CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7388 |
-0.0011 |
-0.1% |
0.7401 |
| High |
0.7415 |
0.7444 |
0.0029 |
0.4% |
0.7444 |
| Low |
0.7371 |
0.7385 |
0.0014 |
0.2% |
0.7323 |
| Close |
0.7385 |
0.7433 |
0.0048 |
0.6% |
0.7433 |
| Range |
0.0044 |
0.0059 |
0.0015 |
34.1% |
0.0121 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
| Volume |
7 |
13 |
6 |
85.7% |
74 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7574 |
0.7465 |
|
| R3 |
0.7539 |
0.7515 |
0.7449 |
|
| R2 |
0.7480 |
0.7480 |
0.7444 |
|
| R1 |
0.7456 |
0.7456 |
0.7438 |
0.7468 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7427 |
| S1 |
0.7397 |
0.7397 |
0.7428 |
0.7409 |
| S2 |
0.7362 |
0.7362 |
0.7422 |
|
| S3 |
0.7303 |
0.7338 |
0.7417 |
|
| S4 |
0.7244 |
0.7279 |
0.7401 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7719 |
0.7500 |
|
| R3 |
0.7642 |
0.7598 |
0.7466 |
|
| R2 |
0.7521 |
0.7521 |
0.7455 |
|
| R1 |
0.7477 |
0.7477 |
0.7444 |
0.7499 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7411 |
| S1 |
0.7356 |
0.7356 |
0.7422 |
0.7378 |
| S2 |
0.7279 |
0.7279 |
0.7411 |
|
| S3 |
0.7158 |
0.7235 |
0.7400 |
|
| S4 |
0.7037 |
0.7114 |
0.7366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7444 |
0.7323 |
0.0121 |
1.6% |
0.0066 |
0.9% |
91% |
True |
False |
15 |
| 10 |
0.7445 |
0.7323 |
0.0122 |
1.6% |
0.0054 |
0.7% |
90% |
False |
False |
11 |
| 20 |
0.7630 |
0.7323 |
0.0307 |
4.1% |
0.0050 |
0.7% |
36% |
False |
False |
14 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0036 |
0.5% |
31% |
False |
False |
10 |
| 60 |
0.7800 |
0.7323 |
0.0477 |
6.4% |
0.0029 |
0.4% |
23% |
False |
False |
9 |
| 80 |
0.7902 |
0.7323 |
0.0579 |
7.8% |
0.0027 |
0.4% |
19% |
False |
False |
8 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.6% |
0.0026 |
0.4% |
17% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7598 |
|
1.618 |
0.7539 |
|
1.000 |
0.7503 |
|
0.618 |
0.7480 |
|
HIGH |
0.7444 |
|
0.618 |
0.7421 |
|
0.500 |
0.7415 |
|
0.382 |
0.7408 |
|
LOW |
0.7385 |
|
0.618 |
0.7349 |
|
1.000 |
0.7326 |
|
1.618 |
0.7290 |
|
2.618 |
0.7231 |
|
4.250 |
0.7134 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7427 |
0.7417 |
| PP |
0.7421 |
0.7401 |
| S1 |
0.7415 |
0.7385 |
|