CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7354 |
-0.0047 |
-0.6% |
0.7405 |
| High |
0.7407 |
0.7406 |
-0.0001 |
0.0% |
0.7426 |
| Low |
0.7323 |
0.7326 |
0.0003 |
0.0% |
0.7330 |
| Close |
0.7330 |
0.7378 |
0.0048 |
0.7% |
0.7403 |
| Range |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0096 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.3% |
0.0000 |
| Volume |
44 |
10 |
-34 |
-77.3% |
24 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7574 |
0.7422 |
|
| R3 |
0.7530 |
0.7494 |
0.7400 |
|
| R2 |
0.7450 |
0.7450 |
0.7393 |
|
| R1 |
0.7414 |
0.7414 |
0.7385 |
0.7432 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7379 |
| S1 |
0.7334 |
0.7334 |
0.7371 |
0.7352 |
| S2 |
0.7290 |
0.7290 |
0.7363 |
|
| S3 |
0.7210 |
0.7254 |
0.7356 |
|
| S4 |
0.7130 |
0.7174 |
0.7334 |
|
|
| 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 |
0.7410 |
0.7323 |
0.0087 |
1.2% |
0.0066 |
0.9% |
63% |
False |
False |
14 |
| 10 |
0.7445 |
0.7323 |
0.0122 |
1.7% |
0.0051 |
0.7% |
45% |
False |
False |
12 |
| 20 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0049 |
0.7% |
15% |
False |
False |
18 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0034 |
0.5% |
15% |
False |
False |
10 |
| 60 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0028 |
0.4% |
12% |
False |
False |
8 |
| 80 |
0.7902 |
0.7323 |
0.0579 |
7.8% |
0.0026 |
0.4% |
9% |
False |
False |
8 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.6% |
0.0026 |
0.3% |
9% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7615 |
|
1.618 |
0.7535 |
|
1.000 |
0.7486 |
|
0.618 |
0.7455 |
|
HIGH |
0.7406 |
|
0.618 |
0.7375 |
|
0.500 |
0.7366 |
|
0.382 |
0.7357 |
|
LOW |
0.7326 |
|
0.618 |
0.7277 |
|
1.000 |
0.7246 |
|
1.618 |
0.7197 |
|
2.618 |
0.7117 |
|
4.250 |
0.6986 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7374 |
| PP |
0.7370 |
0.7370 |
| S1 |
0.7366 |
0.7367 |
|