CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7405 |
-0.0023 |
-0.3% |
0.7450 |
| High |
0.7438 |
0.7438 |
0.0000 |
0.0% |
0.7485 |
| Low |
0.7413 |
0.7383 |
-0.0030 |
-0.4% |
0.7368 |
| Close |
0.7416 |
0.7391 |
-0.0025 |
-0.3% |
0.7413 |
| Range |
0.0025 |
0.0055 |
0.0030 |
120.0% |
0.0117 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
| Volume |
10 |
21 |
11 |
110.0% |
193 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7535 |
0.7421 |
|
| R3 |
0.7514 |
0.7480 |
0.7406 |
|
| R2 |
0.7459 |
0.7459 |
0.7401 |
|
| R1 |
0.7425 |
0.7425 |
0.7396 |
0.7415 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7399 |
| S1 |
0.7370 |
0.7370 |
0.7386 |
0.7360 |
| S2 |
0.7349 |
0.7349 |
0.7381 |
|
| S3 |
0.7294 |
0.7315 |
0.7376 |
|
| S4 |
0.7239 |
0.7260 |
0.7361 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7710 |
0.7477 |
|
| R3 |
0.7656 |
0.7593 |
0.7445 |
|
| R2 |
0.7539 |
0.7539 |
0.7434 |
|
| R1 |
0.7476 |
0.7476 |
0.7424 |
0.7449 |
| PP |
0.7422 |
0.7422 |
0.7422 |
0.7409 |
| S1 |
0.7359 |
0.7359 |
0.7402 |
0.7332 |
| S2 |
0.7305 |
0.7305 |
0.7392 |
|
| S3 |
0.7188 |
0.7242 |
0.7381 |
|
| S4 |
0.7071 |
0.7125 |
0.7349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7438 |
0.7368 |
0.0070 |
0.9% |
0.0046 |
0.6% |
33% |
True |
False |
35 |
| 10 |
0.7485 |
0.7326 |
0.0159 |
2.2% |
0.0049 |
0.7% |
41% |
False |
False |
25 |
| 20 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0049 |
0.7% |
42% |
False |
False |
21 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0042 |
0.6% |
19% |
False |
False |
15 |
| 60 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0034 |
0.5% |
19% |
False |
False |
11 |
| 80 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0028 |
0.4% |
14% |
False |
False |
10 |
| 100 |
0.7902 |
0.7323 |
0.0579 |
7.8% |
0.0027 |
0.4% |
12% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7582 |
|
1.618 |
0.7527 |
|
1.000 |
0.7493 |
|
0.618 |
0.7472 |
|
HIGH |
0.7438 |
|
0.618 |
0.7417 |
|
0.500 |
0.7411 |
|
0.382 |
0.7404 |
|
LOW |
0.7383 |
|
0.618 |
0.7349 |
|
1.000 |
0.7328 |
|
1.618 |
0.7294 |
|
2.618 |
0.7239 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7407 |
| PP |
0.7404 |
0.7402 |
| S1 |
0.7398 |
0.7396 |
|