CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7389 |
-0.0010 |
-0.1% |
0.7402 |
| High |
0.7405 |
0.7444 |
0.0039 |
0.5% |
0.7443 |
| Low |
0.7380 |
0.7389 |
0.0009 |
0.1% |
0.7358 |
| Close |
0.7394 |
0.7427 |
0.0033 |
0.4% |
0.7409 |
| Range |
0.0025 |
0.0055 |
0.0030 |
120.0% |
0.0085 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
| Volume |
20 |
43 |
23 |
115.0% |
320 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7561 |
0.7457 |
|
| R3 |
0.7530 |
0.7506 |
0.7442 |
|
| R2 |
0.7475 |
0.7475 |
0.7437 |
|
| R1 |
0.7451 |
0.7451 |
0.7432 |
0.7463 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7426 |
| S1 |
0.7396 |
0.7396 |
0.7422 |
0.7408 |
| S2 |
0.7365 |
0.7365 |
0.7417 |
|
| S3 |
0.7310 |
0.7341 |
0.7412 |
|
| S4 |
0.7255 |
0.7286 |
0.7397 |
|
|
| 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 |
0.7444 |
0.7358 |
0.0086 |
1.2% |
0.0042 |
0.6% |
80% |
True |
False |
61 |
| 10 |
0.7465 |
0.7358 |
0.0107 |
1.4% |
0.0045 |
0.6% |
64% |
False |
False |
54 |
| 20 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0054 |
0.7% |
73% |
False |
False |
48 |
| 40 |
0.7630 |
0.7322 |
0.0308 |
4.1% |
0.0052 |
0.7% |
34% |
False |
False |
32 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0043 |
0.6% |
29% |
False |
False |
24 |
| 80 |
0.7797 |
0.7322 |
0.0475 |
6.4% |
0.0036 |
0.5% |
22% |
False |
False |
19 |
| 100 |
0.7810 |
0.7322 |
0.0488 |
6.6% |
0.0033 |
0.4% |
22% |
False |
False |
16 |
| 120 |
0.7961 |
0.7322 |
0.0639 |
8.6% |
0.0031 |
0.4% |
16% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7588 |
|
1.618 |
0.7533 |
|
1.000 |
0.7499 |
|
0.618 |
0.7478 |
|
HIGH |
0.7444 |
|
0.618 |
0.7423 |
|
0.500 |
0.7417 |
|
0.382 |
0.7410 |
|
LOW |
0.7389 |
|
0.618 |
0.7355 |
|
1.000 |
0.7334 |
|
1.618 |
0.7300 |
|
2.618 |
0.7245 |
|
4.250 |
0.7155 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7418 |
| PP |
0.7420 |
0.7410 |
| S1 |
0.7417 |
0.7401 |
|