CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7410 |
0.7429 |
0.0019 |
0.3% |
0.7425 |
| High |
0.7443 |
0.7431 |
-0.0012 |
-0.2% |
0.7466 |
| Low |
0.7405 |
0.7391 |
-0.0014 |
-0.2% |
0.7361 |
| Close |
0.7439 |
0.7402 |
-0.0037 |
-0.5% |
0.7405 |
| Range |
0.0038 |
0.0040 |
0.0002 |
5.3% |
0.0105 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
104,070 |
83,639 |
-20,431 |
-19.6% |
456,714 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7505 |
0.7424 |
|
| R3 |
0.7488 |
0.7465 |
0.7413 |
|
| R2 |
0.7448 |
0.7448 |
0.7409 |
|
| R1 |
0.7425 |
0.7425 |
0.7406 |
0.7417 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7404 |
| S1 |
0.7385 |
0.7385 |
0.7398 |
0.7377 |
| S2 |
0.7368 |
0.7368 |
0.7395 |
|
| S3 |
0.7328 |
0.7345 |
0.7391 |
|
| S4 |
0.7288 |
0.7305 |
0.7380 |
|
|
| 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% |
0.0049 |
0.7% |
33% |
False |
False |
84,351 |
| 10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0069 |
0.9% |
57% |
False |
False |
97,129 |
| 20 |
0.7484 |
0.7318 |
0.0166 |
2.2% |
0.0064 |
0.9% |
51% |
False |
False |
91,434 |
| 40 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.9% |
24% |
False |
False |
84,290 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0063 |
0.8% |
24% |
False |
False |
56,408 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0059 |
0.8% |
18% |
False |
False |
42,335 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0056 |
0.8% |
15% |
False |
False |
33,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7601 |
|
2.618 |
0.7536 |
|
1.618 |
0.7496 |
|
1.000 |
0.7471 |
|
0.618 |
0.7456 |
|
HIGH |
0.7431 |
|
0.618 |
0.7416 |
|
0.500 |
0.7411 |
|
0.382 |
0.7406 |
|
LOW |
0.7391 |
|
0.618 |
0.7366 |
|
1.000 |
0.7351 |
|
1.618 |
0.7326 |
|
2.618 |
0.7286 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7415 |
| PP |
0.7408 |
0.7411 |
| S1 |
0.7405 |
0.7406 |
|