CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7659 |
0.7624 |
-0.0035 |
-0.5% |
0.7561 |
| High |
0.7661 |
0.7682 |
0.0021 |
0.3% |
0.7597 |
| Low |
0.7600 |
0.7622 |
0.0022 |
0.3% |
0.7482 |
| Close |
0.7620 |
0.7670 |
0.0050 |
0.7% |
0.7575 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0115 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,147 |
3,395 |
2,248 |
196.0% |
4,586 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7814 |
0.7703 |
|
| R3 |
0.7778 |
0.7754 |
0.7686 |
|
| R2 |
0.7718 |
0.7718 |
0.7681 |
|
| R1 |
0.7694 |
0.7694 |
0.7675 |
0.7706 |
| PP |
0.7658 |
0.7658 |
0.7658 |
0.7664 |
| S1 |
0.7634 |
0.7634 |
0.7665 |
0.7646 |
| S2 |
0.7598 |
0.7598 |
0.7659 |
|
| S3 |
0.7538 |
0.7574 |
0.7654 |
|
| S4 |
0.7478 |
0.7514 |
0.7637 |
|
|
| 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 |
0.7682 |
0.7520 |
0.0162 |
2.1% |
0.0065 |
0.8% |
93% |
True |
False |
1,790 |
| 10 |
0.7682 |
0.7482 |
0.0200 |
2.6% |
0.0064 |
0.8% |
94% |
True |
False |
1,388 |
| 20 |
0.7682 |
0.7420 |
0.0262 |
3.4% |
0.0060 |
0.8% |
95% |
True |
False |
805 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.1% |
0.0055 |
0.7% |
63% |
False |
False |
462 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.3% |
0.0053 |
0.7% |
52% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7937 |
|
2.618 |
0.7839 |
|
1.618 |
0.7779 |
|
1.000 |
0.7742 |
|
0.618 |
0.7719 |
|
HIGH |
0.7682 |
|
0.618 |
0.7659 |
|
0.500 |
0.7652 |
|
0.382 |
0.7645 |
|
LOW |
0.7622 |
|
0.618 |
0.7585 |
|
1.000 |
0.7562 |
|
1.618 |
0.7525 |
|
2.618 |
0.7465 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7655 |
| PP |
0.7658 |
0.7640 |
| S1 |
0.7652 |
0.7625 |
|