CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7766 |
0.7780 |
0.0014 |
0.2% |
0.7670 |
| High |
0.7784 |
0.7792 |
0.0008 |
0.1% |
0.7811 |
| Low |
0.7752 |
0.7760 |
0.0008 |
0.1% |
0.7653 |
| Close |
0.7781 |
0.7769 |
-0.0012 |
-0.2% |
0.7762 |
| Range |
0.0032 |
0.0032 |
0.0000 |
0.0% |
0.0158 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
63,882 |
72,452 |
8,570 |
13.4% |
436,348 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7851 |
0.7787 |
|
| R3 |
0.7838 |
0.7819 |
0.7778 |
|
| R2 |
0.7806 |
0.7806 |
0.7775 |
|
| R1 |
0.7787 |
0.7787 |
0.7772 |
0.7781 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7770 |
| S1 |
0.7755 |
0.7755 |
0.7766 |
0.7749 |
| S2 |
0.7742 |
0.7742 |
0.7763 |
|
| S3 |
0.7710 |
0.7723 |
0.7760 |
|
| S4 |
0.7678 |
0.7691 |
0.7751 |
|
|
| 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 |
0.7739 |
0.0072 |
0.9% |
0.0038 |
0.5% |
42% |
False |
False |
75,939 |
| 10 |
0.7811 |
0.7653 |
0.0158 |
2.0% |
0.0048 |
0.6% |
73% |
False |
False |
84,567 |
| 20 |
0.7811 |
0.7644 |
0.0167 |
2.1% |
0.0056 |
0.7% |
75% |
False |
False |
92,054 |
| 40 |
0.7934 |
0.7644 |
0.0290 |
3.7% |
0.0058 |
0.8% |
43% |
False |
False |
56,571 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.8% |
26% |
False |
False |
37,822 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0058 |
0.8% |
26% |
False |
False |
28,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7876 |
|
1.618 |
0.7844 |
|
1.000 |
0.7824 |
|
0.618 |
0.7812 |
|
HIGH |
0.7792 |
|
0.618 |
0.7780 |
|
0.500 |
0.7776 |
|
0.382 |
0.7772 |
|
LOW |
0.7760 |
|
0.618 |
0.7740 |
|
1.000 |
0.7728 |
|
1.618 |
0.7708 |
|
2.618 |
0.7676 |
|
4.250 |
0.7624 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7782 |
| PP |
0.7774 |
0.7777 |
| S1 |
0.7771 |
0.7773 |
|