CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7365 |
-0.0015 |
-0.2% |
0.7599 |
| High |
0.7406 |
0.7395 |
-0.0011 |
-0.1% |
0.7628 |
| Low |
0.7365 |
0.7345 |
-0.0020 |
-0.3% |
0.7443 |
| Close |
0.7369 |
0.7392 |
0.0023 |
0.3% |
0.7452 |
| Range |
0.0041 |
0.0050 |
0.0009 |
21.9% |
0.0185 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
107,395 |
109,675 |
2,280 |
2.1% |
286,203 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7527 |
0.7510 |
0.7420 |
|
| R3 |
0.7477 |
0.7460 |
0.7406 |
|
| R2 |
0.7427 |
0.7427 |
0.7401 |
|
| R1 |
0.7410 |
0.7410 |
0.7397 |
0.7419 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7382 |
| S1 |
0.7360 |
0.7360 |
0.7387 |
0.7369 |
| S2 |
0.7327 |
0.7327 |
0.7383 |
|
| S3 |
0.7277 |
0.7310 |
0.7378 |
|
| S4 |
0.7227 |
0.7260 |
0.7365 |
|
|
| 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 |
0.7484 |
0.7345 |
0.0139 |
1.9% |
0.0051 |
0.7% |
34% |
False |
True |
106,999 |
| 10 |
0.7632 |
0.7345 |
0.0287 |
3.9% |
0.0060 |
0.8% |
16% |
False |
True |
71,759 |
| 20 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0062 |
0.8% |
14% |
False |
True |
36,768 |
| 40 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0059 |
0.8% |
14% |
False |
True |
18,512 |
| 60 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0055 |
0.7% |
10% |
False |
True |
12,375 |
| 80 |
0.7905 |
0.7345 |
0.0560 |
7.6% |
0.0051 |
0.7% |
8% |
False |
True |
9,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7526 |
|
1.618 |
0.7476 |
|
1.000 |
0.7445 |
|
0.618 |
0.7426 |
|
HIGH |
0.7395 |
|
0.618 |
0.7376 |
|
0.500 |
0.7370 |
|
0.382 |
0.7364 |
|
LOW |
0.7345 |
|
0.618 |
0.7314 |
|
1.000 |
0.7295 |
|
1.618 |
0.7264 |
|
2.618 |
0.7214 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7390 |
| PP |
0.7377 |
0.7389 |
| S1 |
0.7370 |
0.7387 |
|