CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7401 |
0.0014 |
0.2% |
0.7450 |
| High |
0.7406 |
0.7435 |
0.0029 |
0.4% |
0.7485 |
| Low |
0.7348 |
0.7328 |
-0.0020 |
-0.3% |
0.7368 |
| Close |
0.7404 |
0.7362 |
-0.0042 |
-0.6% |
0.7413 |
| Range |
0.0058 |
0.0107 |
0.0049 |
84.5% |
0.0117 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.5% |
0.0000 |
| Volume |
72 |
79 |
7 |
9.7% |
193 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7696 |
0.7636 |
0.7421 |
|
| R3 |
0.7589 |
0.7529 |
0.7391 |
|
| R2 |
0.7482 |
0.7482 |
0.7382 |
|
| R1 |
0.7422 |
0.7422 |
0.7372 |
0.7399 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7363 |
| S1 |
0.7315 |
0.7315 |
0.7352 |
0.7291 |
| S2 |
0.7268 |
0.7268 |
0.7342 |
|
| S3 |
0.7161 |
0.7208 |
0.7333 |
|
| S4 |
0.7054 |
0.7101 |
0.7303 |
|
|
| 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 |
0.7328 |
0.0110 |
1.5% |
0.0058 |
0.8% |
31% |
False |
True |
52 |
| 10 |
0.7485 |
0.7328 |
0.0157 |
2.1% |
0.0053 |
0.7% |
22% |
False |
True |
38 |
| 20 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0052 |
0.7% |
24% |
False |
False |
25 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0045 |
0.6% |
11% |
False |
False |
19 |
| 60 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0036 |
0.5% |
11% |
False |
False |
13 |
| 80 |
0.7800 |
0.7323 |
0.0477 |
6.5% |
0.0030 |
0.4% |
8% |
False |
False |
12 |
| 100 |
0.7902 |
0.7323 |
0.0579 |
7.9% |
0.0028 |
0.4% |
7% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7890 |
|
2.618 |
0.7715 |
|
1.618 |
0.7608 |
|
1.000 |
0.7542 |
|
0.618 |
0.7501 |
|
HIGH |
0.7435 |
|
0.618 |
0.7394 |
|
0.500 |
0.7382 |
|
0.382 |
0.7369 |
|
LOW |
0.7328 |
|
0.618 |
0.7262 |
|
1.000 |
0.7221 |
|
1.618 |
0.7155 |
|
2.618 |
0.7048 |
|
4.250 |
0.6873 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7383 |
| PP |
0.7375 |
0.7376 |
| S1 |
0.7369 |
0.7369 |
|