CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7881 |
0.0019 |
0.2% |
0.7766 |
| High |
0.7921 |
0.7889 |
-0.0032 |
-0.4% |
0.7857 |
| Low |
0.7856 |
0.7797 |
-0.0059 |
-0.8% |
0.7730 |
| Close |
0.7887 |
0.7801 |
-0.0086 |
-1.1% |
0.7851 |
| Range |
0.0065 |
0.0092 |
0.0027 |
41.5% |
0.0127 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.3% |
0.0000 |
| Volume |
62,207 |
59,164 |
-3,043 |
-4.9% |
11,373 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8045 |
0.7852 |
|
| R3 |
0.8013 |
0.7953 |
0.7826 |
|
| R2 |
0.7921 |
0.7921 |
0.7818 |
|
| R1 |
0.7861 |
0.7861 |
0.7809 |
0.7845 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7821 |
| S1 |
0.7769 |
0.7769 |
0.7793 |
0.7753 |
| S2 |
0.7737 |
0.7737 |
0.7784 |
|
| S3 |
0.7645 |
0.7677 |
0.7776 |
|
| S4 |
0.7553 |
0.7585 |
0.7750 |
|
|
| 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 |
0.7780 |
0.0141 |
1.8% |
0.0064 |
0.8% |
15% |
False |
False |
33,848 |
| 10 |
0.7921 |
0.7730 |
0.0191 |
2.4% |
0.0060 |
0.8% |
37% |
False |
False |
17,665 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.5% |
0.0062 |
0.8% |
31% |
False |
False |
9,066 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0068 |
0.9% |
21% |
False |
False |
4,688 |
| 60 |
0.8130 |
0.7647 |
0.0483 |
6.2% |
0.0058 |
0.7% |
32% |
False |
False |
3,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8130 |
|
1.618 |
0.8038 |
|
1.000 |
0.7981 |
|
0.618 |
0.7946 |
|
HIGH |
0.7889 |
|
0.618 |
0.7854 |
|
0.500 |
0.7843 |
|
0.382 |
0.7832 |
|
LOW |
0.7797 |
|
0.618 |
0.7740 |
|
1.000 |
0.7705 |
|
1.618 |
0.7648 |
|
2.618 |
0.7556 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7843 |
0.7859 |
| PP |
0.7829 |
0.7840 |
| S1 |
0.7815 |
0.7820 |
|