CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7441 |
-0.0033 |
-0.4% |
0.7593 |
| High |
0.7480 |
0.7454 |
-0.0026 |
-0.3% |
0.7624 |
| Low |
0.7439 |
0.7426 |
-0.0013 |
-0.2% |
0.7439 |
| Close |
0.7449 |
0.7431 |
-0.0018 |
-0.2% |
0.7449 |
| Range |
0.0041 |
0.0028 |
-0.0013 |
-31.7% |
0.0185 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
30,190 |
1,464 |
-28,726 |
-95.2% |
459,671 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7504 |
0.7446 |
|
| R3 |
0.7493 |
0.7476 |
0.7439 |
|
| R2 |
0.7465 |
0.7465 |
0.7436 |
|
| R1 |
0.7448 |
0.7448 |
0.7434 |
0.7443 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7434 |
| S1 |
0.7420 |
0.7420 |
0.7428 |
0.7414 |
| S2 |
0.7409 |
0.7409 |
0.7426 |
|
| S3 |
0.7381 |
0.7392 |
0.7423 |
|
| S4 |
0.7353 |
0.7364 |
0.7416 |
|
|
| 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 |
0.7426 |
0.0198 |
2.7% |
0.0063 |
0.8% |
3% |
False |
True |
80,012 |
| 10 |
0.7678 |
0.7426 |
0.0252 |
3.4% |
0.0060 |
0.8% |
2% |
False |
True |
87,679 |
| 20 |
0.7678 |
0.7426 |
0.0252 |
3.4% |
0.0063 |
0.9% |
2% |
False |
True |
102,048 |
| 40 |
0.7683 |
0.7413 |
0.0270 |
3.6% |
0.0062 |
0.8% |
7% |
False |
False |
106,970 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.4% |
0.0059 |
0.8% |
5% |
False |
False |
100,831 |
| 80 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
4% |
False |
False |
85,619 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0064 |
0.9% |
3% |
False |
False |
68,564 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0061 |
0.8% |
3% |
False |
False |
57,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7573 |
|
2.618 |
0.7527 |
|
1.618 |
0.7499 |
|
1.000 |
0.7482 |
|
0.618 |
0.7471 |
|
HIGH |
0.7454 |
|
0.618 |
0.7443 |
|
0.500 |
0.7440 |
|
0.382 |
0.7437 |
|
LOW |
0.7426 |
|
0.618 |
0.7409 |
|
1.000 |
0.7398 |
|
1.618 |
0.7381 |
|
2.618 |
0.7353 |
|
4.250 |
0.7307 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7505 |
| PP |
0.7437 |
0.7480 |
| S1 |
0.7434 |
0.7456 |
|