CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7435 |
0.7379 |
-0.0056 |
-0.8% |
0.7428 |
| High |
0.7437 |
0.7436 |
-0.0001 |
0.0% |
0.7438 |
| Low |
0.7380 |
0.7370 |
-0.0010 |
-0.1% |
0.7322 |
| Close |
0.7383 |
0.7422 |
0.0039 |
0.5% |
0.7429 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0116 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.8% |
0.0000 |
| Volume |
40 |
20 |
-20 |
-50.0% |
233 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7581 |
0.7458 |
|
| R3 |
0.7541 |
0.7515 |
0.7440 |
|
| R2 |
0.7475 |
0.7475 |
0.7434 |
|
| R1 |
0.7449 |
0.7449 |
0.7428 |
0.7462 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7416 |
| S1 |
0.7383 |
0.7383 |
0.7416 |
0.7396 |
| S2 |
0.7343 |
0.7343 |
0.7410 |
|
| S3 |
0.7277 |
0.7317 |
0.7404 |
|
| S4 |
0.7211 |
0.7251 |
0.7386 |
|
|
| 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 |
0.7437 |
0.7322 |
0.0115 |
1.5% |
0.0079 |
1.1% |
87% |
False |
False |
52 |
| 10 |
0.7438 |
0.7322 |
0.0116 |
1.6% |
0.0063 |
0.8% |
86% |
False |
False |
43 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0058 |
0.8% |
61% |
False |
False |
29 |
| 40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0050 |
0.7% |
28% |
False |
False |
22 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0038 |
0.5% |
28% |
False |
False |
15 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.4% |
0.0031 |
0.4% |
21% |
False |
False |
13 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0029 |
0.4% |
17% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7609 |
|
1.618 |
0.7543 |
|
1.000 |
0.7502 |
|
0.618 |
0.7477 |
|
HIGH |
0.7436 |
|
0.618 |
0.7411 |
|
0.500 |
0.7403 |
|
0.382 |
0.7395 |
|
LOW |
0.7370 |
|
0.618 |
0.7329 |
|
1.000 |
0.7304 |
|
1.618 |
0.7263 |
|
2.618 |
0.7197 |
|
4.250 |
0.7090 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7408 |
| PP |
0.7409 |
0.7394 |
| S1 |
0.7403 |
0.7380 |
|