CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7875 |
0.7862 |
-0.0013 |
-0.2% |
0.7766 |
| High |
0.7902 |
0.7921 |
0.0019 |
0.2% |
0.7857 |
| Low |
0.7850 |
0.7856 |
0.0006 |
0.1% |
0.7730 |
| Close |
0.7871 |
0.7887 |
0.0016 |
0.2% |
0.7851 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0127 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
26,315 |
62,207 |
35,892 |
136.4% |
11,373 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8050 |
0.7923 |
|
| R3 |
0.8018 |
0.7985 |
0.7905 |
|
| R2 |
0.7953 |
0.7953 |
0.7899 |
|
| R1 |
0.7920 |
0.7920 |
0.7893 |
0.7937 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7896 |
| S1 |
0.7855 |
0.7855 |
0.7881 |
0.7872 |
| S2 |
0.7823 |
0.7823 |
0.7875 |
|
| S3 |
0.7758 |
0.7790 |
0.7869 |
|
| S4 |
0.7693 |
0.7725 |
0.7851 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8149 |
0.7921 |
|
| R3 |
0.8067 |
0.8022 |
0.7886 |
|
| R2 |
0.7940 |
0.7940 |
0.7874 |
|
| R1 |
0.7895 |
0.7895 |
0.7863 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7824 |
| S1 |
0.7768 |
0.7768 |
0.7839 |
0.7791 |
| S2 |
0.7686 |
0.7686 |
0.7828 |
|
| S3 |
0.7559 |
0.7641 |
0.7816 |
|
| S4 |
0.7432 |
0.7514 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7921 |
0.7776 |
0.0145 |
1.8% |
0.0058 |
0.7% |
77% |
True |
False |
22,370 |
| 10 |
0.7921 |
0.7716 |
0.0205 |
2.6% |
0.0056 |
0.7% |
83% |
True |
False |
11,855 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.4% |
0.0066 |
0.8% |
63% |
False |
False |
6,125 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.2% |
0.0068 |
0.9% |
41% |
False |
False |
3,210 |
| 60 |
0.8130 |
0.7643 |
0.0487 |
6.2% |
0.0057 |
0.7% |
50% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8197 |
|
2.618 |
0.8091 |
|
1.618 |
0.8026 |
|
1.000 |
0.7986 |
|
0.618 |
0.7961 |
|
HIGH |
0.7921 |
|
0.618 |
0.7896 |
|
0.500 |
0.7889 |
|
0.382 |
0.7881 |
|
LOW |
0.7856 |
|
0.618 |
0.7816 |
|
1.000 |
0.7791 |
|
1.618 |
0.7751 |
|
2.618 |
0.7686 |
|
4.250 |
0.7580 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7887 |
| PP |
0.7888 |
0.7886 |
| S1 |
0.7888 |
0.7886 |
|