CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7581 |
0.7478 |
-0.0103 |
-1.4% |
0.7599 |
| High |
0.7587 |
0.7484 |
-0.0103 |
-1.4% |
0.7628 |
| Low |
0.7478 |
0.7443 |
-0.0035 |
-0.5% |
0.7443 |
| Close |
0.7488 |
0.7452 |
-0.0036 |
-0.5% |
0.7452 |
| Range |
0.0109 |
0.0041 |
-0.0068 |
-62.4% |
0.0185 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
69,962 |
109,895 |
39,933 |
57.1% |
286,203 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7583 |
0.7558 |
0.7475 |
|
| R3 |
0.7542 |
0.7517 |
0.7463 |
|
| R2 |
0.7501 |
0.7501 |
0.7460 |
|
| R1 |
0.7476 |
0.7476 |
0.7456 |
0.7468 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7456 |
| S1 |
0.7435 |
0.7435 |
0.7448 |
0.7427 |
| S2 |
0.7419 |
0.7419 |
0.7444 |
|
| S3 |
0.7378 |
0.7394 |
0.7441 |
|
| S4 |
0.7337 |
0.7353 |
0.7429 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.7942 |
0.7554 |
|
| R3 |
0.7878 |
0.7757 |
0.7503 |
|
| R2 |
0.7693 |
0.7693 |
0.7486 |
|
| R1 |
0.7572 |
0.7572 |
0.7469 |
0.7540 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7492 |
| S1 |
0.7387 |
0.7387 |
0.7435 |
0.7355 |
| S2 |
0.7323 |
0.7323 |
0.7418 |
|
| S3 |
0.7138 |
0.7202 |
0.7401 |
|
| S4 |
0.6953 |
0.7017 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7628 |
0.7443 |
0.0185 |
2.5% |
0.0063 |
0.8% |
5% |
False |
True |
57,240 |
| 10 |
0.7682 |
0.7443 |
0.0239 |
3.2% |
0.0067 |
0.9% |
4% |
False |
True |
30,482 |
| 20 |
0.7682 |
0.7443 |
0.0239 |
3.2% |
0.0062 |
0.8% |
4% |
False |
True |
15,661 |
| 40 |
0.7732 |
0.7420 |
0.0312 |
4.2% |
0.0059 |
0.8% |
10% |
False |
False |
7,905 |
| 60 |
0.7814 |
0.7420 |
0.0394 |
5.3% |
0.0055 |
0.7% |
8% |
False |
False |
5,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7658 |
|
2.618 |
0.7591 |
|
1.618 |
0.7550 |
|
1.000 |
0.7525 |
|
0.618 |
0.7509 |
|
HIGH |
0.7484 |
|
0.618 |
0.7468 |
|
0.500 |
0.7464 |
|
0.382 |
0.7459 |
|
LOW |
0.7443 |
|
0.618 |
0.7418 |
|
1.000 |
0.7402 |
|
1.618 |
0.7377 |
|
2.618 |
0.7336 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7464 |
0.7528 |
| PP |
0.7460 |
0.7502 |
| S1 |
0.7456 |
0.7477 |
|