CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7553 |
0.7582 |
0.0029 |
0.4% |
0.7667 |
| High |
0.7585 |
0.7583 |
-0.0002 |
0.0% |
0.7683 |
| Low |
0.7532 |
0.7526 |
-0.0006 |
-0.1% |
0.7532 |
| Close |
0.7580 |
0.7530 |
-0.0050 |
-0.7% |
0.7580 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0151 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0000 |
| Volume |
109,599 |
94,084 |
-15,515 |
-14.2% |
540,437 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7717 |
0.7681 |
0.7561 |
|
| R3 |
0.7660 |
0.7624 |
0.7546 |
|
| R2 |
0.7603 |
0.7603 |
0.7540 |
|
| R1 |
0.7567 |
0.7567 |
0.7535 |
0.7557 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7541 |
| S1 |
0.7510 |
0.7510 |
0.7525 |
0.7500 |
| S2 |
0.7489 |
0.7489 |
0.7520 |
|
| S3 |
0.7432 |
0.7453 |
0.7514 |
|
| S4 |
0.7375 |
0.7396 |
0.7499 |
|
|
| 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 |
0.7621 |
0.7526 |
0.0095 |
1.3% |
0.0050 |
0.7% |
4% |
False |
True |
106,766 |
| 10 |
0.7813 |
0.7526 |
0.0287 |
3.8% |
0.0059 |
0.8% |
1% |
False |
True |
101,554 |
| 20 |
0.7813 |
0.7526 |
0.0287 |
3.8% |
0.0054 |
0.7% |
1% |
False |
True |
93,736 |
| 40 |
0.7921 |
0.7526 |
0.0395 |
5.2% |
0.0059 |
0.8% |
1% |
False |
True |
80,010 |
| 60 |
0.8039 |
0.7526 |
0.0513 |
6.8% |
0.0063 |
0.8% |
1% |
False |
True |
53,499 |
| 80 |
0.8130 |
0.7526 |
0.0604 |
8.0% |
0.0062 |
0.8% |
1% |
False |
True |
40,162 |
| 100 |
0.8130 |
0.7501 |
0.0629 |
8.4% |
0.0056 |
0.7% |
5% |
False |
False |
32,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7732 |
|
1.618 |
0.7675 |
|
1.000 |
0.7640 |
|
0.618 |
0.7618 |
|
HIGH |
0.7583 |
|
0.618 |
0.7561 |
|
0.500 |
0.7555 |
|
0.382 |
0.7548 |
|
LOW |
0.7526 |
|
0.618 |
0.7491 |
|
1.000 |
0.7469 |
|
1.618 |
0.7434 |
|
2.618 |
0.7377 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7555 |
0.7558 |
| PP |
0.7546 |
0.7548 |
| S1 |
0.7538 |
0.7539 |
|