CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7716 |
-0.0085 |
-1.1% |
0.7851 |
| High |
0.7807 |
0.7729 |
-0.0078 |
-1.0% |
0.7921 |
| Low |
0.7712 |
0.7690 |
-0.0022 |
-0.3% |
0.7712 |
| Close |
0.7716 |
0.7725 |
0.0009 |
0.1% |
0.7716 |
| Range |
0.0095 |
0.0039 |
-0.0056 |
-58.9% |
0.0209 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
128,214 |
112,652 |
-15,562 |
-12.1% |
292,216 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7817 |
0.7746 |
|
| R3 |
0.7793 |
0.7778 |
0.7736 |
|
| R2 |
0.7754 |
0.7754 |
0.7732 |
|
| R1 |
0.7739 |
0.7739 |
0.7729 |
0.7746 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7718 |
| S1 |
0.7700 |
0.7700 |
0.7721 |
0.7708 |
| S2 |
0.7676 |
0.7676 |
0.7718 |
|
| S3 |
0.7637 |
0.7661 |
0.7714 |
|
| S4 |
0.7598 |
0.7622 |
0.7704 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8272 |
0.7831 |
|
| R3 |
0.8201 |
0.8063 |
0.7773 |
|
| R2 |
0.7992 |
0.7992 |
0.7754 |
|
| R1 |
0.7854 |
0.7854 |
0.7735 |
0.7819 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7765 |
| S1 |
0.7645 |
0.7645 |
0.7697 |
0.7610 |
| S2 |
0.7574 |
0.7574 |
0.7678 |
|
| S3 |
0.7365 |
0.7436 |
0.7659 |
|
| S4 |
0.7156 |
0.7227 |
0.7601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7921 |
0.7690 |
0.0231 |
3.0% |
0.0069 |
0.9% |
15% |
False |
True |
77,710 |
| 10 |
0.7921 |
0.7690 |
0.0231 |
3.0% |
0.0066 |
0.9% |
15% |
False |
True |
41,562 |
| 20 |
0.7934 |
0.7690 |
0.0244 |
3.2% |
0.0061 |
0.8% |
14% |
False |
True |
21,088 |
| 40 |
0.8130 |
0.7690 |
0.0440 |
5.7% |
0.0069 |
0.9% |
8% |
False |
True |
10,706 |
| 60 |
0.8130 |
0.7655 |
0.0475 |
6.1% |
0.0059 |
0.8% |
15% |
False |
False |
7,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7895 |
|
2.618 |
0.7831 |
|
1.618 |
0.7792 |
|
1.000 |
0.7768 |
|
0.618 |
0.7753 |
|
HIGH |
0.7729 |
|
0.618 |
0.7714 |
|
0.500 |
0.7710 |
|
0.382 |
0.7705 |
|
LOW |
0.7690 |
|
0.618 |
0.7666 |
|
1.000 |
0.7651 |
|
1.618 |
0.7627 |
|
2.618 |
0.7588 |
|
4.250 |
0.7524 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7720 |
0.7790 |
| PP |
0.7715 |
0.7768 |
| S1 |
0.7710 |
0.7747 |
|