CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7578 |
-0.0005 |
-0.1% |
0.7561 |
| High |
0.7597 |
0.7578 |
-0.0019 |
-0.3% |
0.7597 |
| Low |
0.7559 |
0.7520 |
-0.0039 |
-0.5% |
0.7482 |
| Close |
0.7572 |
0.7575 |
0.0003 |
0.0% |
0.7575 |
| Range |
0.0038 |
0.0058 |
0.0020 |
52.6% |
0.0115 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,155 |
1,154 |
-1 |
-0.1% |
4,586 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7711 |
0.7607 |
|
| R3 |
0.7674 |
0.7653 |
0.7591 |
|
| R2 |
0.7616 |
0.7616 |
0.7586 |
|
| R1 |
0.7595 |
0.7595 |
0.7580 |
0.7577 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7548 |
| S1 |
0.7537 |
0.7537 |
0.7570 |
0.7519 |
| S2 |
0.7500 |
0.7500 |
0.7564 |
|
| S3 |
0.7442 |
0.7479 |
0.7559 |
|
| S4 |
0.7384 |
0.7421 |
0.7543 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7851 |
0.7638 |
|
| R3 |
0.7781 |
0.7736 |
0.7607 |
|
| R2 |
0.7666 |
0.7666 |
0.7596 |
|
| R1 |
0.7621 |
0.7621 |
0.7586 |
0.7644 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7563 |
| S1 |
0.7506 |
0.7506 |
0.7564 |
0.7529 |
| S2 |
0.7436 |
0.7436 |
0.7554 |
|
| S3 |
0.7321 |
0.7391 |
0.7543 |
|
| S4 |
0.7206 |
0.7276 |
0.7512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7482 |
0.0115 |
1.5% |
0.0065 |
0.9% |
81% |
False |
False |
965 |
| 10 |
0.7610 |
0.7482 |
0.0128 |
1.7% |
0.0057 |
0.7% |
73% |
False |
False |
841 |
| 20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0058 |
0.8% |
82% |
False |
False |
487 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0054 |
0.7% |
39% |
False |
False |
301 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0050 |
0.7% |
32% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7730 |
|
1.618 |
0.7672 |
|
1.000 |
0.7636 |
|
0.618 |
0.7614 |
|
HIGH |
0.7578 |
|
0.618 |
0.7556 |
|
0.500 |
0.7549 |
|
0.382 |
0.7542 |
|
LOW |
0.7520 |
|
0.618 |
0.7484 |
|
1.000 |
0.7462 |
|
1.618 |
0.7426 |
|
2.618 |
0.7368 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7563 |
| PP |
0.7558 |
0.7551 |
| S1 |
0.7549 |
0.7540 |
|