CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7378 |
0.0013 |
0.2% |
0.7441 |
| High |
0.7395 |
0.7444 |
0.0049 |
0.7% |
0.7457 |
| Low |
0.7345 |
0.7375 |
0.0030 |
0.4% |
0.7345 |
| Close |
0.7392 |
0.7440 |
0.0048 |
0.6% |
0.7440 |
| Range |
0.0050 |
0.0069 |
0.0019 |
38.0% |
0.0112 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
109,675 |
94,542 |
-15,133 |
-13.8% |
519,643 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7627 |
0.7602 |
0.7478 |
|
| R3 |
0.7558 |
0.7533 |
0.7459 |
|
| R2 |
0.7489 |
0.7489 |
0.7453 |
|
| R1 |
0.7464 |
0.7464 |
0.7446 |
0.7477 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7426 |
| S1 |
0.7395 |
0.7395 |
0.7434 |
0.7408 |
| S2 |
0.7351 |
0.7351 |
0.7427 |
|
| S3 |
0.7282 |
0.7326 |
0.7421 |
|
| S4 |
0.7213 |
0.7257 |
0.7402 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7707 |
0.7502 |
|
| R3 |
0.7638 |
0.7595 |
0.7471 |
|
| R2 |
0.7526 |
0.7526 |
0.7461 |
|
| R1 |
0.7483 |
0.7483 |
0.7450 |
0.7449 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7397 |
| S1 |
0.7371 |
0.7371 |
0.7430 |
0.7337 |
| S2 |
0.7302 |
0.7302 |
0.7419 |
|
| S3 |
0.7190 |
0.7259 |
0.7409 |
|
| S4 |
0.7078 |
0.7147 |
0.7378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7457 |
0.7345 |
0.0112 |
1.5% |
0.0057 |
0.8% |
85% |
False |
False |
103,928 |
| 10 |
0.7628 |
0.7345 |
0.0283 |
3.8% |
0.0060 |
0.8% |
34% |
False |
False |
80,584 |
| 20 |
0.7682 |
0.7345 |
0.0337 |
4.5% |
0.0064 |
0.9% |
28% |
False |
False |
41,464 |
| 40 |
0.7682 |
0.7345 |
0.0337 |
4.5% |
0.0060 |
0.8% |
28% |
False |
False |
20,875 |
| 60 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0055 |
0.7% |
20% |
False |
False |
13,946 |
| 80 |
0.7905 |
0.7345 |
0.0560 |
7.5% |
0.0051 |
0.7% |
17% |
False |
False |
10,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7737 |
|
2.618 |
0.7625 |
|
1.618 |
0.7556 |
|
1.000 |
0.7513 |
|
0.618 |
0.7487 |
|
HIGH |
0.7444 |
|
0.618 |
0.7418 |
|
0.500 |
0.7410 |
|
0.382 |
0.7401 |
|
LOW |
0.7375 |
|
0.618 |
0.7332 |
|
1.000 |
0.7306 |
|
1.618 |
0.7263 |
|
2.618 |
0.7194 |
|
4.250 |
0.7082 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7425 |
| PP |
0.7420 |
0.7410 |
| S1 |
0.7410 |
0.7395 |
|