CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7706 |
0.0010 |
0.1% |
0.7716 |
| High |
0.7746 |
0.7753 |
0.0007 |
0.1% |
0.7788 |
| Low |
0.7689 |
0.7704 |
0.0015 |
0.2% |
0.7674 |
| Close |
0.7717 |
0.7737 |
0.0020 |
0.3% |
0.7717 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-14.0% |
0.0114 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
125,183 |
84,033 |
-41,150 |
-32.9% |
616,447 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7857 |
0.7764 |
|
| R3 |
0.7829 |
0.7808 |
0.7750 |
|
| R2 |
0.7780 |
0.7780 |
0.7746 |
|
| R1 |
0.7759 |
0.7759 |
0.7741 |
0.7770 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7737 |
| S1 |
0.7710 |
0.7710 |
0.7733 |
0.7721 |
| S2 |
0.7682 |
0.7682 |
0.7728 |
|
| S3 |
0.7633 |
0.7661 |
0.7724 |
|
| S4 |
0.7584 |
0.7612 |
0.7710 |
|
|
| 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% |
0.0071 |
0.9% |
55% |
False |
False |
117,565 |
| 10 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0070 |
0.9% |
26% |
False |
False |
97,638 |
| 20 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0064 |
0.8% |
26% |
False |
False |
50,413 |
| 40 |
0.8114 |
0.7674 |
0.0440 |
5.7% |
0.0068 |
0.9% |
14% |
False |
False |
25,366 |
| 60 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0063 |
0.8% |
14% |
False |
False |
16,949 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.1% |
0.0054 |
0.7% |
38% |
False |
False |
12,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7961 |
|
2.618 |
0.7881 |
|
1.618 |
0.7832 |
|
1.000 |
0.7802 |
|
0.618 |
0.7783 |
|
HIGH |
0.7753 |
|
0.618 |
0.7734 |
|
0.500 |
0.7729 |
|
0.382 |
0.7723 |
|
LOW |
0.7704 |
|
0.618 |
0.7674 |
|
1.000 |
0.7655 |
|
1.618 |
0.7625 |
|
2.618 |
0.7576 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7734 |
0.7739 |
| PP |
0.7731 |
0.7738 |
| S1 |
0.7729 |
0.7738 |
|