CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7599 |
-0.0031 |
-0.4% |
0.7577 |
| High |
0.7632 |
0.7627 |
-0.0005 |
-0.1% |
0.7682 |
| Low |
0.7565 |
0.7597 |
0.0032 |
0.4% |
0.7565 |
| Close |
0.7605 |
0.7609 |
0.0004 |
0.1% |
0.7605 |
| Range |
0.0067 |
0.0030 |
-0.0037 |
-55.2% |
0.0117 |
| ATR |
0.0061 |
0.0058 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
6,290 |
14,251 |
7,961 |
126.6% |
18,626 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7685 |
0.7626 |
|
| R3 |
0.7671 |
0.7655 |
0.7617 |
|
| R2 |
0.7641 |
0.7641 |
0.7615 |
|
| R1 |
0.7625 |
0.7625 |
0.7612 |
0.7633 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7615 |
| S1 |
0.7595 |
0.7595 |
0.7606 |
0.7603 |
| S2 |
0.7581 |
0.7581 |
0.7604 |
|
| S3 |
0.7551 |
0.7565 |
0.7601 |
|
| S4 |
0.7521 |
0.7535 |
0.7593 |
|
|
| 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% |
0.0056 |
0.7% |
38% |
False |
False |
6,155 |
| 10 |
0.7682 |
0.7482 |
0.0200 |
2.6% |
0.0066 |
0.9% |
64% |
False |
False |
3,746 |
| 20 |
0.7682 |
0.7457 |
0.0225 |
3.0% |
0.0059 |
0.8% |
68% |
False |
False |
2,103 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0057 |
0.7% |
48% |
False |
False |
1,116 |
| 60 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0054 |
0.7% |
48% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7754 |
|
2.618 |
0.7706 |
|
1.618 |
0.7676 |
|
1.000 |
0.7657 |
|
0.618 |
0.7646 |
|
HIGH |
0.7627 |
|
0.618 |
0.7616 |
|
0.500 |
0.7612 |
|
0.382 |
0.7608 |
|
LOW |
0.7597 |
|
0.618 |
0.7578 |
|
1.000 |
0.7567 |
|
1.618 |
0.7548 |
|
2.618 |
0.7518 |
|
4.250 |
0.7470 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7612 |
0.7622 |
| PP |
0.7611 |
0.7617 |
| S1 |
0.7610 |
0.7613 |
|