CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7686 |
-0.0030 |
-0.4% |
0.7691 |
| High |
0.7727 |
0.7700 |
-0.0027 |
-0.3% |
0.7727 |
| Low |
0.7675 |
0.7658 |
-0.0017 |
-0.2% |
0.7650 |
| Close |
0.7683 |
0.7670 |
-0.0013 |
-0.2% |
0.7670 |
| Range |
0.0052 |
0.0042 |
-0.0010 |
-19.2% |
0.0077 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
79,532 |
97,393 |
17,861 |
22.5% |
403,667 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7778 |
0.7693 |
|
| R3 |
0.7760 |
0.7736 |
0.7682 |
|
| R2 |
0.7718 |
0.7718 |
0.7678 |
|
| R1 |
0.7694 |
0.7694 |
0.7674 |
0.7685 |
| PP |
0.7676 |
0.7676 |
0.7676 |
0.7672 |
| S1 |
0.7652 |
0.7652 |
0.7666 |
0.7643 |
| S2 |
0.7634 |
0.7634 |
0.7662 |
|
| S3 |
0.7592 |
0.7610 |
0.7658 |
|
| S4 |
0.7550 |
0.7568 |
0.7647 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7869 |
0.7712 |
|
| R3 |
0.7836 |
0.7792 |
0.7691 |
|
| R2 |
0.7759 |
0.7759 |
0.7684 |
|
| R1 |
0.7715 |
0.7715 |
0.7677 |
0.7699 |
| PP |
0.7682 |
0.7682 |
0.7682 |
0.7674 |
| S1 |
0.7638 |
0.7638 |
0.7663 |
0.7621 |
| S2 |
0.7605 |
0.7605 |
0.7656 |
|
| S3 |
0.7528 |
0.7561 |
0.7649 |
|
| S4 |
0.7451 |
0.7484 |
0.7628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7727 |
0.7650 |
0.0077 |
1.0% |
0.0051 |
0.7% |
26% |
False |
False |
80,733 |
| 10 |
0.7760 |
0.7644 |
0.0116 |
1.5% |
0.0054 |
0.7% |
22% |
False |
False |
88,979 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0062 |
0.8% |
9% |
False |
False |
83,925 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.5% |
0.0064 |
0.8% |
8% |
False |
False |
42,321 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.9% |
5% |
False |
False |
28,286 |
| 80 |
0.8130 |
0.7515 |
0.0615 |
8.0% |
0.0056 |
0.7% |
25% |
False |
False |
21,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7879 |
|
2.618 |
0.7810 |
|
1.618 |
0.7768 |
|
1.000 |
0.7742 |
|
0.618 |
0.7726 |
|
HIGH |
0.7700 |
|
0.618 |
0.7684 |
|
0.500 |
0.7679 |
|
0.382 |
0.7674 |
|
LOW |
0.7658 |
|
0.618 |
0.7632 |
|
1.000 |
0.7616 |
|
1.618 |
0.7590 |
|
2.618 |
0.7548 |
|
4.250 |
0.7480 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7679 |
0.7693 |
| PP |
0.7676 |
0.7685 |
| S1 |
0.7673 |
0.7678 |
|