CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7650 |
0.0079 |
1.0% |
0.7560 |
| High |
0.7667 |
0.7657 |
-0.0010 |
-0.1% |
0.7593 |
| Low |
0.7561 |
0.7595 |
0.0034 |
0.4% |
0.7477 |
| Close |
0.7654 |
0.7615 |
-0.0039 |
-0.5% |
0.7570 |
| Range |
0.0106 |
0.0062 |
-0.0044 |
-41.5% |
0.0116 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
113,616 |
116,493 |
2,877 |
2.5% |
490,295 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7774 |
0.7649 |
|
| R3 |
0.7746 |
0.7712 |
0.7632 |
|
| R2 |
0.7684 |
0.7684 |
0.7626 |
|
| R1 |
0.7650 |
0.7650 |
0.7621 |
0.7636 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7616 |
| S1 |
0.7588 |
0.7588 |
0.7609 |
0.7574 |
| S2 |
0.7560 |
0.7560 |
0.7604 |
|
| S3 |
0.7498 |
0.7526 |
0.7598 |
|
| S4 |
0.7436 |
0.7464 |
0.7581 |
|
|
| 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% |
0.0075 |
1.0% |
73% |
False |
False |
113,595 |
| 10 |
0.7667 |
0.7477 |
0.0190 |
2.5% |
0.0065 |
0.8% |
73% |
False |
False |
116,134 |
| 20 |
0.7667 |
0.7413 |
0.0254 |
3.3% |
0.0065 |
0.9% |
80% |
False |
False |
114,470 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
51% |
False |
False |
107,863 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0061 |
0.8% |
40% |
False |
False |
101,217 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0062 |
0.8% |
35% |
False |
False |
76,147 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
28% |
False |
False |
60,967 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0058 |
0.8% |
28% |
False |
False |
50,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7819 |
|
1.618 |
0.7757 |
|
1.000 |
0.7719 |
|
0.618 |
0.7695 |
|
HIGH |
0.7657 |
|
0.618 |
0.7633 |
|
0.500 |
0.7626 |
|
0.382 |
0.7619 |
|
LOW |
0.7595 |
|
0.618 |
0.7557 |
|
1.000 |
0.7533 |
|
1.618 |
0.7495 |
|
2.618 |
0.7433 |
|
4.250 |
0.7332 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7607 |
| PP |
0.7622 |
0.7599 |
| S1 |
0.7619 |
0.7591 |
|