CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7630 |
-0.0044 |
-0.6% |
0.7577 |
| High |
0.7678 |
0.7632 |
-0.0046 |
-0.6% |
0.7682 |
| Low |
0.7618 |
0.7565 |
-0.0053 |
-0.7% |
0.7565 |
| Close |
0.7625 |
0.7605 |
-0.0020 |
-0.3% |
0.7605 |
| Range |
0.0060 |
0.0067 |
0.0007 |
11.7% |
0.0117 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
| Volume |
5,692 |
6,290 |
598 |
10.5% |
18,626 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7770 |
0.7642 |
|
| R3 |
0.7735 |
0.7703 |
0.7623 |
|
| R2 |
0.7668 |
0.7668 |
0.7617 |
|
| R1 |
0.7636 |
0.7636 |
0.7611 |
0.7619 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7592 |
| S1 |
0.7569 |
0.7569 |
0.7599 |
0.7552 |
| S2 |
0.7534 |
0.7534 |
0.7593 |
|
| S3 |
0.7467 |
0.7502 |
0.7587 |
|
| S4 |
0.7400 |
0.7435 |
0.7568 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7904 |
0.7669 |
|
| R3 |
0.7851 |
0.7787 |
0.7637 |
|
| R2 |
0.7734 |
0.7734 |
0.7626 |
|
| R1 |
0.7670 |
0.7670 |
0.7616 |
0.7702 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7634 |
| S1 |
0.7553 |
0.7553 |
0.7594 |
0.7585 |
| S2 |
0.7500 |
0.7500 |
0.7584 |
|
| S3 |
0.7383 |
0.7436 |
0.7573 |
|
| S4 |
0.7266 |
0.7319 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7682 |
0.7565 |
0.0117 |
1.5% |
0.0071 |
0.9% |
34% |
False |
True |
3,725 |
| 10 |
0.7682 |
0.7482 |
0.0200 |
2.6% |
0.0068 |
0.9% |
61% |
False |
False |
2,345 |
| 20 |
0.7682 |
0.7457 |
0.0225 |
3.0% |
0.0059 |
0.8% |
66% |
False |
False |
1,396 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0057 |
0.8% |
47% |
False |
False |
760 |
| 60 |
0.7820 |
0.7420 |
0.0400 |
5.3% |
0.0054 |
0.7% |
46% |
False |
False |
525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7917 |
|
2.618 |
0.7807 |
|
1.618 |
0.7740 |
|
1.000 |
0.7699 |
|
0.618 |
0.7673 |
|
HIGH |
0.7632 |
|
0.618 |
0.7606 |
|
0.500 |
0.7599 |
|
0.382 |
0.7591 |
|
LOW |
0.7565 |
|
0.618 |
0.7524 |
|
1.000 |
0.7498 |
|
1.618 |
0.7457 |
|
2.618 |
0.7390 |
|
4.250 |
0.7280 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7603 |
0.7624 |
| PP |
0.7601 |
0.7617 |
| S1 |
0.7599 |
0.7611 |
|