CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7442 |
0.0064 |
0.9% |
0.7441 |
| High |
0.7444 |
0.7443 |
-0.0001 |
0.0% |
0.7457 |
| Low |
0.7375 |
0.7398 |
0.0023 |
0.3% |
0.7345 |
| Close |
0.7440 |
0.7406 |
-0.0034 |
-0.5% |
0.7440 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-34.8% |
0.0112 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
94,542 |
96,007 |
1,465 |
1.5% |
519,643 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7523 |
0.7431 |
|
| R3 |
0.7506 |
0.7478 |
0.7418 |
|
| R2 |
0.7461 |
0.7461 |
0.7414 |
|
| R1 |
0.7433 |
0.7433 |
0.7410 |
0.7425 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7411 |
| S1 |
0.7388 |
0.7388 |
0.7402 |
0.7380 |
| S2 |
0.7371 |
0.7371 |
0.7398 |
|
| S3 |
0.7326 |
0.7343 |
0.7394 |
|
| S4 |
0.7281 |
0.7298 |
0.7381 |
|
|
| 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 |
0.7444 |
0.7345 |
0.0099 |
1.3% |
0.0058 |
0.8% |
62% |
False |
False |
106,780 |
| 10 |
0.7628 |
0.7345 |
0.0283 |
3.8% |
0.0062 |
0.8% |
22% |
False |
False |
88,760 |
| 20 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0064 |
0.9% |
18% |
False |
False |
46,253 |
| 40 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0060 |
0.8% |
18% |
False |
False |
23,272 |
| 60 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0055 |
0.7% |
13% |
False |
False |
15,546 |
| 80 |
0.7905 |
0.7345 |
0.0560 |
7.6% |
0.0051 |
0.7% |
11% |
False |
False |
11,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7561 |
|
1.618 |
0.7516 |
|
1.000 |
0.7488 |
|
0.618 |
0.7471 |
|
HIGH |
0.7443 |
|
0.618 |
0.7426 |
|
0.500 |
0.7421 |
|
0.382 |
0.7415 |
|
LOW |
0.7398 |
|
0.618 |
0.7370 |
|
1.000 |
0.7353 |
|
1.618 |
0.7325 |
|
2.618 |
0.7280 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7421 |
0.7402 |
| PP |
0.7416 |
0.7398 |
| S1 |
0.7411 |
0.7395 |
|