CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7674 |
0.0050 |
0.7% |
0.7561 |
| High |
0.7682 |
0.7678 |
-0.0004 |
-0.1% |
0.7597 |
| Low |
0.7622 |
0.7618 |
-0.0004 |
-0.1% |
0.7482 |
| Close |
0.7670 |
0.7625 |
-0.0045 |
-0.6% |
0.7575 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0115 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
3,395 |
5,692 |
2,297 |
67.7% |
4,586 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7820 |
0.7783 |
0.7658 |
|
| R3 |
0.7760 |
0.7723 |
0.7641 |
|
| R2 |
0.7700 |
0.7700 |
0.7636 |
|
| R1 |
0.7663 |
0.7663 |
0.7630 |
0.7652 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7635 |
| S1 |
0.7603 |
0.7603 |
0.7620 |
0.7592 |
| S2 |
0.7580 |
0.7580 |
0.7614 |
|
| S3 |
0.7520 |
0.7543 |
0.7609 |
|
| S4 |
0.7460 |
0.7483 |
0.7592 |
|
|
| 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% |
0.0069 |
0.9% |
65% |
False |
False |
2,698 |
| 10 |
0.7682 |
0.7482 |
0.0200 |
2.6% |
0.0065 |
0.8% |
71% |
False |
False |
1,777 |
| 20 |
0.7682 |
0.7457 |
0.0225 |
3.0% |
0.0060 |
0.8% |
75% |
False |
False |
1,086 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0056 |
0.7% |
52% |
False |
False |
603 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0053 |
0.7% |
42% |
False |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7933 |
|
2.618 |
0.7835 |
|
1.618 |
0.7775 |
|
1.000 |
0.7738 |
|
0.618 |
0.7715 |
|
HIGH |
0.7678 |
|
0.618 |
0.7655 |
|
0.500 |
0.7648 |
|
0.382 |
0.7641 |
|
LOW |
0.7618 |
|
0.618 |
0.7581 |
|
1.000 |
0.7558 |
|
1.618 |
0.7521 |
|
2.618 |
0.7461 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7641 |
| PP |
0.7640 |
0.7636 |
| S1 |
0.7633 |
0.7630 |
|