CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7691 |
0.0031 |
0.4% |
0.7706 |
| High |
0.7691 |
0.7696 |
0.0005 |
0.1% |
0.7760 |
| Low |
0.7644 |
0.7650 |
0.0006 |
0.1% |
0.7644 |
| Close |
0.7676 |
0.7653 |
-0.0023 |
-0.3% |
0.7676 |
| Range |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0116 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
82,322 |
44,701 |
-37,621 |
-45.7% |
360,940 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7804 |
0.7775 |
0.7678 |
|
| R3 |
0.7758 |
0.7729 |
0.7666 |
|
| R2 |
0.7712 |
0.7712 |
0.7661 |
|
| R1 |
0.7683 |
0.7683 |
0.7657 |
0.7675 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7662 |
| S1 |
0.7637 |
0.7637 |
0.7649 |
0.7629 |
| S2 |
0.7620 |
0.7620 |
0.7645 |
|
| S3 |
0.7574 |
0.7591 |
0.7640 |
|
| S4 |
0.7528 |
0.7545 |
0.7628 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.7975 |
0.7740 |
|
| R3 |
0.7925 |
0.7859 |
0.7708 |
|
| R2 |
0.7809 |
0.7809 |
0.7697 |
|
| R1 |
0.7743 |
0.7743 |
0.7687 |
0.7718 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7681 |
| S1 |
0.7627 |
0.7627 |
0.7665 |
0.7602 |
| S2 |
0.7577 |
0.7577 |
0.7655 |
|
| S3 |
0.7461 |
0.7511 |
0.7644 |
|
| S4 |
0.7345 |
0.7395 |
0.7612 |
|
|
| 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% |
0.0055 |
0.7% |
8% |
False |
False |
81,128 |
| 10 |
0.7788 |
0.7644 |
0.0144 |
1.9% |
0.0062 |
0.8% |
6% |
False |
False |
102,208 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0064 |
0.8% |
3% |
False |
False |
66,283 |
| 40 |
0.8039 |
0.7644 |
0.0395 |
5.2% |
0.0067 |
0.9% |
2% |
False |
False |
33,380 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.4% |
0.0065 |
0.8% |
2% |
False |
False |
22,304 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
24% |
False |
False |
16,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7892 |
|
2.618 |
0.7816 |
|
1.618 |
0.7770 |
|
1.000 |
0.7742 |
|
0.618 |
0.7724 |
|
HIGH |
0.7696 |
|
0.618 |
0.7678 |
|
0.500 |
0.7673 |
|
0.382 |
0.7668 |
|
LOW |
0.7650 |
|
0.618 |
0.7622 |
|
1.000 |
0.7604 |
|
1.618 |
0.7576 |
|
2.618 |
0.7530 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7673 |
0.7674 |
| PP |
0.7666 |
0.7667 |
| S1 |
0.7660 |
0.7660 |
|