CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7427 |
-0.0027 |
-0.4% |
0.7401 |
| High |
0.7471 |
0.7427 |
-0.0044 |
-0.6% |
0.7444 |
| Low |
0.7434 |
0.7374 |
-0.0060 |
-0.8% |
0.7323 |
| Close |
0.7469 |
0.7379 |
-0.0090 |
-1.2% |
0.7433 |
| Range |
0.0037 |
0.0053 |
0.0016 |
43.2% |
0.0121 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.2% |
0.0000 |
| Volume |
15 |
45 |
30 |
200.0% |
74 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7519 |
0.7408 |
|
| R3 |
0.7499 |
0.7466 |
0.7394 |
|
| R2 |
0.7446 |
0.7446 |
0.7389 |
|
| R1 |
0.7413 |
0.7413 |
0.7384 |
0.7403 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7389 |
| S1 |
0.7360 |
0.7360 |
0.7374 |
0.7350 |
| S2 |
0.7340 |
0.7340 |
0.7369 |
|
| S3 |
0.7287 |
0.7307 |
0.7364 |
|
| S4 |
0.7234 |
0.7254 |
0.7350 |
|
|
| 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 |
0.7485 |
0.7371 |
0.0114 |
1.5% |
0.0046 |
0.6% |
7% |
False |
False |
22 |
| 10 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0056 |
0.8% |
35% |
False |
False |
18 |
| 20 |
0.7610 |
0.7323 |
0.0287 |
3.9% |
0.0051 |
0.7% |
20% |
False |
False |
18 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0038 |
0.5% |
16% |
False |
False |
12 |
| 60 |
0.7797 |
0.7323 |
0.0474 |
6.4% |
0.0031 |
0.4% |
12% |
False |
False |
10 |
| 80 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0027 |
0.4% |
12% |
False |
False |
9 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.6% |
0.0026 |
0.4% |
9% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7652 |
|
2.618 |
0.7566 |
|
1.618 |
0.7513 |
|
1.000 |
0.7480 |
|
0.618 |
0.7460 |
|
HIGH |
0.7427 |
|
0.618 |
0.7407 |
|
0.500 |
0.7401 |
|
0.382 |
0.7394 |
|
LOW |
0.7374 |
|
0.618 |
0.7341 |
|
1.000 |
0.7321 |
|
1.618 |
0.7288 |
|
2.618 |
0.7235 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7430 |
| PP |
0.7393 |
0.7413 |
| S1 |
0.7386 |
0.7396 |
|