CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7424 |
-0.0017 |
-0.2% |
0.7599 |
| High |
0.7457 |
0.7429 |
-0.0028 |
-0.4% |
0.7628 |
| Low |
0.7416 |
0.7346 |
-0.0070 |
-0.9% |
0.7443 |
| Close |
0.7418 |
0.7378 |
-0.0040 |
-0.5% |
0.7452 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0185 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
81,750 |
126,281 |
44,531 |
54.5% |
286,203 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7589 |
0.7424 |
|
| R3 |
0.7550 |
0.7506 |
0.7401 |
|
| R2 |
0.7467 |
0.7467 |
0.7393 |
|
| R1 |
0.7423 |
0.7423 |
0.7386 |
0.7404 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7375 |
| S1 |
0.7340 |
0.7340 |
0.7370 |
0.7320 |
| S2 |
0.7301 |
0.7301 |
0.7363 |
|
| S3 |
0.7218 |
0.7257 |
0.7355 |
|
| S4 |
0.7135 |
0.7174 |
0.7332 |
|
|
| 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 |
0.7612 |
0.7346 |
0.0266 |
3.6% |
0.0070 |
1.0% |
12% |
False |
True |
91,943 |
| 10 |
0.7682 |
0.7346 |
0.0336 |
4.6% |
0.0063 |
0.8% |
10% |
False |
True |
50,961 |
| 20 |
0.7682 |
0.7346 |
0.0336 |
4.6% |
0.0062 |
0.8% |
10% |
False |
True |
26,020 |
| 40 |
0.7682 |
0.7346 |
0.0336 |
4.6% |
0.0059 |
0.8% |
10% |
False |
True |
13,101 |
| 60 |
0.7814 |
0.7346 |
0.0468 |
6.3% |
0.0055 |
0.7% |
7% |
False |
True |
8,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7646 |
|
1.618 |
0.7563 |
|
1.000 |
0.7512 |
|
0.618 |
0.7480 |
|
HIGH |
0.7429 |
|
0.618 |
0.7397 |
|
0.500 |
0.7388 |
|
0.382 |
0.7378 |
|
LOW |
0.7346 |
|
0.618 |
0.7295 |
|
1.000 |
0.7263 |
|
1.618 |
0.7212 |
|
2.618 |
0.7129 |
|
4.250 |
0.6993 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7415 |
| PP |
0.7384 |
0.7403 |
| S1 |
0.7381 |
0.7390 |
|