CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7624 |
-0.0046 |
-0.6% |
0.7571 |
| High |
0.7673 |
0.7628 |
-0.0045 |
-0.6% |
0.7678 |
| Low |
0.7613 |
0.7561 |
-0.0052 |
-0.7% |
0.7561 |
| Close |
0.7621 |
0.7601 |
-0.0020 |
-0.3% |
0.7601 |
| Range |
0.0060 |
0.0067 |
0.0007 |
11.7% |
0.0117 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
101,509 |
97,059 |
-4,450 |
-4.4% |
529,272 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7798 |
0.7766 |
0.7638 |
|
| R3 |
0.7731 |
0.7699 |
0.7619 |
|
| R2 |
0.7664 |
0.7664 |
0.7613 |
|
| R1 |
0.7632 |
0.7632 |
0.7607 |
0.7615 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7588 |
| S1 |
0.7565 |
0.7565 |
0.7595 |
0.7548 |
| S2 |
0.7530 |
0.7530 |
0.7589 |
|
| S3 |
0.7463 |
0.7498 |
0.7583 |
|
| S4 |
0.7396 |
0.7431 |
0.7564 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7900 |
0.7665 |
|
| R3 |
0.7847 |
0.7783 |
0.7633 |
|
| R2 |
0.7730 |
0.7730 |
0.7622 |
|
| R1 |
0.7666 |
0.7666 |
0.7612 |
0.7698 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7630 |
| S1 |
0.7549 |
0.7549 |
0.7590 |
0.7581 |
| S2 |
0.7496 |
0.7496 |
0.7580 |
|
| S3 |
0.7379 |
0.7432 |
0.7569 |
|
| S4 |
0.7262 |
0.7315 |
0.7537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7678 |
0.7561 |
0.0117 |
1.5% |
0.0071 |
0.9% |
34% |
False |
True |
105,854 |
| 10 |
0.7678 |
0.7477 |
0.0201 |
2.6% |
0.0069 |
0.9% |
62% |
False |
False |
110,464 |
| 20 |
0.7678 |
0.7448 |
0.0230 |
3.0% |
0.0063 |
0.8% |
67% |
False |
False |
110,294 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0062 |
0.8% |
47% |
False |
False |
108,833 |
| 60 |
0.7889 |
0.7413 |
0.0476 |
6.3% |
0.0062 |
0.8% |
39% |
False |
False |
104,456 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0063 |
0.8% |
33% |
False |
False |
79,873 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
26% |
False |
False |
63,957 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0059 |
0.8% |
26% |
False |
False |
53,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7913 |
|
2.618 |
0.7803 |
|
1.618 |
0.7736 |
|
1.000 |
0.7695 |
|
0.618 |
0.7669 |
|
HIGH |
0.7628 |
|
0.618 |
0.7602 |
|
0.500 |
0.7595 |
|
0.382 |
0.7587 |
|
LOW |
0.7561 |
|
0.618 |
0.7520 |
|
1.000 |
0.7494 |
|
1.618 |
0.7453 |
|
2.618 |
0.7386 |
|
4.250 |
0.7276 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7620 |
| PP |
0.7597 |
0.7613 |
| S1 |
0.7595 |
0.7607 |
|