CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7617 |
-0.0033 |
-0.4% |
0.7560 |
| High |
0.7657 |
0.7678 |
0.0021 |
0.3% |
0.7593 |
| Low |
0.7595 |
0.7616 |
0.0021 |
0.3% |
0.7477 |
| Close |
0.7615 |
0.7665 |
0.0050 |
0.7% |
0.7570 |
| Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0116 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,493 |
100,595 |
-15,898 |
-13.6% |
490,295 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7814 |
0.7699 |
|
| R3 |
0.7777 |
0.7752 |
0.7682 |
|
| R2 |
0.7715 |
0.7715 |
0.7676 |
|
| R1 |
0.7690 |
0.7690 |
0.7671 |
0.7703 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7659 |
| S1 |
0.7628 |
0.7628 |
0.7659 |
0.7641 |
| S2 |
0.7591 |
0.7591 |
0.7654 |
|
| S3 |
0.7529 |
0.7566 |
0.7648 |
|
| S4 |
0.7467 |
0.7504 |
0.7631 |
|
|
| 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 |
0.7678 |
0.7514 |
0.0164 |
2.1% |
0.0066 |
0.9% |
92% |
True |
False |
107,018 |
| 10 |
0.7678 |
0.7477 |
0.0201 |
2.6% |
0.0067 |
0.9% |
94% |
True |
False |
115,763 |
| 20 |
0.7678 |
0.7413 |
0.0265 |
3.5% |
0.0064 |
0.8% |
95% |
True |
False |
112,366 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.2% |
0.0061 |
0.8% |
63% |
False |
False |
107,684 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.6% |
0.0061 |
0.8% |
50% |
False |
False |
102,622 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0062 |
0.8% |
44% |
False |
False |
77,400 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
35% |
False |
False |
61,973 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0058 |
0.8% |
35% |
False |
False |
51,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7942 |
|
2.618 |
0.7840 |
|
1.618 |
0.7778 |
|
1.000 |
0.7740 |
|
0.618 |
0.7716 |
|
HIGH |
0.7678 |
|
0.618 |
0.7654 |
|
0.500 |
0.7647 |
|
0.382 |
0.7640 |
|
LOW |
0.7616 |
|
0.618 |
0.7578 |
|
1.000 |
0.7554 |
|
1.618 |
0.7516 |
|
2.618 |
0.7454 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7650 |
| PP |
0.7653 |
0.7635 |
| S1 |
0.7647 |
0.7620 |
|