CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7764 |
0.7759 |
-0.0005 |
-0.1% |
0.7691 |
| High |
0.7774 |
0.7773 |
-0.0001 |
0.0% |
0.7727 |
| Low |
0.7741 |
0.7739 |
-0.0002 |
0.0% |
0.7650 |
| Close |
0.7759 |
0.7757 |
-0.0002 |
0.0% |
0.7670 |
| Range |
0.0033 |
0.0034 |
0.0001 |
3.0% |
0.0077 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
85,391 |
67,205 |
-18,186 |
-21.3% |
403,667 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7858 |
0.7842 |
0.7776 |
|
| R3 |
0.7824 |
0.7808 |
0.7766 |
|
| R2 |
0.7790 |
0.7790 |
0.7763 |
|
| R1 |
0.7774 |
0.7774 |
0.7760 |
0.7765 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7752 |
| S1 |
0.7740 |
0.7740 |
0.7754 |
0.7731 |
| S2 |
0.7722 |
0.7722 |
0.7751 |
|
| S3 |
0.7688 |
0.7706 |
0.7748 |
|
| S4 |
0.7654 |
0.7672 |
0.7738 |
|
|
| 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% |
0.0048 |
0.6% |
86% |
False |
False |
88,595 |
| 10 |
0.7774 |
0.7644 |
0.0130 |
1.7% |
0.0050 |
0.6% |
87% |
False |
False |
83,157 |
| 20 |
0.7889 |
0.7644 |
0.0245 |
3.2% |
0.0061 |
0.8% |
46% |
False |
False |
95,700 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0063 |
0.8% |
33% |
False |
False |
50,913 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.8% |
23% |
False |
False |
34,040 |
| 80 |
0.8130 |
0.7643 |
0.0487 |
6.3% |
0.0058 |
0.7% |
23% |
False |
False |
25,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7862 |
|
1.618 |
0.7828 |
|
1.000 |
0.7807 |
|
0.618 |
0.7794 |
|
HIGH |
0.7773 |
|
0.618 |
0.7760 |
|
0.500 |
0.7756 |
|
0.382 |
0.7752 |
|
LOW |
0.7739 |
|
0.618 |
0.7718 |
|
1.000 |
0.7705 |
|
1.618 |
0.7684 |
|
2.618 |
0.7650 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7750 |
| PP |
0.7756 |
0.7742 |
| S1 |
0.7756 |
0.7735 |
|