CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7454 |
0.7384 |
-0.0070 |
-0.9% |
0.7435 |
High |
0.7465 |
0.7418 |
-0.0047 |
-0.6% |
0.7465 |
Low |
0.7381 |
0.7377 |
-0.0004 |
-0.1% |
0.7370 |
Close |
0.7384 |
0.7410 |
0.0026 |
0.4% |
0.7410 |
Range |
0.0084 |
0.0041 |
-0.0043 |
-51.2% |
0.0095 |
ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
59 |
56 |
-3 |
-5.1% |
219 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7525 |
0.7508 |
0.7433 |
|
R3 |
0.7484 |
0.7467 |
0.7421 |
|
R2 |
0.7443 |
0.7443 |
0.7418 |
|
R1 |
0.7426 |
0.7426 |
0.7414 |
0.7435 |
PP |
0.7402 |
0.7402 |
0.7402 |
0.7406 |
S1 |
0.7385 |
0.7385 |
0.7406 |
0.7394 |
S2 |
0.7361 |
0.7361 |
0.7402 |
|
S3 |
0.7320 |
0.7344 |
0.7399 |
|
S4 |
0.7279 |
0.7303 |
0.7387 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7650 |
0.7462 |
|
R3 |
0.7605 |
0.7555 |
0.7436 |
|
R2 |
0.7510 |
0.7510 |
0.7427 |
|
R1 |
0.7460 |
0.7460 |
0.7419 |
0.7438 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7404 |
S1 |
0.7365 |
0.7365 |
0.7401 |
0.7343 |
S2 |
0.7320 |
0.7320 |
0.7393 |
|
S3 |
0.7225 |
0.7270 |
0.7384 |
|
S4 |
0.7130 |
0.7175 |
0.7358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7465 |
0.7370 |
0.0095 |
1.3% |
0.0063 |
0.8% |
42% |
False |
False |
43 |
10 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0067 |
0.9% |
62% |
False |
False |
45 |
20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0061 |
0.8% |
54% |
False |
False |
36 |
40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0051 |
0.7% |
25% |
False |
False |
26 |
60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0040 |
0.5% |
25% |
False |
False |
18 |
80 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0034 |
0.5% |
18% |
False |
False |
14 |
100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0031 |
0.4% |
15% |
False |
False |
13 |
120 |
0.7961 |
0.7322 |
0.0639 |
8.6% |
0.0030 |
0.4% |
14% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7592 |
2.618 |
0.7525 |
1.618 |
0.7484 |
1.000 |
0.7459 |
0.618 |
0.7443 |
HIGH |
0.7418 |
0.618 |
0.7402 |
0.500 |
0.7398 |
0.382 |
0.7393 |
LOW |
0.7377 |
0.618 |
0.7352 |
1.000 |
0.7336 |
1.618 |
0.7311 |
2.618 |
0.7270 |
4.250 |
0.7203 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7406 |
0.7421 |
PP |
0.7402 |
0.7417 |
S1 |
0.7398 |
0.7414 |
|