CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7702 |
0.0032 |
0.4% |
0.7691 |
| High |
0.7712 |
0.7769 |
0.0057 |
0.7% |
0.7727 |
| Low |
0.7653 |
0.7695 |
0.0042 |
0.5% |
0.7650 |
| Close |
0.7705 |
0.7768 |
0.0063 |
0.8% |
0.7670 |
| Range |
0.0059 |
0.0074 |
0.0015 |
25.4% |
0.0077 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
85,221 |
107,765 |
22,544 |
26.5% |
403,667 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7941 |
0.7809 |
|
| R3 |
0.7892 |
0.7867 |
0.7788 |
|
| R2 |
0.7818 |
0.7818 |
0.7782 |
|
| R1 |
0.7793 |
0.7793 |
0.7775 |
0.7806 |
| PP |
0.7744 |
0.7744 |
0.7744 |
0.7750 |
| S1 |
0.7719 |
0.7719 |
0.7761 |
0.7732 |
| S2 |
0.7670 |
0.7670 |
0.7754 |
|
| S3 |
0.7596 |
0.7645 |
0.7748 |
|
| S4 |
0.7522 |
0.7571 |
0.7727 |
|
|
| 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 |
0.7769 |
0.7653 |
0.0116 |
1.5% |
0.0057 |
0.7% |
99% |
True |
False |
93,195 |
| 10 |
0.7769 |
0.7644 |
0.0125 |
1.6% |
0.0057 |
0.7% |
99% |
True |
False |
87,356 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0063 |
0.8% |
45% |
False |
False |
92,497 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0064 |
0.8% |
36% |
False |
False |
47,115 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.9% |
26% |
False |
False |
31,498 |
| 80 |
0.8130 |
0.7629 |
0.0501 |
6.4% |
0.0057 |
0.7% |
28% |
False |
False |
23,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.7963 |
|
1.618 |
0.7889 |
|
1.000 |
0.7843 |
|
0.618 |
0.7815 |
|
HIGH |
0.7769 |
|
0.618 |
0.7741 |
|
0.500 |
0.7732 |
|
0.382 |
0.7723 |
|
LOW |
0.7695 |
|
0.618 |
0.7649 |
|
1.000 |
0.7621 |
|
1.618 |
0.7575 |
|
2.618 |
0.7501 |
|
4.250 |
0.7380 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7749 |
| PP |
0.7744 |
0.7730 |
| S1 |
0.7732 |
0.7711 |
|