CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7670 |
-0.0016 |
-0.2% |
0.7691 |
| High |
0.7700 |
0.7712 |
0.0012 |
0.2% |
0.7727 |
| Low |
0.7658 |
0.7653 |
-0.0005 |
-0.1% |
0.7650 |
| Close |
0.7670 |
0.7705 |
0.0035 |
0.5% |
0.7670 |
| Range |
0.0042 |
0.0059 |
0.0017 |
40.5% |
0.0077 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,393 |
85,221 |
-12,172 |
-12.5% |
403,667 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7845 |
0.7737 |
|
| R3 |
0.7808 |
0.7786 |
0.7721 |
|
| R2 |
0.7749 |
0.7749 |
0.7716 |
|
| R1 |
0.7727 |
0.7727 |
0.7710 |
0.7738 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7696 |
| S1 |
0.7668 |
0.7668 |
0.7700 |
0.7679 |
| S2 |
0.7631 |
0.7631 |
0.7694 |
|
| S3 |
0.7572 |
0.7609 |
0.7689 |
|
| S4 |
0.7513 |
0.7550 |
0.7673 |
|
|
| 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 |
0.7653 |
0.0074 |
1.0% |
0.0053 |
0.7% |
70% |
False |
True |
88,837 |
| 10 |
0.7760 |
0.7644 |
0.0116 |
1.5% |
0.0054 |
0.7% |
53% |
False |
False |
84,982 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0061 |
0.8% |
22% |
False |
False |
87,924 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0064 |
0.8% |
18% |
False |
False |
44,431 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.9% |
13% |
False |
False |
29,703 |
| 80 |
0.8130 |
0.7517 |
0.0613 |
8.0% |
0.0057 |
0.7% |
31% |
False |
False |
22,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7866 |
|
1.618 |
0.7807 |
|
1.000 |
0.7771 |
|
0.618 |
0.7748 |
|
HIGH |
0.7712 |
|
0.618 |
0.7689 |
|
0.500 |
0.7683 |
|
0.382 |
0.7676 |
|
LOW |
0.7653 |
|
0.618 |
0.7617 |
|
1.000 |
0.7594 |
|
1.618 |
0.7558 |
|
2.618 |
0.7499 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7698 |
0.7700 |
| PP |
0.7690 |
0.7695 |
| S1 |
0.7683 |
0.7690 |
|