CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7454 |
0.0023 |
0.3% |
0.7428 |
| High |
0.7465 |
0.7465 |
0.0000 |
0.0% |
0.7438 |
| Low |
0.7400 |
0.7381 |
-0.0019 |
-0.3% |
0.7322 |
| Close |
0.7443 |
0.7384 |
-0.0059 |
-0.8% |
0.7429 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0116 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.8% |
0.0000 |
| Volume |
44 |
59 |
15 |
34.1% |
233 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7607 |
0.7430 |
|
| R3 |
0.7578 |
0.7523 |
0.7407 |
|
| R2 |
0.7494 |
0.7494 |
0.7399 |
|
| R1 |
0.7439 |
0.7439 |
0.7392 |
0.7425 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7403 |
| S1 |
0.7355 |
0.7355 |
0.7376 |
0.7341 |
| S2 |
0.7326 |
0.7326 |
0.7369 |
|
| S3 |
0.7242 |
0.7271 |
0.7361 |
|
| S4 |
0.7158 |
0.7187 |
0.7338 |
|
|
| 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 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0076 |
1.0% |
43% |
True |
False |
42 |
| 10 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0067 |
0.9% |
43% |
True |
False |
47 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0060 |
0.8% |
38% |
False |
False |
33 |
| 40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0050 |
0.7% |
17% |
False |
False |
24 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0040 |
0.5% |
17% |
False |
False |
17 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0033 |
0.4% |
13% |
False |
False |
14 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.9% |
0.0031 |
0.4% |
11% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7685 |
|
1.618 |
0.7601 |
|
1.000 |
0.7549 |
|
0.618 |
0.7517 |
|
HIGH |
0.7465 |
|
0.618 |
0.7433 |
|
0.500 |
0.7423 |
|
0.382 |
0.7413 |
|
LOW |
0.7381 |
|
0.618 |
0.7329 |
|
1.000 |
0.7297 |
|
1.618 |
0.7245 |
|
2.618 |
0.7161 |
|
4.250 |
0.7024 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7423 |
0.7418 |
| PP |
0.7410 |
0.7406 |
| S1 |
0.7397 |
0.7395 |
|