CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7759 |
0.7761 |
0.0002 |
0.0% |
0.7670 |
| High |
0.7773 |
0.7811 |
0.0038 |
0.5% |
0.7811 |
| Low |
0.7739 |
0.7754 |
0.0015 |
0.2% |
0.7653 |
| Close |
0.7757 |
0.7762 |
0.0005 |
0.1% |
0.7762 |
| Range |
0.0034 |
0.0057 |
0.0023 |
67.6% |
0.0158 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
67,205 |
90,766 |
23,561 |
35.1% |
436,348 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7911 |
0.7793 |
|
| R3 |
0.7890 |
0.7854 |
0.7778 |
|
| R2 |
0.7833 |
0.7833 |
0.7772 |
|
| R1 |
0.7797 |
0.7797 |
0.7767 |
0.7815 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7785 |
| S1 |
0.7740 |
0.7740 |
0.7757 |
0.7758 |
| S2 |
0.7719 |
0.7719 |
0.7752 |
|
| S3 |
0.7662 |
0.7683 |
0.7746 |
|
| S4 |
0.7605 |
0.7626 |
0.7731 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8147 |
0.7849 |
|
| R3 |
0.8058 |
0.7989 |
0.7805 |
|
| R2 |
0.7900 |
0.7900 |
0.7791 |
|
| R1 |
0.7831 |
0.7831 |
0.7776 |
0.7866 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7759 |
| S1 |
0.7673 |
0.7673 |
0.7748 |
0.7708 |
| S2 |
0.7584 |
0.7584 |
0.7733 |
|
| S3 |
0.7426 |
0.7515 |
0.7719 |
|
| S4 |
0.7268 |
0.7357 |
0.7675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7811 |
0.7653 |
0.0158 |
2.0% |
0.0051 |
0.7% |
69% |
True |
False |
87,269 |
| 10 |
0.7811 |
0.7650 |
0.0161 |
2.1% |
0.0051 |
0.7% |
70% |
True |
False |
84,001 |
| 20 |
0.7811 |
0.7644 |
0.0167 |
2.2% |
0.0059 |
0.8% |
71% |
True |
False |
97,280 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0061 |
0.8% |
35% |
False |
False |
53,173 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.8% |
24% |
False |
False |
35,552 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0058 |
0.7% |
24% |
False |
False |
26,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8053 |
|
2.618 |
0.7960 |
|
1.618 |
0.7903 |
|
1.000 |
0.7868 |
|
0.618 |
0.7846 |
|
HIGH |
0.7811 |
|
0.618 |
0.7789 |
|
0.500 |
0.7783 |
|
0.382 |
0.7776 |
|
LOW |
0.7754 |
|
0.618 |
0.7719 |
|
1.000 |
0.7697 |
|
1.618 |
0.7662 |
|
2.618 |
0.7605 |
|
4.250 |
0.7512 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7775 |
| PP |
0.7776 |
0.7771 |
| S1 |
0.7769 |
0.7766 |
|