CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7681 |
-0.0069 |
-0.9% |
0.7716 |
| High |
0.7760 |
0.7704 |
-0.0056 |
-0.7% |
0.7788 |
| Low |
0.7677 |
0.7655 |
-0.0022 |
-0.3% |
0.7674 |
| Close |
0.7689 |
0.7663 |
-0.0026 |
-0.3% |
0.7717 |
| Range |
0.0083 |
0.0049 |
-0.0034 |
-41.0% |
0.0114 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
86,810 |
107,775 |
20,965 |
24.2% |
616,447 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7791 |
0.7690 |
|
| R3 |
0.7772 |
0.7742 |
0.7676 |
|
| R2 |
0.7723 |
0.7723 |
0.7672 |
|
| R1 |
0.7693 |
0.7693 |
0.7667 |
0.7684 |
| PP |
0.7674 |
0.7674 |
0.7674 |
0.7669 |
| S1 |
0.7644 |
0.7644 |
0.7659 |
0.7635 |
| S2 |
0.7625 |
0.7625 |
0.7654 |
|
| S3 |
0.7576 |
0.7595 |
0.7650 |
|
| S4 |
0.7527 |
0.7546 |
0.7636 |
|
|
| 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 |
0.7655 |
0.0133 |
1.7% |
0.0067 |
0.9% |
6% |
False |
True |
108,563 |
| 10 |
0.7889 |
0.7655 |
0.0234 |
3.1% |
0.0071 |
0.9% |
3% |
False |
True |
108,244 |
| 20 |
0.7921 |
0.7655 |
0.0266 |
3.5% |
0.0064 |
0.8% |
3% |
False |
True |
60,050 |
| 40 |
0.8111 |
0.7655 |
0.0456 |
6.0% |
0.0069 |
0.9% |
2% |
False |
True |
30,222 |
| 60 |
0.8130 |
0.7655 |
0.0475 |
6.2% |
0.0064 |
0.8% |
2% |
False |
True |
20,192 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
26% |
False |
False |
15,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7912 |
|
2.618 |
0.7832 |
|
1.618 |
0.7783 |
|
1.000 |
0.7753 |
|
0.618 |
0.7734 |
|
HIGH |
0.7704 |
|
0.618 |
0.7685 |
|
0.500 |
0.7680 |
|
0.382 |
0.7674 |
|
LOW |
0.7655 |
|
0.618 |
0.7625 |
|
1.000 |
0.7606 |
|
1.618 |
0.7576 |
|
2.618 |
0.7527 |
|
4.250 |
0.7447 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7708 |
| PP |
0.7674 |
0.7693 |
| S1 |
0.7669 |
0.7678 |
|