CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7716 |
0.0030 |
0.4% |
0.7706 |
| High |
0.7723 |
0.7727 |
0.0004 |
0.1% |
0.7760 |
| Low |
0.7663 |
0.7675 |
0.0012 |
0.2% |
0.7644 |
| Close |
0.7707 |
0.7683 |
-0.0024 |
-0.3% |
0.7676 |
| Range |
0.0060 |
0.0052 |
-0.0008 |
-13.3% |
0.0116 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
96,067 |
79,532 |
-16,535 |
-17.2% |
360,940 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7851 |
0.7819 |
0.7712 |
|
| R3 |
0.7799 |
0.7767 |
0.7697 |
|
| R2 |
0.7747 |
0.7747 |
0.7693 |
|
| R1 |
0.7715 |
0.7715 |
0.7688 |
0.7705 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7690 |
| S1 |
0.7663 |
0.7663 |
0.7678 |
0.7653 |
| S2 |
0.7643 |
0.7643 |
0.7673 |
|
| S3 |
0.7591 |
0.7611 |
0.7669 |
|
| S4 |
0.7539 |
0.7559 |
0.7654 |
|
|
| 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 |
0.7727 |
0.7644 |
0.0083 |
1.1% |
0.0052 |
0.7% |
47% |
True |
False |
77,719 |
| 10 |
0.7788 |
0.7644 |
0.0144 |
1.9% |
0.0060 |
0.8% |
27% |
False |
False |
93,141 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0063 |
0.8% |
14% |
False |
False |
79,144 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.5% |
0.0065 |
0.8% |
11% |
False |
False |
39,888 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.9% |
8% |
False |
False |
26,663 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
29% |
False |
False |
20,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7863 |
|
1.618 |
0.7811 |
|
1.000 |
0.7779 |
|
0.618 |
0.7759 |
|
HIGH |
0.7727 |
|
0.618 |
0.7707 |
|
0.500 |
0.7701 |
|
0.382 |
0.7695 |
|
LOW |
0.7675 |
|
0.618 |
0.7643 |
|
1.000 |
0.7623 |
|
1.618 |
0.7591 |
|
2.618 |
0.7539 |
|
4.250 |
0.7454 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7701 |
0.7690 |
| PP |
0.7695 |
0.7688 |
| S1 |
0.7689 |
0.7685 |
|