CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7617 |
0.7670 |
0.0053 |
0.7% |
0.7560 |
High |
0.7678 |
0.7673 |
-0.0005 |
-0.1% |
0.7593 |
Low |
0.7616 |
0.7613 |
-0.0003 |
0.0% |
0.7477 |
Close |
0.7665 |
0.7621 |
-0.0044 |
-0.6% |
0.7570 |
Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0116 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
Volume |
100,595 |
101,509 |
914 |
0.9% |
490,295 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7816 |
0.7778 |
0.7654 |
|
R3 |
0.7756 |
0.7718 |
0.7638 |
|
R2 |
0.7696 |
0.7696 |
0.7632 |
|
R1 |
0.7658 |
0.7658 |
0.7627 |
0.7647 |
PP |
0.7636 |
0.7636 |
0.7636 |
0.7630 |
S1 |
0.7598 |
0.7598 |
0.7616 |
0.7587 |
S2 |
0.7576 |
0.7576 |
0.7610 |
|
S3 |
0.7516 |
0.7538 |
0.7605 |
|
S4 |
0.7456 |
0.7478 |
0.7588 |
|
|
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 |
2.2% |
0.0070 |
0.9% |
65% |
False |
False |
105,181 |
10 |
0.7678 |
0.7477 |
0.0201 |
2.6% |
0.0067 |
0.9% |
72% |
False |
False |
110,991 |
20 |
0.7678 |
0.7448 |
0.0230 |
3.0% |
0.0064 |
0.8% |
75% |
False |
False |
111,739 |
40 |
0.7813 |
0.7413 |
0.0400 |
5.2% |
0.0061 |
0.8% |
52% |
False |
False |
108,087 |
60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0062 |
0.8% |
41% |
False |
False |
103,875 |
80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0062 |
0.8% |
36% |
False |
False |
78,664 |
100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
29% |
False |
False |
62,988 |
120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0059 |
0.8% |
29% |
False |
False |
52,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7928 |
2.618 |
0.7830 |
1.618 |
0.7770 |
1.000 |
0.7733 |
0.618 |
0.7710 |
HIGH |
0.7673 |
0.618 |
0.7650 |
0.500 |
0.7643 |
0.382 |
0.7636 |
LOW |
0.7613 |
0.618 |
0.7576 |
1.000 |
0.7553 |
1.618 |
0.7516 |
2.618 |
0.7456 |
4.250 |
0.7358 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7643 |
0.7637 |
PP |
0.7636 |
0.7631 |
S1 |
0.7628 |
0.7626 |
|