CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7581 |
0.0002 |
0.0% |
0.7577 |
| High |
0.7612 |
0.7587 |
-0.0025 |
-0.3% |
0.7682 |
| Low |
0.7534 |
0.7478 |
-0.0056 |
-0.7% |
0.7565 |
| Close |
0.7562 |
0.7488 |
-0.0074 |
-1.0% |
0.7605 |
| Range |
0.0078 |
0.0109 |
0.0031 |
39.7% |
0.0117 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
5.9% |
0.0000 |
| Volume |
71,831 |
69,962 |
-1,869 |
-2.6% |
18,626 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7775 |
0.7548 |
|
| R3 |
0.7736 |
0.7666 |
0.7518 |
|
| R2 |
0.7627 |
0.7627 |
0.7508 |
|
| R1 |
0.7557 |
0.7557 |
0.7498 |
0.7538 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7508 |
| S1 |
0.7448 |
0.7448 |
0.7478 |
0.7429 |
| S2 |
0.7409 |
0.7409 |
0.7468 |
|
| S3 |
0.7300 |
0.7339 |
0.7458 |
|
| S4 |
0.7191 |
0.7230 |
0.7428 |
|
|
| 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 |
0.7632 |
0.7478 |
0.0154 |
2.1% |
0.0068 |
0.9% |
6% |
False |
True |
36,519 |
| 10 |
0.7682 |
0.7478 |
0.0204 |
2.7% |
0.0069 |
0.9% |
5% |
False |
True |
19,608 |
| 20 |
0.7682 |
0.7478 |
0.0204 |
2.7% |
0.0062 |
0.8% |
5% |
False |
True |
10,179 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.3% |
0.0061 |
0.8% |
17% |
False |
False |
5,165 |
| 60 |
0.7814 |
0.7420 |
0.0394 |
5.3% |
0.0056 |
0.7% |
17% |
False |
False |
3,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7872 |
|
1.618 |
0.7763 |
|
1.000 |
0.7696 |
|
0.618 |
0.7654 |
|
HIGH |
0.7587 |
|
0.618 |
0.7545 |
|
0.500 |
0.7533 |
|
0.382 |
0.7520 |
|
LOW |
0.7478 |
|
0.618 |
0.7411 |
|
1.000 |
0.7369 |
|
1.618 |
0.7302 |
|
2.618 |
0.7193 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7553 |
| PP |
0.7518 |
0.7531 |
| S1 |
0.7503 |
0.7510 |
|