79,679 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.9% |
27% |
False |
False |
53,281 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0060 |
0.8% |
20% |
False |
False |
39,990 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.8% |
17% |
False |
False |
32,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7529 |
|
2.618 |
0.7485 |
|
1.618 |
0.7458 |
|
1.000 |
0.7441 |
|
0.618 |
0.7431 |
|
HIGH |
0.7414 |
|
0.618 |
0.7404 |
|
0.500 |
0.7401 |
|
0.382 |
0.7397 |
|
LOW |
0.7387 |
|
0.618 |
0.7370 |
|
1.000 |
0.7360 |
|
1.618 |
0.7343 |
|
2.618 |
0.7316 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7419 |
| PP |
0.7404 |
0.7416 |
| S1 |
0.7401 |
0.7414 |
|