CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7415 |
-0.0005 |
-0.1% |
0.7435 |
| High |
0.7421 |
0.7415 |
-0.0006 |
-0.1% |
0.7465 |
| Low |
0.7399 |
0.7361 |
-0.0038 |
-0.5% |
0.7370 |
| Close |
0.7407 |
0.7368 |
-0.0039 |
-0.5% |
0.7410 |
| Range |
0.0022 |
0.0054 |
0.0032 |
145.5% |
0.0095 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
123 |
64 |
-59 |
-48.0% |
219 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7510 |
0.7398 |
|
| R3 |
0.7489 |
0.7456 |
0.7383 |
|
| R2 |
0.7435 |
0.7435 |
0.7378 |
|
| R1 |
0.7402 |
0.7402 |
0.7373 |
0.7392 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7376 |
| S1 |
0.7348 |
0.7348 |
0.7363 |
0.7338 |
| S2 |
0.7327 |
0.7327 |
0.7358 |
|
| S3 |
0.7273 |
0.7294 |
0.7353 |
|
| S4 |
0.7219 |
0.7240 |
0.7338 |
|
|
| 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 |
0.7443 |
0.7361 |
0.0082 |
1.1% |
0.0033 |
0.5% |
9% |
False |
True |
63 |
| 10 |
0.7465 |
0.7322 |
0.0143 |
1.9% |
0.0055 |
0.7% |
32% |
False |
False |
53 |
| 20 |
0.7485 |
0.7322 |
0.0163 |
2.2% |
0.0054 |
0.7% |
28% |
False |
False |
46 |
| 40 |
0.7679 |
0.7322 |
0.0357 |
4.8% |
0.0051 |
0.7% |
13% |
False |
False |
30 |
| 60 |
0.7680 |
0.7322 |
0.0358 |
4.9% |
0.0041 |
0.6% |
13% |
False |
False |
22 |
| 80 |
0.7800 |
0.7322 |
0.0478 |
6.5% |
0.0035 |
0.5% |
10% |
False |
False |
18 |
| 100 |
0.7902 |
0.7322 |
0.0580 |
7.9% |
0.0032 |
0.4% |
8% |
False |
False |
15 |
| 120 |
0.7961 |
0.7322 |
0.0639 |
8.7% |
0.0031 |
0.4% |
7% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7556 |
|
1.618 |
0.7502 |
|
1.000 |
0.7469 |
|
0.618 |
0.7448 |
|
HIGH |
0.7415 |
|
0.618 |
0.7394 |
|
0.500 |
0.7388 |
|
0.382 |
0.7382 |
|
LOW |
0.7361 |
|
0.618 |
0.7328 |
|
1.000 |
0.7307 |
|
1.618 |
0.7274 |
|
2.618 |
0.7220 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7402 |
| PP |
0.7381 |
0.7391 |
| S1 |
0.7375 |
0.7379 |
|