CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7571 |
0.0003 |
0.0% |
0.7560 |
| High |
0.7574 |
0.7667 |
0.0093 |
1.2% |
0.7593 |
| Low |
0.7514 |
0.7561 |
0.0047 |
0.6% |
0.7477 |
| Close |
0.7570 |
0.7654 |
0.0084 |
1.1% |
0.7570 |
| Range |
0.0060 |
0.0106 |
0.0046 |
76.7% |
0.0116 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.2% |
0.0000 |
| Volume |
93,695 |
113,616 |
19,921 |
21.3% |
490,295 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7906 |
0.7712 |
|
| R3 |
0.7839 |
0.7800 |
0.7683 |
|
| R2 |
0.7733 |
0.7733 |
0.7673 |
|
| R1 |
0.7694 |
0.7694 |
0.7664 |
0.7714 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7637 |
| S1 |
0.7588 |
0.7588 |
0.7644 |
0.7608 |
| S2 |
0.7521 |
0.7521 |
0.7635 |
|
| S3 |
0.7415 |
0.7482 |
0.7625 |
|
| S4 |
0.7309 |
0.7376 |
0.7596 |
|
|
| 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 |
0.7667 |
0.7477 |
0.0190 |
2.5% |
0.0079 |
1.0% |
93% |
True |
False |
120,782 |
| 10 |
0.7667 |
0.7477 |
0.0190 |
2.5% |
0.0067 |
0.9% |
93% |
True |
False |
116,417 |
| 20 |
0.7667 |
0.7413 |
0.0254 |
3.3% |
0.0065 |
0.8% |
95% |
True |
False |
112,654 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.2% |
0.0061 |
0.8% |
60% |
False |
False |
107,082 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.6% |
0.0061 |
0.8% |
47% |
False |
False |
99,363 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0062 |
0.8% |
42% |
False |
False |
74,701 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
34% |
False |
False |
59,805 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0058 |
0.8% |
34% |
False |
False |
49,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8118 |
|
2.618 |
0.7945 |
|
1.618 |
0.7839 |
|
1.000 |
0.7773 |
|
0.618 |
0.7733 |
|
HIGH |
0.7667 |
|
0.618 |
0.7627 |
|
0.500 |
0.7614 |
|
0.382 |
0.7601 |
|
LOW |
0.7561 |
|
0.618 |
0.7495 |
|
1.000 |
0.7455 |
|
1.618 |
0.7389 |
|
2.618 |
0.7283 |
|
4.250 |
0.7111 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7633 |
| PP |
0.7627 |
0.7612 |
| S1 |
0.7614 |
0.7591 |
|