CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7602 |
0.0000 |
0.0% |
0.7766 |
| High |
0.7621 |
0.7607 |
-0.0014 |
-0.2% |
0.7813 |
| Low |
0.7579 |
0.7552 |
-0.0027 |
-0.4% |
0.7656 |
| Close |
0.7599 |
0.7565 |
-0.0034 |
-0.4% |
0.7668 |
| Range |
0.0042 |
0.0055 |
0.0013 |
31.0% |
0.0157 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
118,024 |
96,177 |
-21,847 |
-18.5% |
444,902 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7707 |
0.7595 |
|
| R3 |
0.7685 |
0.7652 |
0.7580 |
|
| R2 |
0.7630 |
0.7630 |
0.7575 |
|
| R1 |
0.7597 |
0.7597 |
0.7570 |
0.7586 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7569 |
| S1 |
0.7542 |
0.7542 |
0.7560 |
0.7531 |
| S2 |
0.7520 |
0.7520 |
0.7555 |
|
| S3 |
0.7465 |
0.7487 |
0.7550 |
|
| S4 |
0.7410 |
0.7432 |
0.7535 |
|
|
| 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 |
0.7552 |
0.0261 |
3.5% |
0.0070 |
0.9% |
5% |
False |
True |
107,229 |
| 10 |
0.7813 |
0.7552 |
0.0261 |
3.5% |
0.0056 |
0.7% |
5% |
False |
True |
91,776 |
| 20 |
0.7813 |
0.7552 |
0.0261 |
3.5% |
0.0054 |
0.7% |
5% |
False |
True |
89,495 |
| 40 |
0.7921 |
0.7552 |
0.0369 |
4.9% |
0.0059 |
0.8% |
4% |
False |
True |
72,095 |
| 60 |
0.8112 |
0.7552 |
0.0560 |
7.4% |
0.0064 |
0.8% |
2% |
False |
True |
48,185 |
| 80 |
0.8130 |
0.7552 |
0.0578 |
7.6% |
0.0061 |
0.8% |
2% |
False |
True |
36,171 |
| 100 |
0.8130 |
0.7501 |
0.0629 |
8.3% |
0.0055 |
0.7% |
10% |
False |
False |
28,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7751 |
|
1.618 |
0.7696 |
|
1.000 |
0.7662 |
|
0.618 |
0.7641 |
|
HIGH |
0.7607 |
|
0.618 |
0.7586 |
|
0.500 |
0.7580 |
|
0.382 |
0.7573 |
|
LOW |
0.7552 |
|
0.618 |
0.7518 |
|
1.000 |
0.7497 |
|
1.618 |
0.7463 |
|
2.618 |
0.7408 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7580 |
0.7618 |
| PP |
0.7575 |
0.7600 |
| S1 |
0.7570 |
0.7583 |
|