CME Australian Dollar Future September 2018
Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7404 |
0.7410 |
0.0006 |
0.1% |
0.7425 |
High |
0.7414 |
0.7443 |
0.0029 |
0.4% |
0.7466 |
Low |
0.7387 |
0.7405 |
0.0018 |
0.2% |
0.7361 |
Close |
0.7411 |
0.7439 |
0.0028 |
0.4% |
0.7405 |
Range |
0.0027 |
0.0038 |
0.0011 |
40.7% |
0.0105 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
56,112 |
104,070 |
47,958 |
85.5% |
456,714 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7543 |
0.7529 |
0.7460 |
|
R3 |
0.7505 |
0.7491 |
0.7449 |
|
R2 |
0.7467 |
0.7467 |
0.7446 |
|
R1 |
0.7453 |
0.7453 |
0.7442 |
0.7460 |
PP |
0.7429 |
0.7429 |
0.7429 |
0.7433 |
S1 |
0.7415 |
0.7415 |
0.7436 |
0.7422 |
S2 |
0.7391 |
0.7391 |
0.7432 |
|
S3 |
0.7353 |
0.7377 |
0.7429 |
|
S4 |
0.7315 |
0.7339 |
0.7418 |
|
|
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 |
0.7371 |
0.0095 |
1.3% |
0.0055 |
0.7% |
72% |
False |
False |
89,234 |
10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0072 |
1.0% |
82% |
False |
False |
96,690 |
20 |
0.7484 |
0.7317 |
0.0167 |
2.2% |
0.0067 |
0.9% |
73% |
False |
False |
91,995 |
40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0064 |
0.9% |
34% |
False |
False |
82,228 |
60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.8% |
34% |
False |
False |
55,015 |
80 |
0.7814 |
0.7313 |
0.0501 |
6.7% |
0.0060 |
0.8% |
25% |
False |
False |
41,290 |
100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.8% |
21% |
False |
False |
33,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7605 |
2.618 |
0.7542 |
1.618 |
0.7504 |
1.000 |
0.7481 |
0.618 |
0.7466 |
HIGH |
0.7443 |
0.618 |
0.7428 |
0.500 |
0.7424 |
0.382 |
0.7420 |
LOW |
0.7405 |
0.618 |
0.7382 |
1.000 |
0.7367 |
1.618 |
0.7344 |
2.618 |
0.7306 |
4.250 |
0.7244 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7434 |
0.7428 |
PP |
0.7429 |
0.7418 |
S1 |
0.7424 |
0.7407 |
|