CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7660 |
-0.0021 |
-0.3% |
0.7716 |
| High |
0.7704 |
0.7691 |
-0.0013 |
-0.2% |
0.7788 |
| Low |
0.7655 |
0.7644 |
-0.0011 |
-0.1% |
0.7674 |
| Close |
0.7663 |
0.7676 |
0.0013 |
0.2% |
0.7717 |
| Range |
0.0049 |
0.0047 |
-0.0002 |
-4.1% |
0.0114 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
107,775 |
82,322 |
-25,453 |
-23.6% |
616,447 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7791 |
0.7702 |
|
| R3 |
0.7764 |
0.7744 |
0.7689 |
|
| R2 |
0.7717 |
0.7717 |
0.7685 |
|
| R1 |
0.7697 |
0.7697 |
0.7680 |
0.7707 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7676 |
| S1 |
0.7650 |
0.7650 |
0.7672 |
0.7660 |
| S2 |
0.7623 |
0.7623 |
0.7667 |
|
| S3 |
0.7576 |
0.7603 |
0.7663 |
|
| S4 |
0.7529 |
0.7556 |
0.7650 |
|
|
| 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 |
0.7760 |
0.7644 |
0.0116 |
1.5% |
0.0057 |
0.7% |
28% |
False |
True |
97,224 |
| 10 |
0.7807 |
0.7644 |
0.0163 |
2.1% |
0.0067 |
0.9% |
20% |
False |
True |
110,560 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0063 |
0.8% |
12% |
False |
True |
64,112 |
| 40 |
0.8064 |
0.7644 |
0.0420 |
5.5% |
0.0068 |
0.9% |
8% |
False |
True |
32,268 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.8% |
7% |
False |
True |
21,564 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
28% |
False |
False |
16,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7814 |
|
1.618 |
0.7767 |
|
1.000 |
0.7738 |
|
0.618 |
0.7720 |
|
HIGH |
0.7691 |
|
0.618 |
0.7673 |
|
0.500 |
0.7668 |
|
0.382 |
0.7662 |
|
LOW |
0.7644 |
|
0.618 |
0.7615 |
|
1.000 |
0.7597 |
|
1.618 |
0.7568 |
|
2.618 |
0.7521 |
|
4.250 |
0.7444 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7673 |
0.7702 |
| PP |
0.7670 |
0.7693 |
| S1 |
0.7668 |
0.7685 |
|