CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7441 |
-0.0037 |
-0.5% |
0.7599 |
| High |
0.7484 |
0.7457 |
-0.0027 |
-0.4% |
0.7628 |
| Low |
0.7443 |
0.7416 |
-0.0027 |
-0.4% |
0.7443 |
| Close |
0.7452 |
0.7418 |
-0.0034 |
-0.5% |
0.7452 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0185 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
109,895 |
81,750 |
-28,145 |
-25.6% |
286,203 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7527 |
0.7441 |
|
| R3 |
0.7512 |
0.7486 |
0.7429 |
|
| R2 |
0.7471 |
0.7471 |
0.7426 |
|
| R1 |
0.7445 |
0.7445 |
0.7422 |
0.7438 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7427 |
| S1 |
0.7404 |
0.7404 |
0.7414 |
0.7396 |
| S2 |
0.7389 |
0.7389 |
0.7410 |
|
| S3 |
0.7348 |
0.7363 |
0.7407 |
|
| S4 |
0.7307 |
0.7322 |
0.7395 |
|
|
| 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 |
0.7416 |
0.0212 |
2.9% |
0.0065 |
0.9% |
1% |
False |
True |
70,740 |
| 10 |
0.7682 |
0.7416 |
0.0266 |
3.6% |
0.0060 |
0.8% |
1% |
False |
True |
38,447 |
| 20 |
0.7682 |
0.7416 |
0.0266 |
3.6% |
0.0062 |
0.8% |
1% |
False |
True |
19,722 |
| 40 |
0.7685 |
0.7416 |
0.0269 |
3.6% |
0.0059 |
0.8% |
1% |
False |
True |
9,947 |
| 60 |
0.7814 |
0.7416 |
0.0398 |
5.4% |
0.0054 |
0.7% |
1% |
False |
True |
6,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7564 |
|
1.618 |
0.7523 |
|
1.000 |
0.7498 |
|
0.618 |
0.7482 |
|
HIGH |
0.7457 |
|
0.618 |
0.7441 |
|
0.500 |
0.7437 |
|
0.382 |
0.7432 |
|
LOW |
0.7416 |
|
0.618 |
0.7391 |
|
1.000 |
0.7375 |
|
1.618 |
0.7350 |
|
2.618 |
0.7309 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7437 |
0.7502 |
| PP |
0.7430 |
0.7474 |
| S1 |
0.7424 |
0.7446 |
|