CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7602 |
-0.0065 |
-0.8% |
0.7766 |
| High |
0.7683 |
0.7621 |
-0.0062 |
-0.8% |
0.7813 |
| Low |
0.7600 |
0.7579 |
-0.0021 |
-0.3% |
0.7656 |
| Close |
0.7602 |
0.7599 |
-0.0003 |
0.0% |
0.7668 |
| Range |
0.0083 |
0.0042 |
-0.0041 |
-49.4% |
0.0157 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
100,688 |
118,024 |
17,336 |
17.2% |
444,902 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7704 |
0.7622 |
|
| R3 |
0.7684 |
0.7662 |
0.7611 |
|
| R2 |
0.7642 |
0.7642 |
0.7607 |
|
| R1 |
0.7620 |
0.7620 |
0.7603 |
0.7610 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7595 |
| S1 |
0.7578 |
0.7578 |
0.7595 |
0.7568 |
| S2 |
0.7558 |
0.7558 |
0.7591 |
|
| S3 |
0.7516 |
0.7536 |
0.7587 |
|
| S4 |
0.7474 |
0.7494 |
0.7576 |
|
|
| 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 |
0.7579 |
0.0234 |
3.1% |
0.0069 |
0.9% |
9% |
False |
True |
105,456 |
| 10 |
0.7813 |
0.7579 |
0.0234 |
3.1% |
0.0053 |
0.7% |
9% |
False |
True |
90,697 |
| 20 |
0.7813 |
0.7579 |
0.0234 |
3.1% |
0.0055 |
0.7% |
9% |
False |
True |
89,026 |
| 40 |
0.7921 |
0.7579 |
0.0342 |
4.5% |
0.0059 |
0.8% |
6% |
False |
True |
69,720 |
| 60 |
0.8114 |
0.7579 |
0.0535 |
7.0% |
0.0064 |
0.8% |
4% |
False |
True |
46,586 |
| 80 |
0.8130 |
0.7579 |
0.0551 |
7.3% |
0.0061 |
0.8% |
4% |
False |
True |
34,969 |
| 100 |
0.8130 |
0.7501 |
0.0629 |
8.3% |
0.0054 |
0.7% |
16% |
False |
False |
27,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7731 |
|
1.618 |
0.7689 |
|
1.000 |
0.7663 |
|
0.618 |
0.7647 |
|
HIGH |
0.7621 |
|
0.618 |
0.7605 |
|
0.500 |
0.7600 |
|
0.382 |
0.7595 |
|
LOW |
0.7579 |
|
0.618 |
0.7553 |
|
1.000 |
0.7537 |
|
1.618 |
0.7511 |
|
2.618 |
0.7469 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7655 |
| PP |
0.7600 |
0.7636 |
| S1 |
0.7599 |
0.7618 |
|