CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7750 |
0.0044 |
0.6% |
0.7716 |
| High |
0.7753 |
0.7760 |
0.0007 |
0.1% |
0.7788 |
| Low |
0.7704 |
0.7677 |
-0.0027 |
-0.4% |
0.7674 |
| Close |
0.7737 |
0.7689 |
-0.0048 |
-0.6% |
0.7717 |
| Range |
0.0049 |
0.0083 |
0.0034 |
69.4% |
0.0114 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
84,033 |
86,810 |
2,777 |
3.3% |
616,447 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7906 |
0.7735 |
|
| R3 |
0.7875 |
0.7823 |
0.7712 |
|
| R2 |
0.7792 |
0.7792 |
0.7704 |
|
| R1 |
0.7740 |
0.7740 |
0.7697 |
0.7725 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7701 |
| S1 |
0.7657 |
0.7657 |
0.7681 |
0.7642 |
| S2 |
0.7626 |
0.7626 |
0.7674 |
|
| S3 |
0.7543 |
0.7574 |
0.7666 |
|
| S4 |
0.7460 |
0.7491 |
0.7643 |
|
|
| 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% |
0.0079 |
1.0% |
13% |
False |
False |
115,536 |
| 10 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0073 |
0.9% |
6% |
False |
False |
103,687 |
| 20 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0064 |
0.8% |
6% |
False |
False |
54,695 |
| 40 |
0.8112 |
0.7674 |
0.0438 |
5.7% |
0.0069 |
0.9% |
3% |
False |
False |
27,531 |
| 60 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0064 |
0.8% |
3% |
False |
False |
18,396 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0055 |
0.7% |
30% |
False |
False |
13,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.7977 |
|
1.618 |
0.7894 |
|
1.000 |
0.7843 |
|
0.618 |
0.7811 |
|
HIGH |
0.7760 |
|
0.618 |
0.7728 |
|
0.500 |
0.7719 |
|
0.382 |
0.7709 |
|
LOW |
0.7677 |
|
0.618 |
0.7626 |
|
1.000 |
0.7594 |
|
1.618 |
0.7543 |
|
2.618 |
0.7460 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7719 |
| PP |
0.7709 |
0.7709 |
| S1 |
0.7699 |
0.7699 |
|