CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7568 |
-0.0008 |
-0.1% |
0.7560 |
| High |
0.7593 |
0.7574 |
-0.0019 |
-0.3% |
0.7593 |
| Low |
0.7554 |
0.7514 |
-0.0040 |
-0.5% |
0.7477 |
| Close |
0.7567 |
0.7570 |
0.0003 |
0.0% |
0.7570 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0116 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
110,693 |
93,695 |
-16,998 |
-15.4% |
490,295 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7711 |
0.7603 |
|
| R3 |
0.7673 |
0.7651 |
0.7586 |
|
| R2 |
0.7613 |
0.7613 |
0.7581 |
|
| R1 |
0.7591 |
0.7591 |
0.7575 |
0.7602 |
| PP |
0.7553 |
0.7553 |
0.7553 |
0.7558 |
| S1 |
0.7531 |
0.7531 |
0.7565 |
0.7542 |
| S2 |
0.7493 |
0.7493 |
0.7559 |
|
| S3 |
0.7433 |
0.7471 |
0.7554 |
|
| S4 |
0.7373 |
0.7411 |
0.7537 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7848 |
0.7634 |
|
| R3 |
0.7779 |
0.7732 |
0.7602 |
|
| R2 |
0.7663 |
0.7663 |
0.7591 |
|
| R1 |
0.7616 |
0.7616 |
0.7581 |
0.7640 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7558 |
| S1 |
0.7500 |
0.7500 |
0.7559 |
0.7524 |
| S2 |
0.7431 |
0.7431 |
0.7549 |
|
| S3 |
0.7315 |
0.7384 |
0.7538 |
|
| S4 |
0.7199 |
0.7268 |
0.7506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7593 |
0.7477 |
0.0116 |
1.5% |
0.0067 |
0.9% |
80% |
False |
False |
115,075 |
| 10 |
0.7607 |
0.7477 |
0.0130 |
1.7% |
0.0060 |
0.8% |
72% |
False |
False |
113,821 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0063 |
0.8% |
81% |
False |
False |
113,481 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0059 |
0.8% |
39% |
False |
False |
106,676 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0061 |
0.8% |
31% |
False |
False |
97,499 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0062 |
0.8% |
27% |
False |
False |
73,282 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0063 |
0.8% |
22% |
False |
False |
58,668 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0057 |
0.8% |
22% |
False |
False |
48,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7731 |
|
1.618 |
0.7671 |
|
1.000 |
0.7634 |
|
0.618 |
0.7611 |
|
HIGH |
0.7574 |
|
0.618 |
0.7551 |
|
0.500 |
0.7544 |
|
0.382 |
0.7537 |
|
LOW |
0.7514 |
|
0.618 |
0.7477 |
|
1.000 |
0.7454 |
|
1.618 |
0.7417 |
|
2.618 |
0.7357 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7558 |
| PP |
0.7553 |
0.7547 |
| S1 |
0.7544 |
0.7535 |
|