CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7415 |
0.0013 |
0.2% |
0.7435 |
| High |
0.7416 |
0.7443 |
0.0027 |
0.4% |
0.7465 |
| Low |
0.7394 |
0.7415 |
0.0021 |
0.3% |
0.7370 |
| Close |
0.7416 |
0.7443 |
0.0027 |
0.4% |
0.7410 |
| Range |
0.0022 |
0.0028 |
0.0006 |
27.3% |
0.0095 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
35 |
40 |
5 |
14.3% |
219 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7508 |
0.7458 |
|
| R3 |
0.7490 |
0.7480 |
0.7451 |
|
| R2 |
0.7462 |
0.7462 |
0.7448 |
|
| R1 |
0.7452 |
0.7452 |
0.7446 |
0.7457 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7436 |
| S1 |
0.7424 |
0.7424 |
0.7440 |
0.7429 |
| S2 |
0.7406 |
0.7406 |
0.7438 |
|
| S3 |
0.7378 |
0.7396 |
0.7435 |
|
| S4 |
0.7350 |
0.7368 |
0.7428 |
|
|
| 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 |
0.7377 |
0.0088 |
1.2% |
0.0048 |
0.6% |
75% |
False |
False |
46 |
| 10 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0064 |
0.9% |
85% |
False |
False |
49 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0056 |
0.8% |
74% |
False |
False |
37 |
| 40 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0051 |
0.7% |
34% |
False |
False |
27 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.8% |
0.0040 |
0.5% |
34% |
False |
False |
19 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.4% |
0.0034 |
0.5% |
25% |
False |
False |
15 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.8% |
0.0031 |
0.4% |
21% |
False |
False |
13 |
| 120 |
0.7961 |
0.7322 |
0.0639 |
8.6% |
0.0030 |
0.4% |
19% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7516 |
|
1.618 |
0.7488 |
|
1.000 |
0.7471 |
|
0.618 |
0.7460 |
|
HIGH |
0.7443 |
|
0.618 |
0.7432 |
|
0.500 |
0.7429 |
|
0.382 |
0.7426 |
|
LOW |
0.7415 |
|
0.618 |
0.7398 |
|
1.000 |
0.7387 |
|
1.618 |
0.7370 |
|
2.618 |
0.7342 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7432 |
| PP |
0.7434 |
0.7421 |
| S1 |
0.7429 |
0.7410 |
|