CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7415 |
0.7363 |
-0.0052 |
-0.7% |
0.7402 |
| High |
0.7415 |
0.7413 |
-0.0002 |
0.0% |
0.7443 |
| Low |
0.7361 |
0.7358 |
-0.0003 |
0.0% |
0.7358 |
| Close |
0.7368 |
0.7409 |
0.0041 |
0.6% |
0.7409 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0085 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
64 |
58 |
-6 |
-9.4% |
320 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7539 |
0.7439 |
|
| R3 |
0.7503 |
0.7484 |
0.7424 |
|
| R2 |
0.7448 |
0.7448 |
0.7419 |
|
| R1 |
0.7429 |
0.7429 |
0.7414 |
0.7439 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7398 |
| S1 |
0.7374 |
0.7374 |
0.7404 |
0.7384 |
| S2 |
0.7338 |
0.7338 |
0.7399 |
|
| S3 |
0.7283 |
0.7319 |
0.7394 |
|
| S4 |
0.7228 |
0.7264 |
0.7379 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7658 |
0.7619 |
0.7456 |
|
| R3 |
0.7573 |
0.7534 |
0.7432 |
|
| R2 |
0.7488 |
0.7488 |
0.7425 |
|
| R1 |
0.7449 |
0.7449 |
0.7417 |
0.7469 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7413 |
| S1 |
0.7364 |
0.7364 |
0.7401 |
0.7384 |
| S2 |
0.7318 |
0.7318 |
0.7393 |
|
| S3 |
0.7233 |
0.7279 |
0.7386 |
|
| S4 |
0.7148 |
0.7194 |
0.7362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7443 |
0.7358 |
0.0085 |
1.1% |
0.0036 |
0.5% |
60% |
False |
True |
64 |
| 10 |
0.7465 |
0.7358 |
0.0107 |
1.4% |
0.0049 |
0.7% |
48% |
False |
True |
53 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0053 |
0.7% |
53% |
False |
False |
48 |
| 40 |
0.7630 |
0.7322 |
0.0308 |
4.2% |
0.0051 |
0.7% |
28% |
False |
False |
31 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0042 |
0.6% |
24% |
False |
False |
23 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0035 |
0.5% |
18% |
False |
False |
18 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0032 |
0.4% |
15% |
False |
False |
16 |
| 120 |
0.7961 |
0.7322 |
0.0639 |
8.6% |
0.0031 |
0.4% |
14% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7557 |
|
1.618 |
0.7502 |
|
1.000 |
0.7468 |
|
0.618 |
0.7447 |
|
HIGH |
0.7413 |
|
0.618 |
0.7392 |
|
0.500 |
0.7386 |
|
0.382 |
0.7379 |
|
LOW |
0.7358 |
|
0.618 |
0.7324 |
|
1.000 |
0.7303 |
|
1.618 |
0.7269 |
|
2.618 |
0.7214 |
|
4.250 |
0.7124 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7403 |
| PP |
0.7393 |
0.7396 |
| S1 |
0.7386 |
0.7390 |
|