CME Australian Dollar Future September 2018
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7365 |
-0.0042 |
-0.6% |
0.7404 |
High |
0.7413 |
0.7413 |
0.0000 |
0.0% |
0.7443 |
Low |
0.7356 |
0.7349 |
-0.0007 |
-0.1% |
0.7349 |
Close |
0.7364 |
0.7406 |
0.0042 |
0.6% |
0.7406 |
Range |
0.0057 |
0.0064 |
0.0007 |
12.3% |
0.0094 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
Volume |
80,917 |
111,225 |
30,308 |
37.5% |
435,963 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7581 |
0.7558 |
0.7441 |
|
R3 |
0.7517 |
0.7494 |
0.7424 |
|
R2 |
0.7453 |
0.7453 |
0.7418 |
|
R1 |
0.7430 |
0.7430 |
0.7412 |
0.7441 |
PP |
0.7389 |
0.7389 |
0.7389 |
0.7395 |
S1 |
0.7366 |
0.7366 |
0.7400 |
0.7378 |
S2 |
0.7325 |
0.7325 |
0.7394 |
|
S3 |
0.7261 |
0.7302 |
0.7388 |
|
S4 |
0.7197 |
0.7238 |
0.7371 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7681 |
0.7638 |
0.7458 |
|
R3 |
0.7587 |
0.7544 |
0.7432 |
|
R2 |
0.7493 |
0.7493 |
0.7423 |
|
R1 |
0.7450 |
0.7450 |
0.7415 |
0.7471 |
PP |
0.7399 |
0.7399 |
0.7399 |
0.7410 |
S1 |
0.7356 |
0.7356 |
0.7397 |
0.7378 |
S2 |
0.7305 |
0.7305 |
0.7389 |
|
S3 |
0.7211 |
0.7262 |
0.7380 |
|
S4 |
0.7117 |
0.7168 |
0.7354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7443 |
0.7349 |
0.0094 |
1.3% |
0.0045 |
0.6% |
61% |
False |
True |
87,192 |
10 |
0.7466 |
0.7349 |
0.0117 |
1.6% |
0.0058 |
0.8% |
49% |
False |
True |
89,267 |
20 |
0.7484 |
0.7318 |
0.0166 |
2.2% |
0.0064 |
0.9% |
53% |
False |
False |
90,425 |
40 |
0.7632 |
0.7313 |
0.0319 |
4.3% |
0.0063 |
0.9% |
29% |
False |
False |
88,866 |
60 |
0.7682 |
0.7313 |
0.0369 |
5.0% |
0.0062 |
0.8% |
25% |
False |
False |
59,606 |
80 |
0.7814 |
0.7313 |
0.0501 |
6.8% |
0.0060 |
0.8% |
19% |
False |
False |
44,735 |
100 |
0.7905 |
0.7313 |
0.0592 |
8.0% |
0.0057 |
0.8% |
16% |
False |
False |
35,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7685 |
2.618 |
0.7581 |
1.618 |
0.7517 |
1.000 |
0.7477 |
0.618 |
0.7453 |
HIGH |
0.7413 |
0.618 |
0.7389 |
0.500 |
0.7381 |
0.382 |
0.7373 |
LOW |
0.7349 |
0.618 |
0.7309 |
1.000 |
0.7285 |
1.618 |
0.7245 |
2.618 |
0.7181 |
4.250 |
0.7077 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7398 |
0.7401 |
PP |
0.7389 |
0.7395 |
S1 |
0.7381 |
0.7390 |
|