CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7360 |
0.7401 |
0.0041 |
0.6% |
0.7405 |
| High |
0.7410 |
0.7407 |
-0.0003 |
0.0% |
0.7426 |
| Low |
0.7346 |
0.7323 |
-0.0023 |
-0.3% |
0.7330 |
| Close |
0.7403 |
0.7330 |
-0.0073 |
-1.0% |
0.7403 |
| Range |
0.0064 |
0.0084 |
0.0020 |
31.2% |
0.0096 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.5% |
0.0000 |
| Volume |
3 |
44 |
41 |
1,366.7% |
24 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7552 |
0.7376 |
|
| R3 |
0.7521 |
0.7468 |
0.7353 |
|
| R2 |
0.7437 |
0.7437 |
0.7345 |
|
| R1 |
0.7384 |
0.7384 |
0.7338 |
0.7369 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7346 |
| S1 |
0.7300 |
0.7300 |
0.7322 |
0.7284 |
| S2 |
0.7269 |
0.7269 |
0.7315 |
|
| S3 |
0.7185 |
0.7216 |
0.7307 |
|
| S4 |
0.7101 |
0.7132 |
0.7284 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7635 |
0.7456 |
|
| R3 |
0.7578 |
0.7539 |
0.7429 |
|
| R2 |
0.7482 |
0.7482 |
0.7421 |
|
| R1 |
0.7443 |
0.7443 |
0.7412 |
0.7415 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7372 |
| S1 |
0.7347 |
0.7347 |
0.7394 |
0.7319 |
| S2 |
0.7290 |
0.7290 |
0.7385 |
|
| S3 |
0.7194 |
0.7251 |
0.7377 |
|
| S4 |
0.7098 |
0.7155 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7426 |
0.7323 |
0.0103 |
1.4% |
0.0057 |
0.8% |
7% |
False |
True |
13 |
| 10 |
0.7445 |
0.7323 |
0.0122 |
1.7% |
0.0050 |
0.7% |
6% |
False |
True |
18 |
| 20 |
0.7680 |
0.7323 |
0.0357 |
4.9% |
0.0046 |
0.6% |
2% |
False |
True |
18 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.9% |
0.0032 |
0.4% |
2% |
False |
True |
10 |
| 60 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0027 |
0.4% |
1% |
False |
True |
8 |
| 80 |
0.7902 |
0.7323 |
0.0579 |
7.9% |
0.0025 |
0.3% |
1% |
False |
True |
8 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.7% |
0.0025 |
0.3% |
1% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7764 |
|
2.618 |
0.7627 |
|
1.618 |
0.7543 |
|
1.000 |
0.7491 |
|
0.618 |
0.7459 |
|
HIGH |
0.7407 |
|
0.618 |
0.7375 |
|
0.500 |
0.7365 |
|
0.382 |
0.7355 |
|
LOW |
0.7323 |
|
0.618 |
0.7271 |
|
1.000 |
0.7239 |
|
1.618 |
0.7187 |
|
2.618 |
0.7103 |
|
4.250 |
0.6966 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7367 |
| PP |
0.7353 |
0.7354 |
| S1 |
0.7342 |
0.7342 |
|