CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7787 |
0.0016 |
0.2% |
0.7670 |
| High |
0.7798 |
0.7813 |
0.0015 |
0.2% |
0.7811 |
| Low |
0.7744 |
0.7719 |
-0.0025 |
-0.3% |
0.7653 |
| Close |
0.7785 |
0.7724 |
-0.0061 |
-0.8% |
0.7762 |
| Range |
0.0054 |
0.0094 |
0.0040 |
74.1% |
0.0158 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
5.3% |
0.0000 |
| Volume |
87,308 |
117,153 |
29,845 |
34.2% |
436,348 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7973 |
0.7776 |
|
| R3 |
0.7940 |
0.7879 |
0.7750 |
|
| R2 |
0.7846 |
0.7846 |
0.7741 |
|
| R1 |
0.7785 |
0.7785 |
0.7733 |
0.7769 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7744 |
| S1 |
0.7691 |
0.7691 |
0.7715 |
0.7675 |
| S2 |
0.7658 |
0.7658 |
0.7707 |
|
| S3 |
0.7564 |
0.7597 |
0.7698 |
|
| S4 |
0.7470 |
0.7503 |
0.7672 |
|
|
| 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 |
0.7813 |
0.7719 |
0.0094 |
1.2% |
0.0054 |
0.7% |
5% |
True |
True |
86,312 |
| 10 |
0.7813 |
0.7653 |
0.0160 |
2.1% |
0.0051 |
0.7% |
44% |
True |
False |
87,453 |
| 20 |
0.7813 |
0.7644 |
0.0169 |
2.2% |
0.0055 |
0.7% |
47% |
True |
False |
90,297 |
| 40 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0058 |
0.8% |
29% |
False |
False |
61,670 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.8% |
16% |
False |
False |
41,228 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0060 |
0.8% |
16% |
False |
False |
30,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8212 |
|
2.618 |
0.8059 |
|
1.618 |
0.7965 |
|
1.000 |
0.7907 |
|
0.618 |
0.7871 |
|
HIGH |
0.7813 |
|
0.618 |
0.7777 |
|
0.500 |
0.7766 |
|
0.382 |
0.7755 |
|
LOW |
0.7719 |
|
0.618 |
0.7661 |
|
1.000 |
0.7625 |
|
1.618 |
0.7567 |
|
2.618 |
0.7473 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7766 |
| PP |
0.7752 |
0.7752 |
| S1 |
0.7738 |
0.7738 |
|