CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7380 |
-0.0044 |
-0.6% |
0.7599 |
| High |
0.7429 |
0.7406 |
-0.0023 |
-0.3% |
0.7628 |
| Low |
0.7346 |
0.7365 |
0.0019 |
0.3% |
0.7443 |
| Close |
0.7378 |
0.7369 |
-0.0009 |
-0.1% |
0.7452 |
| Range |
0.0083 |
0.0041 |
-0.0042 |
-50.6% |
0.0185 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
126,281 |
107,395 |
-18,886 |
-15.0% |
286,203 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7477 |
0.7392 |
|
| R3 |
0.7462 |
0.7436 |
0.7380 |
|
| R2 |
0.7421 |
0.7421 |
0.7377 |
|
| R1 |
0.7395 |
0.7395 |
0.7373 |
0.7388 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7376 |
| S1 |
0.7354 |
0.7354 |
0.7365 |
0.7347 |
| S2 |
0.7339 |
0.7339 |
0.7361 |
|
| S3 |
0.7298 |
0.7313 |
0.7358 |
|
| S4 |
0.7257 |
0.7272 |
0.7346 |
|
|
| 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 |
0.7587 |
0.7346 |
0.0241 |
3.3% |
0.0063 |
0.9% |
10% |
False |
False |
99,056 |
| 10 |
0.7678 |
0.7346 |
0.0332 |
4.5% |
0.0061 |
0.8% |
7% |
False |
False |
61,361 |
| 20 |
0.7682 |
0.7346 |
0.0336 |
4.6% |
0.0063 |
0.9% |
7% |
False |
False |
31,374 |
| 40 |
0.7682 |
0.7346 |
0.0336 |
4.6% |
0.0059 |
0.8% |
7% |
False |
False |
15,780 |
| 60 |
0.7814 |
0.7346 |
0.0468 |
6.4% |
0.0055 |
0.7% |
5% |
False |
False |
10,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7580 |
|
2.618 |
0.7513 |
|
1.618 |
0.7472 |
|
1.000 |
0.7447 |
|
0.618 |
0.7431 |
|
HIGH |
0.7406 |
|
0.618 |
0.7390 |
|
0.500 |
0.7386 |
|
0.382 |
0.7381 |
|
LOW |
0.7365 |
|
0.618 |
0.7340 |
|
1.000 |
0.7324 |
|
1.618 |
0.7299 |
|
2.618 |
0.7258 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7402 |
| PP |
0.7380 |
0.7391 |
| S1 |
0.7375 |
0.7380 |
|