CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7728 |
0.7667 |
-0.0061 |
-0.8% |
0.7766 |
| High |
0.7730 |
0.7683 |
-0.0047 |
-0.6% |
0.7813 |
| Low |
0.7656 |
0.7600 |
-0.0056 |
-0.7% |
0.7656 |
| Close |
0.7668 |
0.7602 |
-0.0066 |
-0.9% |
0.7668 |
| Range |
0.0074 |
0.0083 |
0.0009 |
12.2% |
0.0157 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.0% |
0.0000 |
| Volume |
104,107 |
100,688 |
-3,419 |
-3.3% |
444,902 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7823 |
0.7648 |
|
| R3 |
0.7794 |
0.7740 |
0.7625 |
|
| R2 |
0.7711 |
0.7711 |
0.7617 |
|
| R1 |
0.7657 |
0.7657 |
0.7610 |
0.7643 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7621 |
| S1 |
0.7574 |
0.7574 |
0.7594 |
0.7560 |
| S2 |
0.7545 |
0.7545 |
0.7587 |
|
| S3 |
0.7462 |
0.7491 |
0.7579 |
|
| S4 |
0.7379 |
0.7408 |
0.7556 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8083 |
0.7754 |
|
| R3 |
0.8026 |
0.7926 |
0.7711 |
|
| R2 |
0.7869 |
0.7869 |
0.7697 |
|
| R1 |
0.7769 |
0.7769 |
0.7682 |
0.7741 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7698 |
| S1 |
0.7612 |
0.7612 |
0.7654 |
0.7584 |
| S2 |
0.7555 |
0.7555 |
0.7639 |
|
| S3 |
0.7398 |
0.7455 |
0.7625 |
|
| S4 |
0.7241 |
0.7298 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7813 |
0.7600 |
0.0213 |
2.8% |
0.0067 |
0.9% |
1% |
False |
True |
96,341 |
| 10 |
0.7813 |
0.7600 |
0.0213 |
2.8% |
0.0057 |
0.7% |
1% |
False |
True |
89,671 |
| 20 |
0.7813 |
0.7600 |
0.0213 |
2.8% |
0.0055 |
0.7% |
1% |
False |
True |
87,327 |
| 40 |
0.7921 |
0.7600 |
0.0321 |
4.2% |
0.0060 |
0.8% |
1% |
False |
True |
66,777 |
| 60 |
0.8130 |
0.7600 |
0.0530 |
7.0% |
0.0065 |
0.9% |
0% |
False |
True |
44,622 |
| 80 |
0.8130 |
0.7600 |
0.0530 |
7.0% |
0.0061 |
0.8% |
0% |
False |
True |
33,493 |
| 100 |
0.8130 |
0.7501 |
0.0629 |
8.3% |
0.0054 |
0.7% |
16% |
False |
False |
26,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.7900 |
|
1.618 |
0.7817 |
|
1.000 |
0.7766 |
|
0.618 |
0.7734 |
|
HIGH |
0.7683 |
|
0.618 |
0.7651 |
|
0.500 |
0.7642 |
|
0.382 |
0.7632 |
|
LOW |
0.7600 |
|
0.618 |
0.7549 |
|
1.000 |
0.7517 |
|
1.618 |
0.7466 |
|
2.618 |
0.7383 |
|
4.250 |
0.7247 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7707 |
| PP |
0.7628 |
0.7672 |
| S1 |
0.7615 |
0.7637 |
|