CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 27-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7553 |
-0.0012 |
-0.2% |
0.7667 |
High |
0.7589 |
0.7585 |
-0.0004 |
-0.1% |
0.7683 |
Low |
0.7547 |
0.7532 |
-0.0015 |
-0.2% |
0.7532 |
Close |
0.7553 |
0.7580 |
0.0027 |
0.4% |
0.7580 |
Range |
0.0042 |
0.0053 |
0.0011 |
26.2% |
0.0151 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
Volume |
115,949 |
109,599 |
-6,350 |
-5.5% |
540,437 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7725 |
0.7705 |
0.7609 |
|
R3 |
0.7672 |
0.7652 |
0.7595 |
|
R2 |
0.7619 |
0.7619 |
0.7590 |
|
R1 |
0.7599 |
0.7599 |
0.7585 |
0.7609 |
PP |
0.7566 |
0.7566 |
0.7566 |
0.7571 |
S1 |
0.7546 |
0.7546 |
0.7575 |
0.7556 |
S2 |
0.7513 |
0.7513 |
0.7570 |
|
S3 |
0.7460 |
0.7493 |
0.7565 |
|
S4 |
0.7407 |
0.7440 |
0.7551 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8051 |
0.7967 |
0.7663 |
|
R3 |
0.7900 |
0.7816 |
0.7622 |
|
R2 |
0.7749 |
0.7749 |
0.7608 |
|
R1 |
0.7665 |
0.7665 |
0.7594 |
0.7632 |
PP |
0.7598 |
0.7598 |
0.7598 |
0.7582 |
S1 |
0.7514 |
0.7514 |
0.7566 |
0.7481 |
S2 |
0.7447 |
0.7447 |
0.7552 |
|
S3 |
0.7296 |
0.7363 |
0.7538 |
|
S4 |
0.7145 |
0.7212 |
0.7497 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7683 |
0.7532 |
0.0151 |
2.0% |
0.0055 |
0.7% |
32% |
False |
True |
108,087 |
10 |
0.7813 |
0.7532 |
0.0281 |
3.7% |
0.0056 |
0.7% |
17% |
False |
True |
98,533 |
20 |
0.7813 |
0.7532 |
0.0281 |
3.7% |
0.0054 |
0.7% |
17% |
False |
True |
91,267 |
40 |
0.7921 |
0.7532 |
0.0389 |
5.1% |
0.0058 |
0.8% |
12% |
False |
True |
77,690 |
60 |
0.8064 |
0.7532 |
0.0532 |
7.0% |
0.0063 |
0.8% |
9% |
False |
True |
51,934 |
80 |
0.8130 |
0.7532 |
0.0598 |
7.9% |
0.0062 |
0.8% |
8% |
False |
True |
38,990 |
100 |
0.8130 |
0.7501 |
0.0629 |
8.3% |
0.0055 |
0.7% |
13% |
False |
False |
31,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7810 |
2.618 |
0.7724 |
1.618 |
0.7671 |
1.000 |
0.7638 |
0.618 |
0.7618 |
HIGH |
0.7585 |
0.618 |
0.7565 |
0.500 |
0.7559 |
0.382 |
0.7552 |
LOW |
0.7532 |
0.618 |
0.7499 |
1.000 |
0.7479 |
1.618 |
0.7446 |
2.618 |
0.7393 |
4.250 |
0.7307 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7573 |
0.7577 |
PP |
0.7566 |
0.7573 |
S1 |
0.7559 |
0.7570 |
|