CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7771 |
-0.0009 |
-0.1% |
0.7670 |
| High |
0.7792 |
0.7798 |
0.0006 |
0.1% |
0.7811 |
| Low |
0.7760 |
0.7744 |
-0.0016 |
-0.2% |
0.7653 |
| Close |
0.7769 |
0.7785 |
0.0016 |
0.2% |
0.7762 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.7% |
0.0158 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
72,452 |
87,308 |
14,856 |
20.5% |
436,348 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7915 |
0.7815 |
|
| R3 |
0.7884 |
0.7861 |
0.7800 |
|
| R2 |
0.7830 |
0.7830 |
0.7795 |
|
| R1 |
0.7807 |
0.7807 |
0.7790 |
0.7818 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7781 |
| S1 |
0.7753 |
0.7753 |
0.7780 |
0.7765 |
| S2 |
0.7722 |
0.7722 |
0.7775 |
|
| S3 |
0.7668 |
0.7699 |
0.7770 |
|
| S4 |
0.7614 |
0.7645 |
0.7755 |
|
|
| 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% |
0.0042 |
0.5% |
64% |
False |
False |
76,322 |
| 10 |
0.7811 |
0.7653 |
0.0158 |
2.0% |
0.0047 |
0.6% |
84% |
False |
False |
83,691 |
| 20 |
0.7811 |
0.7644 |
0.0167 |
2.1% |
0.0056 |
0.7% |
84% |
False |
False |
91,571 |
| 40 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0058 |
0.7% |
51% |
False |
False |
58,745 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.2% |
0.0065 |
0.8% |
29% |
False |
False |
39,277 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.2% |
0.0059 |
0.8% |
29% |
False |
False |
29,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8027 |
|
2.618 |
0.7939 |
|
1.618 |
0.7885 |
|
1.000 |
0.7852 |
|
0.618 |
0.7831 |
|
HIGH |
0.7798 |
|
0.618 |
0.7777 |
|
0.500 |
0.7771 |
|
0.382 |
0.7765 |
|
LOW |
0.7744 |
|
0.618 |
0.7711 |
|
1.000 |
0.7690 |
|
1.618 |
0.7657 |
|
2.618 |
0.7603 |
|
4.250 |
0.7515 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7780 |
0.7780 |
| PP |
0.7776 |
0.7776 |
| S1 |
0.7771 |
0.7771 |
|