CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7764 |
0.7696 |
-0.0068 |
-0.9% |
0.7716 |
| High |
0.7788 |
0.7746 |
-0.0042 |
-0.5% |
0.7788 |
| Low |
0.7689 |
0.7689 |
0.0000 |
0.0% |
0.7674 |
| Close |
0.7712 |
0.7717 |
0.0005 |
0.1% |
0.7717 |
| Range |
0.0099 |
0.0057 |
-0.0042 |
-42.4% |
0.0114 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
139,015 |
125,183 |
-13,832 |
-10.0% |
616,447 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7860 |
0.7748 |
|
| R3 |
0.7831 |
0.7803 |
0.7733 |
|
| R2 |
0.7774 |
0.7774 |
0.7727 |
|
| R1 |
0.7746 |
0.7746 |
0.7722 |
0.7760 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7725 |
| S1 |
0.7689 |
0.7689 |
0.7712 |
0.7703 |
| S2 |
0.7660 |
0.7660 |
0.7707 |
|
| S3 |
0.7603 |
0.7632 |
0.7701 |
|
| S4 |
0.7546 |
0.7575 |
0.7686 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8007 |
0.7780 |
|
| R3 |
0.7954 |
0.7893 |
0.7748 |
|
| R2 |
0.7840 |
0.7840 |
0.7738 |
|
| R1 |
0.7779 |
0.7779 |
0.7727 |
0.7809 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7742 |
| S1 |
0.7665 |
0.7665 |
0.7707 |
0.7696 |
| S2 |
0.7612 |
0.7612 |
0.7696 |
|
| S3 |
0.7498 |
0.7551 |
0.7686 |
|
| S4 |
0.7384 |
0.7437 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7788 |
0.7674 |
0.0114 |
1.5% |
0.0069 |
0.9% |
38% |
False |
False |
123,289 |
| 10 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0068 |
0.9% |
17% |
False |
False |
90,866 |
| 20 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0065 |
0.8% |
17% |
False |
False |
46,228 |
| 40 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0070 |
0.9% |
9% |
False |
False |
23,269 |
| 60 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0063 |
0.8% |
9% |
False |
False |
15,549 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0054 |
0.7% |
34% |
False |
False |
11,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7988 |
|
2.618 |
0.7895 |
|
1.618 |
0.7838 |
|
1.000 |
0.7803 |
|
0.618 |
0.7781 |
|
HIGH |
0.7746 |
|
0.618 |
0.7724 |
|
0.500 |
0.7718 |
|
0.382 |
0.7711 |
|
LOW |
0.7689 |
|
0.618 |
0.7654 |
|
1.000 |
0.7632 |
|
1.618 |
0.7597 |
|
2.618 |
0.7540 |
|
4.250 |
0.7447 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7731 |
| PP |
0.7717 |
0.7726 |
| S1 |
0.7717 |
0.7722 |
|