CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7358 |
0.7435 |
0.0077 |
1.0% |
0.7428 |
High |
0.7429 |
0.7437 |
0.0008 |
0.1% |
0.7438 |
Low |
0.7322 |
0.7380 |
0.0058 |
0.8% |
0.7322 |
Close |
0.7429 |
0.7383 |
-0.0046 |
-0.6% |
0.7429 |
Range |
0.0107 |
0.0057 |
-0.0050 |
-46.7% |
0.0116 |
ATR |
0.0060 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
Volume |
51 |
40 |
-11 |
-21.6% |
233 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7571 |
0.7534 |
0.7414 |
|
R3 |
0.7514 |
0.7477 |
0.7399 |
|
R2 |
0.7457 |
0.7457 |
0.7393 |
|
R1 |
0.7420 |
0.7420 |
0.7388 |
0.7410 |
PP |
0.7400 |
0.7400 |
0.7400 |
0.7395 |
S1 |
0.7363 |
0.7363 |
0.7378 |
0.7353 |
S2 |
0.7343 |
0.7343 |
0.7373 |
|
S3 |
0.7286 |
0.7306 |
0.7367 |
|
S4 |
0.7229 |
0.7249 |
0.7352 |
|
|
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% |
0.0077 |
1.0% |
53% |
False |
False |
52 |
10 |
0.7471 |
0.7322 |
0.0149 |
2.0% |
0.0060 |
0.8% |
41% |
False |
False |
43 |
20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0055 |
0.8% |
37% |
False |
False |
28 |
40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0048 |
0.7% |
17% |
False |
False |
21 |
60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0038 |
0.5% |
17% |
False |
False |
15 |
80 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0031 |
0.4% |
13% |
False |
False |
12 |
100 |
0.7902 |
0.7322 |
0.0580 |
7.9% |
0.0029 |
0.4% |
11% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7679 |
2.618 |
0.7586 |
1.618 |
0.7529 |
1.000 |
0.7494 |
0.618 |
0.7472 |
HIGH |
0.7437 |
0.618 |
0.7415 |
0.500 |
0.7409 |
0.382 |
0.7402 |
LOW |
0.7380 |
0.618 |
0.7345 |
1.000 |
0.7323 |
1.618 |
0.7288 |
2.618 |
0.7231 |
4.250 |
0.7138 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7409 |
0.7382 |
PP |
0.7400 |
0.7381 |
S1 |
0.7392 |
0.7380 |
|