CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7565 |
-0.0037 |
-0.5% |
0.7766 |
| High |
0.7607 |
0.7589 |
-0.0018 |
-0.2% |
0.7813 |
| Low |
0.7552 |
0.7547 |
-0.0005 |
-0.1% |
0.7656 |
| Close |
0.7565 |
0.7553 |
-0.0012 |
-0.2% |
0.7668 |
| Range |
0.0055 |
0.0042 |
-0.0013 |
-23.6% |
0.0157 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
96,177 |
115,949 |
19,772 |
20.6% |
444,902 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7663 |
0.7576 |
|
| R3 |
0.7647 |
0.7621 |
0.7565 |
|
| R2 |
0.7605 |
0.7605 |
0.7561 |
|
| R1 |
0.7579 |
0.7579 |
0.7557 |
0.7571 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7559 |
| S1 |
0.7537 |
0.7537 |
0.7549 |
0.7529 |
| S2 |
0.7521 |
0.7521 |
0.7545 |
|
| S3 |
0.7479 |
0.7495 |
0.7541 |
|
| S4 |
0.7437 |
0.7453 |
0.7530 |
|
|
| 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 |
0.7730 |
0.7547 |
0.0183 |
2.4% |
0.0059 |
0.8% |
3% |
False |
True |
106,989 |
| 10 |
0.7813 |
0.7547 |
0.0266 |
3.5% |
0.0056 |
0.7% |
2% |
False |
True |
96,650 |
| 20 |
0.7813 |
0.7547 |
0.0266 |
3.5% |
0.0053 |
0.7% |
2% |
False |
True |
89,903 |
| 40 |
0.7921 |
0.7547 |
0.0374 |
5.0% |
0.0058 |
0.8% |
2% |
False |
True |
74,976 |
| 60 |
0.8111 |
0.7547 |
0.0564 |
7.5% |
0.0064 |
0.8% |
1% |
False |
True |
50,116 |
| 80 |
0.8130 |
0.7547 |
0.0583 |
7.7% |
0.0062 |
0.8% |
1% |
False |
True |
37,620 |
| 100 |
0.8130 |
0.7501 |
0.0629 |
8.3% |
0.0055 |
0.7% |
8% |
False |
False |
30,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7699 |
|
1.618 |
0.7657 |
|
1.000 |
0.7631 |
|
0.618 |
0.7615 |
|
HIGH |
0.7589 |
|
0.618 |
0.7573 |
|
0.500 |
0.7568 |
|
0.382 |
0.7563 |
|
LOW |
0.7547 |
|
0.618 |
0.7521 |
|
1.000 |
0.7505 |
|
1.618 |
0.7479 |
|
2.618 |
0.7437 |
|
4.250 |
0.7369 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7584 |
| PP |
0.7563 |
0.7574 |
| S1 |
0.7558 |
0.7563 |
|