CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7399 |
0.0045 |
0.6% |
0.7405 |
| High |
0.7406 |
0.7415 |
0.0009 |
0.1% |
0.7426 |
| Low |
0.7326 |
0.7371 |
0.0045 |
0.6% |
0.7330 |
| Close |
0.7378 |
0.7385 |
0.0007 |
0.1% |
0.7403 |
| Range |
0.0080 |
0.0044 |
-0.0036 |
-45.0% |
0.0096 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
24 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7498 |
0.7409 |
|
| R3 |
0.7478 |
0.7454 |
0.7397 |
|
| R2 |
0.7434 |
0.7434 |
0.7393 |
|
| R1 |
0.7410 |
0.7410 |
0.7389 |
0.7400 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7386 |
| S1 |
0.7366 |
0.7366 |
0.7381 |
0.7356 |
| S2 |
0.7346 |
0.7346 |
0.7377 |
|
| S3 |
0.7302 |
0.7322 |
0.7373 |
|
| S4 |
0.7258 |
0.7278 |
0.7361 |
|
|
| 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 |
0.7415 |
0.7323 |
0.0092 |
1.2% |
0.0059 |
0.8% |
67% |
True |
False |
13 |
| 10 |
0.7445 |
0.7323 |
0.0122 |
1.7% |
0.0052 |
0.7% |
51% |
False |
False |
11 |
| 20 |
0.7679 |
0.7323 |
0.0356 |
4.8% |
0.0049 |
0.7% |
17% |
False |
False |
14 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0035 |
0.5% |
17% |
False |
False |
10 |
| 60 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0028 |
0.4% |
13% |
False |
False |
8 |
| 80 |
0.7902 |
0.7323 |
0.0579 |
7.8% |
0.0026 |
0.4% |
11% |
False |
False |
8 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.6% |
0.0026 |
0.4% |
10% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7530 |
|
1.618 |
0.7486 |
|
1.000 |
0.7459 |
|
0.618 |
0.7442 |
|
HIGH |
0.7415 |
|
0.618 |
0.7398 |
|
0.500 |
0.7393 |
|
0.382 |
0.7388 |
|
LOW |
0.7371 |
|
0.618 |
0.7344 |
|
1.000 |
0.7327 |
|
1.618 |
0.7300 |
|
2.618 |
0.7256 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7380 |
| PP |
0.7390 |
0.7374 |
| S1 |
0.7388 |
0.7369 |
|