CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7474 |
-0.0104 |
-1.4% |
0.7593 |
| High |
0.7584 |
0.7480 |
-0.0104 |
-1.4% |
0.7624 |
| Low |
0.7476 |
0.7439 |
-0.0037 |
-0.5% |
0.7439 |
| Close |
0.7484 |
0.7449 |
-0.0035 |
-0.5% |
0.7449 |
| Range |
0.0108 |
0.0041 |
-0.0067 |
-62.0% |
0.0185 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
127,289 |
30,190 |
-97,099 |
-76.3% |
459,671 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7555 |
0.7472 |
|
| R3 |
0.7538 |
0.7514 |
0.7460 |
|
| R2 |
0.7497 |
0.7497 |
0.7457 |
|
| R1 |
0.7473 |
0.7473 |
0.7453 |
0.7465 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7452 |
| S1 |
0.7432 |
0.7432 |
0.7445 |
0.7424 |
| S2 |
0.7415 |
0.7415 |
0.7441 |
|
| S3 |
0.7374 |
0.7391 |
0.7438 |
|
| S4 |
0.7333 |
0.7350 |
0.7426 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.7939 |
0.7551 |
|
| R3 |
0.7874 |
0.7754 |
0.7500 |
|
| R2 |
0.7689 |
0.7689 |
0.7483 |
|
| R1 |
0.7569 |
0.7569 |
0.7466 |
0.7537 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7488 |
| S1 |
0.7384 |
0.7384 |
0.7432 |
0.7352 |
| S2 |
0.7319 |
0.7319 |
0.7415 |
|
| S3 |
0.7134 |
0.7199 |
0.7398 |
|
| S4 |
0.6949 |
0.7014 |
0.7347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7624 |
0.7439 |
0.0185 |
2.5% |
0.0063 |
0.8% |
5% |
False |
True |
91,934 |
| 10 |
0.7678 |
0.7439 |
0.0239 |
3.2% |
0.0067 |
0.9% |
4% |
False |
True |
98,894 |
| 20 |
0.7678 |
0.7439 |
0.0239 |
3.2% |
0.0064 |
0.9% |
4% |
False |
True |
106,357 |
| 40 |
0.7730 |
0.7413 |
0.0317 |
4.3% |
0.0063 |
0.8% |
11% |
False |
False |
109,536 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.4% |
0.0061 |
0.8% |
9% |
False |
False |
103,123 |
| 80 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0061 |
0.8% |
7% |
False |
False |
85,603 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0064 |
0.9% |
5% |
False |
False |
68,551 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0061 |
0.8% |
5% |
False |
False |
57,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7654 |
|
2.618 |
0.7587 |
|
1.618 |
0.7546 |
|
1.000 |
0.7521 |
|
0.618 |
0.7505 |
|
HIGH |
0.7480 |
|
0.618 |
0.7464 |
|
0.500 |
0.7460 |
|
0.382 |
0.7455 |
|
LOW |
0.7439 |
|
0.618 |
0.7414 |
|
1.000 |
0.7398 |
|
1.618 |
0.7373 |
|
2.618 |
0.7332 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7460 |
0.7524 |
| PP |
0.7456 |
0.7499 |
| S1 |
0.7453 |
0.7474 |
|