CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7454 |
0.0004 |
0.1% |
0.7401 |
| High |
0.7485 |
0.7471 |
-0.0014 |
-0.2% |
0.7444 |
| Low |
0.7450 |
0.7434 |
-0.0016 |
-0.2% |
0.7323 |
| Close |
0.7472 |
0.7469 |
-0.0003 |
0.0% |
0.7433 |
| Range |
0.0035 |
0.0037 |
0.0002 |
5.7% |
0.0121 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
34 |
15 |
-19 |
-55.9% |
74 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7556 |
0.7489 |
|
| R3 |
0.7532 |
0.7519 |
0.7479 |
|
| R2 |
0.7495 |
0.7495 |
0.7476 |
|
| R1 |
0.7482 |
0.7482 |
0.7472 |
0.7489 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7461 |
| S1 |
0.7445 |
0.7445 |
0.7466 |
0.7452 |
| S2 |
0.7421 |
0.7421 |
0.7462 |
|
| S3 |
0.7384 |
0.7408 |
0.7459 |
|
| S4 |
0.7347 |
0.7371 |
0.7449 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7719 |
0.7500 |
|
| R3 |
0.7642 |
0.7598 |
0.7466 |
|
| R2 |
0.7521 |
0.7521 |
0.7455 |
|
| R1 |
0.7477 |
0.7477 |
0.7444 |
0.7499 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7411 |
| S1 |
0.7356 |
0.7356 |
0.7422 |
0.7378 |
| S2 |
0.7279 |
0.7279 |
0.7411 |
|
| S3 |
0.7158 |
0.7235 |
0.7400 |
|
| S4 |
0.7037 |
0.7114 |
0.7366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7485 |
0.7326 |
0.0159 |
2.1% |
0.0051 |
0.7% |
90% |
False |
False |
15 |
| 10 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0054 |
0.7% |
90% |
False |
False |
14 |
| 20 |
0.7630 |
0.7323 |
0.0307 |
4.1% |
0.0050 |
0.7% |
48% |
False |
False |
16 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0037 |
0.5% |
41% |
False |
False |
11 |
| 60 |
0.7797 |
0.7323 |
0.0474 |
6.3% |
0.0030 |
0.4% |
31% |
False |
False |
9 |
| 80 |
0.7810 |
0.7323 |
0.0487 |
6.5% |
0.0028 |
0.4% |
30% |
False |
False |
8 |
| 100 |
0.7961 |
0.7323 |
0.0638 |
8.5% |
0.0026 |
0.3% |
23% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7628 |
|
2.618 |
0.7568 |
|
1.618 |
0.7531 |
|
1.000 |
0.7508 |
|
0.618 |
0.7494 |
|
HIGH |
0.7471 |
|
0.618 |
0.7457 |
|
0.500 |
0.7453 |
|
0.382 |
0.7448 |
|
LOW |
0.7434 |
|
0.618 |
0.7411 |
|
1.000 |
0.7397 |
|
1.618 |
0.7374 |
|
2.618 |
0.7337 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7464 |
0.7458 |
| PP |
0.7458 |
0.7446 |
| S1 |
0.7453 |
0.7435 |
|