CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7613 |
0.0014 |
0.2% |
0.7577 |
| High |
0.7627 |
0.7628 |
0.0001 |
0.0% |
0.7682 |
| Low |
0.7597 |
0.7570 |
-0.0027 |
-0.4% |
0.7565 |
| Close |
0.7609 |
0.7575 |
-0.0034 |
-0.4% |
0.7605 |
| Range |
0.0030 |
0.0058 |
0.0028 |
93.3% |
0.0117 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
14,251 |
20,264 |
6,013 |
42.2% |
18,626 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7728 |
0.7607 |
|
| R3 |
0.7707 |
0.7670 |
0.7591 |
|
| R2 |
0.7649 |
0.7649 |
0.7586 |
|
| R1 |
0.7612 |
0.7612 |
0.7580 |
0.7602 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7586 |
| S1 |
0.7554 |
0.7554 |
0.7570 |
0.7544 |
| S2 |
0.7533 |
0.7533 |
0.7564 |
|
| S3 |
0.7475 |
0.7496 |
0.7559 |
|
| S4 |
0.7417 |
0.7438 |
0.7543 |
|
|
| 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% |
0.0055 |
0.7% |
9% |
False |
False |
9,978 |
| 10 |
0.7682 |
0.7482 |
0.0200 |
2.6% |
0.0064 |
0.8% |
47% |
False |
False |
5,676 |
| 20 |
0.7682 |
0.7457 |
0.0225 |
3.0% |
0.0060 |
0.8% |
52% |
False |
False |
3,110 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0058 |
0.8% |
39% |
False |
False |
1,622 |
| 60 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0054 |
0.7% |
39% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7780 |
|
1.618 |
0.7722 |
|
1.000 |
0.7686 |
|
0.618 |
0.7664 |
|
HIGH |
0.7628 |
|
0.618 |
0.7606 |
|
0.500 |
0.7599 |
|
0.382 |
0.7592 |
|
LOW |
0.7570 |
|
0.618 |
0.7534 |
|
1.000 |
0.7512 |
|
1.618 |
0.7476 |
|
2.618 |
0.7418 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7599 |
| PP |
0.7591 |
0.7591 |
| S1 |
0.7583 |
0.7583 |
|