CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7578 |
0.0003 |
0.0% |
0.7571 |
| High |
0.7609 |
0.7584 |
-0.0025 |
-0.3% |
0.7678 |
| Low |
0.7530 |
0.7476 |
-0.0054 |
-0.7% |
0.7561 |
| Close |
0.7558 |
0.7484 |
-0.0074 |
-1.0% |
0.7601 |
| Range |
0.0079 |
0.0108 |
0.0029 |
36.7% |
0.0117 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
5.1% |
0.0000 |
| Volume |
152,179 |
127,289 |
-24,890 |
-16.4% |
529,272 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7769 |
0.7543 |
|
| R3 |
0.7731 |
0.7661 |
0.7514 |
|
| R2 |
0.7623 |
0.7623 |
0.7504 |
|
| R1 |
0.7553 |
0.7553 |
0.7494 |
0.7534 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7505 |
| S1 |
0.7445 |
0.7445 |
0.7474 |
0.7426 |
| S2 |
0.7407 |
0.7407 |
0.7464 |
|
| S3 |
0.7299 |
0.7337 |
0.7454 |
|
| S4 |
0.7191 |
0.7229 |
0.7425 |
|
|
| 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 |
0.7628 |
0.7476 |
0.0152 |
2.0% |
0.0068 |
0.9% |
5% |
False |
True |
105,308 |
| 10 |
0.7678 |
0.7476 |
0.0202 |
2.7% |
0.0069 |
0.9% |
4% |
False |
True |
105,244 |
| 20 |
0.7678 |
0.7476 |
0.0202 |
2.7% |
0.0064 |
0.9% |
4% |
False |
True |
110,290 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0065 |
0.9% |
18% |
False |
False |
111,710 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0062 |
0.8% |
18% |
False |
False |
104,997 |
| 80 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0061 |
0.8% |
14% |
False |
False |
85,228 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0065 |
0.9% |
10% |
False |
False |
68,250 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0061 |
0.8% |
10% |
False |
False |
56,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7867 |
|
1.618 |
0.7759 |
|
1.000 |
0.7692 |
|
0.618 |
0.7651 |
|
HIGH |
0.7584 |
|
0.618 |
0.7543 |
|
0.500 |
0.7530 |
|
0.382 |
0.7517 |
|
LOW |
0.7476 |
|
0.618 |
0.7409 |
|
1.000 |
0.7368 |
|
1.618 |
0.7301 |
|
2.618 |
0.7193 |
|
4.250 |
0.7017 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7550 |
| PP |
0.7515 |
0.7528 |
| S1 |
0.7499 |
0.7506 |
|