CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7579 |
-0.0034 |
-0.4% |
0.7577 |
| High |
0.7628 |
0.7612 |
-0.0016 |
-0.2% |
0.7682 |
| Low |
0.7570 |
0.7534 |
-0.0036 |
-0.5% |
0.7565 |
| Close |
0.7575 |
0.7562 |
-0.0013 |
-0.2% |
0.7605 |
| Range |
0.0058 |
0.0078 |
0.0020 |
34.5% |
0.0117 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.4% |
0.0000 |
| Volume |
20,264 |
71,831 |
51,567 |
254.5% |
18,626 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7761 |
0.7605 |
|
| R3 |
0.7725 |
0.7683 |
0.7583 |
|
| R2 |
0.7647 |
0.7647 |
0.7576 |
|
| R1 |
0.7605 |
0.7605 |
0.7569 |
0.7587 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7561 |
| S1 |
0.7527 |
0.7527 |
0.7555 |
0.7509 |
| S2 |
0.7491 |
0.7491 |
0.7548 |
|
| S3 |
0.7413 |
0.7449 |
0.7541 |
|
| S4 |
0.7335 |
0.7371 |
0.7519 |
|
|
| 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 |
0.7678 |
0.7534 |
0.0144 |
1.9% |
0.0059 |
0.8% |
19% |
False |
True |
23,665 |
| 10 |
0.7682 |
0.7520 |
0.0162 |
2.1% |
0.0062 |
0.8% |
26% |
False |
False |
12,728 |
| 20 |
0.7682 |
0.7457 |
0.0225 |
3.0% |
0.0060 |
0.8% |
47% |
False |
False |
6,693 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0059 |
0.8% |
36% |
False |
False |
3,417 |
| 60 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0055 |
0.7% |
36% |
False |
False |
2,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7816 |
|
1.618 |
0.7738 |
|
1.000 |
0.7690 |
|
0.618 |
0.7660 |
|
HIGH |
0.7612 |
|
0.618 |
0.7582 |
|
0.500 |
0.7573 |
|
0.382 |
0.7564 |
|
LOW |
0.7534 |
|
0.618 |
0.7486 |
|
1.000 |
0.7456 |
|
1.618 |
0.7408 |
|
2.618 |
0.7330 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7581 |
| PP |
0.7569 |
0.7575 |
| S1 |
0.7566 |
0.7568 |
|