CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7764 |
0.0077 |
1.0% |
0.7851 |
| High |
0.7782 |
0.7788 |
0.0006 |
0.1% |
0.7921 |
| Low |
0.7674 |
0.7689 |
0.0015 |
0.2% |
0.7712 |
| Close |
0.7757 |
0.7712 |
-0.0045 |
-0.6% |
0.7716 |
| Range |
0.0108 |
0.0099 |
-0.0009 |
-8.3% |
0.0209 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.4% |
0.0000 |
| Volume |
142,643 |
139,015 |
-3,628 |
-2.5% |
292,216 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.7968 |
0.7766 |
|
| R3 |
0.7928 |
0.7869 |
0.7739 |
|
| R2 |
0.7829 |
0.7829 |
0.7730 |
|
| R1 |
0.7770 |
0.7770 |
0.7721 |
0.7750 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7720 |
| S1 |
0.7671 |
0.7671 |
0.7703 |
0.7651 |
| S2 |
0.7631 |
0.7631 |
0.7694 |
|
| S3 |
0.7532 |
0.7572 |
0.7685 |
|
| S4 |
0.7433 |
0.7473 |
0.7658 |
|
|
| 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 |
0.7807 |
0.7674 |
0.0133 |
1.7% |
0.0077 |
1.0% |
29% |
False |
False |
123,895 |
| 10 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0070 |
0.9% |
15% |
False |
False |
78,872 |
| 20 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0063 |
0.8% |
15% |
False |
False |
39,986 |
| 40 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0071 |
0.9% |
8% |
False |
False |
20,165 |
| 60 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0062 |
0.8% |
8% |
False |
False |
13,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8209 |
|
2.618 |
0.8047 |
|
1.618 |
0.7948 |
|
1.000 |
0.7887 |
|
0.618 |
0.7849 |
|
HIGH |
0.7788 |
|
0.618 |
0.7750 |
|
0.500 |
0.7739 |
|
0.382 |
0.7727 |
|
LOW |
0.7689 |
|
0.618 |
0.7628 |
|
1.000 |
0.7590 |
|
1.618 |
0.7529 |
|
2.618 |
0.7430 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7731 |
| PP |
0.7730 |
0.7725 |
| S1 |
0.7721 |
0.7718 |
|