CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7766 |
0.0005 |
0.1% |
0.7670 |
| High |
0.7811 |
0.7784 |
-0.0027 |
-0.3% |
0.7811 |
| Low |
0.7754 |
0.7752 |
-0.0002 |
0.0% |
0.7653 |
| Close |
0.7762 |
0.7781 |
0.0019 |
0.2% |
0.7762 |
| Range |
0.0057 |
0.0032 |
-0.0025 |
-43.9% |
0.0158 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
90,766 |
63,882 |
-26,884 |
-29.6% |
436,348 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7857 |
0.7799 |
|
| R3 |
0.7836 |
0.7825 |
0.7790 |
|
| R2 |
0.7804 |
0.7804 |
0.7787 |
|
| R1 |
0.7793 |
0.7793 |
0.7784 |
0.7799 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7775 |
| S1 |
0.7761 |
0.7761 |
0.7778 |
0.7767 |
| S2 |
0.7740 |
0.7740 |
0.7775 |
|
| S3 |
0.7708 |
0.7729 |
0.7772 |
|
| S4 |
0.7676 |
0.7697 |
0.7763 |
|
|
| 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 |
0.7695 |
0.0116 |
1.5% |
0.0046 |
0.6% |
74% |
False |
False |
83,001 |
| 10 |
0.7811 |
0.7653 |
0.0158 |
2.0% |
0.0050 |
0.6% |
81% |
False |
False |
85,919 |
| 20 |
0.7811 |
0.7644 |
0.0167 |
2.1% |
0.0056 |
0.7% |
82% |
False |
False |
94,064 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0060 |
0.8% |
40% |
False |
False |
54,766 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.2% |
0.0065 |
0.8% |
28% |
False |
False |
36,616 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.2% |
0.0058 |
0.8% |
28% |
False |
False |
27,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7868 |
|
1.618 |
0.7836 |
|
1.000 |
0.7816 |
|
0.618 |
0.7804 |
|
HIGH |
0.7784 |
|
0.618 |
0.7772 |
|
0.500 |
0.7768 |
|
0.382 |
0.7764 |
|
LOW |
0.7752 |
|
0.618 |
0.7732 |
|
1.000 |
0.7720 |
|
1.618 |
0.7700 |
|
2.618 |
0.7668 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7777 |
0.7779 |
| PP |
0.7772 |
0.7777 |
| S1 |
0.7768 |
0.7775 |
|