CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7659 |
0.0082 |
1.1% |
0.7561 |
| High |
0.7673 |
0.7661 |
-0.0012 |
-0.2% |
0.7597 |
| Low |
0.7567 |
0.7600 |
0.0033 |
0.4% |
0.7482 |
| Close |
0.7659 |
0.7620 |
-0.0039 |
-0.5% |
0.7575 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0115 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,102 |
1,147 |
-955 |
-45.4% |
4,586 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7776 |
0.7654 |
|
| R3 |
0.7749 |
0.7715 |
0.7637 |
|
| R2 |
0.7688 |
0.7688 |
0.7631 |
|
| R1 |
0.7654 |
0.7654 |
0.7626 |
0.7641 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7620 |
| S1 |
0.7593 |
0.7593 |
0.7614 |
0.7580 |
| S2 |
0.7566 |
0.7566 |
0.7609 |
|
| S3 |
0.7505 |
0.7532 |
0.7603 |
|
| S4 |
0.7444 |
0.7471 |
0.7586 |
|
|
| 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 |
0.7673 |
0.7482 |
0.0191 |
2.5% |
0.0073 |
1.0% |
72% |
False |
False |
1,374 |
| 10 |
0.7673 |
0.7482 |
0.0191 |
2.5% |
0.0062 |
0.8% |
72% |
False |
False |
1,079 |
| 20 |
0.7673 |
0.7420 |
0.0253 |
3.3% |
0.0061 |
0.8% |
79% |
False |
False |
643 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0055 |
0.7% |
51% |
False |
False |
379 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0052 |
0.7% |
41% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7821 |
|
1.618 |
0.7760 |
|
1.000 |
0.7722 |
|
0.618 |
0.7699 |
|
HIGH |
0.7661 |
|
0.618 |
0.7638 |
|
0.500 |
0.7631 |
|
0.382 |
0.7623 |
|
LOW |
0.7600 |
|
0.618 |
0.7562 |
|
1.000 |
0.7539 |
|
1.618 |
0.7501 |
|
2.618 |
0.7440 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7612 |
| PP |
0.7627 |
0.7604 |
| S1 |
0.7624 |
0.7597 |
|