CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7764 |
0.0062 |
0.8% |
0.7691 |
| High |
0.7769 |
0.7774 |
0.0005 |
0.1% |
0.7727 |
| Low |
0.7695 |
0.7741 |
0.0046 |
0.6% |
0.7650 |
| Close |
0.7768 |
0.7759 |
-0.0009 |
-0.1% |
0.7670 |
| Range |
0.0074 |
0.0033 |
-0.0041 |
-55.4% |
0.0077 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
107,765 |
85,391 |
-22,374 |
-20.8% |
403,667 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7841 |
0.7777 |
|
| R3 |
0.7824 |
0.7808 |
0.7768 |
|
| R2 |
0.7791 |
0.7791 |
0.7765 |
|
| R1 |
0.7775 |
0.7775 |
0.7762 |
0.7767 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7754 |
| S1 |
0.7742 |
0.7742 |
0.7756 |
0.7734 |
| S2 |
0.7725 |
0.7725 |
0.7753 |
|
| S3 |
0.7692 |
0.7709 |
0.7750 |
|
| S4 |
0.7659 |
0.7676 |
0.7741 |
|
|
| 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 |
0.7774 |
0.7653 |
0.0121 |
1.6% |
0.0052 |
0.7% |
88% |
True |
False |
91,060 |
| 10 |
0.7774 |
0.7644 |
0.0130 |
1.7% |
0.0052 |
0.7% |
88% |
True |
False |
87,214 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0062 |
0.8% |
42% |
False |
False |
95,450 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0063 |
0.8% |
34% |
False |
False |
49,241 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.8% |
24% |
False |
False |
32,921 |
| 80 |
0.8130 |
0.7643 |
0.0487 |
6.3% |
0.0058 |
0.7% |
24% |
False |
False |
24,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7860 |
|
1.618 |
0.7827 |
|
1.000 |
0.7807 |
|
0.618 |
0.7794 |
|
HIGH |
0.7774 |
|
0.618 |
0.7761 |
|
0.500 |
0.7758 |
|
0.382 |
0.7754 |
|
LOW |
0.7741 |
|
0.618 |
0.7721 |
|
1.000 |
0.7708 |
|
1.618 |
0.7688 |
|
2.618 |
0.7655 |
|
4.250 |
0.7601 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7744 |
| PP |
0.7758 |
0.7729 |
| S1 |
0.7758 |
0.7714 |
|