CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7838 |
0.0038 |
0.5% |
0.7911 |
| High |
0.7858 |
0.7840 |
-0.0018 |
-0.2% |
0.7934 |
| Low |
0.7795 |
0.7810 |
0.0015 |
0.2% |
0.7795 |
| Close |
0.7846 |
0.7837 |
-0.0009 |
-0.1% |
0.7837 |
| Range |
0.0063 |
0.0030 |
-0.0033 |
-52.4% |
0.0139 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
159 |
329 |
170 |
106.9% |
987 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7908 |
0.7854 |
|
| R3 |
0.7889 |
0.7878 |
0.7845 |
|
| R2 |
0.7859 |
0.7859 |
0.7843 |
|
| R1 |
0.7848 |
0.7848 |
0.7840 |
0.7839 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7824 |
| S1 |
0.7818 |
0.7818 |
0.7834 |
0.7809 |
| S2 |
0.7799 |
0.7799 |
0.7832 |
|
| S3 |
0.7769 |
0.7788 |
0.7829 |
|
| S4 |
0.7739 |
0.7758 |
0.7821 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8272 |
0.8194 |
0.7913 |
|
| R3 |
0.8133 |
0.8055 |
0.7875 |
|
| R2 |
0.7994 |
0.7994 |
0.7862 |
|
| R1 |
0.7916 |
0.7916 |
0.7850 |
0.7886 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7840 |
| S1 |
0.7777 |
0.7777 |
0.7824 |
0.7747 |
| S2 |
0.7716 |
0.7716 |
0.7812 |
|
| S3 |
0.7577 |
0.7638 |
0.7799 |
|
| S4 |
0.7438 |
0.7499 |
0.7761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7986 |
0.7795 |
0.0191 |
2.4% |
0.0065 |
0.8% |
22% |
False |
False |
251 |
| 10 |
0.7986 |
0.7761 |
0.0225 |
2.9% |
0.0071 |
0.9% |
34% |
False |
False |
285 |
| 20 |
0.8130 |
0.7761 |
0.0369 |
4.7% |
0.0075 |
1.0% |
21% |
False |
False |
310 |
| 40 |
0.8130 |
0.7725 |
0.0405 |
5.2% |
0.0062 |
0.8% |
28% |
False |
False |
210 |
| 60 |
0.8130 |
0.7501 |
0.0629 |
8.0% |
0.0050 |
0.6% |
53% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7919 |
|
1.618 |
0.7889 |
|
1.000 |
0.7870 |
|
0.618 |
0.7859 |
|
HIGH |
0.7840 |
|
0.618 |
0.7829 |
|
0.500 |
0.7825 |
|
0.382 |
0.7821 |
|
LOW |
0.7810 |
|
0.618 |
0.7791 |
|
1.000 |
0.7780 |
|
1.618 |
0.7761 |
|
2.618 |
0.7731 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7833 |
0.7845 |
| PP |
0.7829 |
0.7842 |
| S1 |
0.7825 |
0.7840 |
|