CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7407 |
-0.0022 |
-0.3% |
0.7425 |
| High |
0.7431 |
0.7413 |
-0.0018 |
-0.2% |
0.7466 |
| Low |
0.7391 |
0.7356 |
-0.0035 |
-0.5% |
0.7361 |
| Close |
0.7402 |
0.7364 |
-0.0038 |
-0.5% |
0.7405 |
| Range |
0.0040 |
0.0057 |
0.0017 |
42.5% |
0.0105 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
83,639 |
80,917 |
-2,722 |
-3.3% |
456,714 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7549 |
0.7513 |
0.7395 |
|
| R3 |
0.7492 |
0.7456 |
0.7380 |
|
| R2 |
0.7435 |
0.7435 |
0.7374 |
|
| R1 |
0.7399 |
0.7399 |
0.7369 |
0.7389 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7372 |
| S1 |
0.7342 |
0.7342 |
0.7359 |
0.7332 |
| S2 |
0.7321 |
0.7321 |
0.7354 |
|
| S3 |
0.7264 |
0.7285 |
0.7348 |
|
| S4 |
0.7207 |
0.7228 |
0.7333 |
|
|
| 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 |
0.7443 |
0.7356 |
0.0087 |
1.2% |
0.0041 |
0.6% |
9% |
False |
True |
79,727 |
| 10 |
0.7466 |
0.7318 |
0.0148 |
2.0% |
0.0063 |
0.9% |
31% |
False |
False |
91,232 |
| 20 |
0.7484 |
0.7318 |
0.0166 |
2.3% |
0.0064 |
0.9% |
28% |
False |
False |
89,394 |
| 40 |
0.7678 |
0.7313 |
0.0365 |
5.0% |
0.0063 |
0.9% |
14% |
False |
False |
86,228 |
| 60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
14% |
False |
False |
57,754 |
| 80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0059 |
0.8% |
10% |
False |
False |
43,345 |
| 100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0057 |
0.8% |
9% |
False |
False |
34,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7562 |
|
1.618 |
0.7505 |
|
1.000 |
0.7470 |
|
0.618 |
0.7448 |
|
HIGH |
0.7413 |
|
0.618 |
0.7391 |
|
0.500 |
0.7385 |
|
0.382 |
0.7378 |
|
LOW |
0.7356 |
|
0.618 |
0.7321 |
|
1.000 |
0.7299 |
|
1.618 |
0.7264 |
|
2.618 |
0.7207 |
|
4.250 |
0.7114 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7400 |
| PP |
0.7378 |
0.7388 |
| S1 |
0.7371 |
0.7376 |
|