CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7607 |
0.0014 |
0.2% |
0.7571 |
| High |
0.7622 |
0.7624 |
0.0002 |
0.0% |
0.7678 |
| Low |
0.7592 |
0.7566 |
-0.0026 |
-0.3% |
0.7561 |
| Close |
0.7605 |
0.7571 |
-0.0034 |
-0.4% |
0.7601 |
| Range |
0.0030 |
0.0058 |
0.0028 |
93.3% |
0.0117 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
61,072 |
88,941 |
27,869 |
45.6% |
529,272 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7724 |
0.7603 |
|
| R3 |
0.7703 |
0.7666 |
0.7587 |
|
| R2 |
0.7645 |
0.7645 |
0.7582 |
|
| R1 |
0.7608 |
0.7608 |
0.7576 |
0.7598 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7582 |
| S1 |
0.7550 |
0.7550 |
0.7566 |
0.7540 |
| S2 |
0.7529 |
0.7529 |
0.7560 |
|
| S3 |
0.7471 |
0.7492 |
0.7555 |
|
| S4 |
0.7413 |
0.7434 |
0.7539 |
|
|
| 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% |
0.0055 |
0.7% |
9% |
False |
False |
89,835 |
| 10 |
0.7678 |
0.7477 |
0.0201 |
2.7% |
0.0065 |
0.9% |
47% |
False |
False |
101,715 |
| 20 |
0.7678 |
0.7448 |
0.0230 |
3.0% |
0.0063 |
0.8% |
53% |
False |
False |
109,076 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0062 |
0.8% |
40% |
False |
False |
108,718 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0060 |
0.8% |
40% |
False |
False |
103,833 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0061 |
0.8% |
28% |
False |
False |
81,742 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.8% |
22% |
False |
False |
65,457 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0060 |
0.8% |
22% |
False |
False |
54,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7776 |
|
1.618 |
0.7718 |
|
1.000 |
0.7682 |
|
0.618 |
0.7660 |
|
HIGH |
0.7624 |
|
0.618 |
0.7602 |
|
0.500 |
0.7595 |
|
0.382 |
0.7588 |
|
LOW |
0.7566 |
|
0.618 |
0.7530 |
|
1.000 |
0.7508 |
|
1.618 |
0.7472 |
|
2.618 |
0.7414 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7595 |
| PP |
0.7587 |
0.7587 |
| S1 |
0.7579 |
0.7579 |
|