CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7431 |
0.0052 |
0.7% |
0.7428 |
| High |
0.7436 |
0.7465 |
0.0029 |
0.4% |
0.7438 |
| Low |
0.7370 |
0.7400 |
0.0030 |
0.4% |
0.7322 |
| Close |
0.7422 |
0.7443 |
0.0021 |
0.3% |
0.7429 |
| Range |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0116 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
20 |
44 |
24 |
120.0% |
233 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7602 |
0.7479 |
|
| R3 |
0.7566 |
0.7537 |
0.7461 |
|
| R2 |
0.7501 |
0.7501 |
0.7455 |
|
| R1 |
0.7472 |
0.7472 |
0.7449 |
0.7487 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7443 |
| S1 |
0.7407 |
0.7407 |
0.7437 |
0.7422 |
| S2 |
0.7371 |
0.7371 |
0.7431 |
|
| S3 |
0.7306 |
0.7342 |
0.7425 |
|
| S4 |
0.7241 |
0.7277 |
0.7407 |
|
|
| 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% |
0.0080 |
1.1% |
85% |
True |
False |
46 |
| 10 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0064 |
0.9% |
85% |
True |
False |
43 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0060 |
0.8% |
74% |
False |
False |
31 |
| 40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0050 |
0.7% |
34% |
False |
False |
23 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0039 |
0.5% |
34% |
False |
False |
16 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.4% |
0.0032 |
0.4% |
25% |
False |
False |
13 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0030 |
0.4% |
21% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7635 |
|
1.618 |
0.7570 |
|
1.000 |
0.7530 |
|
0.618 |
0.7505 |
|
HIGH |
0.7465 |
|
0.618 |
0.7440 |
|
0.500 |
0.7433 |
|
0.382 |
0.7425 |
|
LOW |
0.7400 |
|
0.618 |
0.7360 |
|
1.000 |
0.7335 |
|
1.618 |
0.7295 |
|
2.618 |
0.7230 |
|
4.250 |
0.7124 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7435 |
| PP |
0.7436 |
0.7426 |
| S1 |
0.7433 |
0.7418 |
|