CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7358 |
-0.0043 |
-0.6% |
0.7428 |
| High |
0.7435 |
0.7429 |
-0.0006 |
-0.1% |
0.7438 |
| Low |
0.7328 |
0.7322 |
-0.0006 |
-0.1% |
0.7322 |
| Close |
0.7362 |
0.7429 |
0.0067 |
0.9% |
0.7429 |
| Range |
0.0107 |
0.0107 |
0.0000 |
0.0% |
0.0116 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.5% |
0.0000 |
| Volume |
79 |
51 |
-28 |
-35.4% |
233 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7679 |
0.7488 |
|
| R3 |
0.7607 |
0.7572 |
0.7458 |
|
| R2 |
0.7500 |
0.7500 |
0.7449 |
|
| R1 |
0.7465 |
0.7465 |
0.7439 |
0.7483 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7402 |
| S1 |
0.7358 |
0.7358 |
0.7419 |
0.7376 |
| S2 |
0.7286 |
0.7286 |
0.7409 |
|
| S3 |
0.7179 |
0.7251 |
0.7400 |
|
| S4 |
0.7072 |
0.7144 |
0.7370 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7744 |
0.7703 |
0.7493 |
|
| R3 |
0.7628 |
0.7587 |
0.7461 |
|
| R2 |
0.7512 |
0.7512 |
0.7450 |
|
| R1 |
0.7471 |
0.7471 |
0.7440 |
0.7492 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7407 |
| S1 |
0.7355 |
0.7355 |
0.7418 |
0.7376 |
| S2 |
0.7280 |
0.7280 |
0.7408 |
|
| S3 |
0.7164 |
0.7239 |
0.7397 |
|
| S4 |
0.7048 |
0.7123 |
0.7365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7438 |
0.7322 |
0.0116 |
1.6% |
0.0070 |
0.9% |
92% |
False |
True |
46 |
| 10 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0058 |
0.8% |
66% |
False |
True |
42 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0056 |
0.7% |
66% |
False |
True |
26 |
| 40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0047 |
0.6% |
30% |
False |
True |
20 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0037 |
0.5% |
30% |
False |
True |
14 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.4% |
0.0031 |
0.4% |
22% |
False |
True |
12 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0029 |
0.4% |
18% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7884 |
|
2.618 |
0.7709 |
|
1.618 |
0.7602 |
|
1.000 |
0.7536 |
|
0.618 |
0.7495 |
|
HIGH |
0.7429 |
|
0.618 |
0.7388 |
|
0.500 |
0.7376 |
|
0.382 |
0.7363 |
|
LOW |
0.7322 |
|
0.618 |
0.7256 |
|
1.000 |
0.7215 |
|
1.618 |
0.7149 |
|
2.618 |
0.7042 |
|
4.250 |
0.6867 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7412 |
| PP |
0.7393 |
0.7395 |
| S1 |
0.7376 |
0.7379 |
|