CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7418 |
-0.0024 |
-0.3% |
0.7441 |
| High |
0.7443 |
0.7425 |
-0.0018 |
-0.2% |
0.7457 |
| Low |
0.7398 |
0.7382 |
-0.0016 |
-0.2% |
0.7345 |
| Close |
0.7406 |
0.7396 |
-0.0010 |
-0.1% |
0.7440 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0112 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
96,007 |
91,483 |
-4,524 |
-4.7% |
519,643 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7506 |
0.7420 |
|
| R3 |
0.7487 |
0.7463 |
0.7408 |
|
| R2 |
0.7444 |
0.7444 |
0.7404 |
|
| R1 |
0.7420 |
0.7420 |
0.7400 |
0.7411 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7396 |
| S1 |
0.7377 |
0.7377 |
0.7392 |
0.7368 |
| S2 |
0.7358 |
0.7358 |
0.7388 |
|
| S3 |
0.7315 |
0.7334 |
0.7384 |
|
| S4 |
0.7272 |
0.7291 |
0.7372 |
|
|
| 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% |
0.0050 |
0.7% |
52% |
False |
False |
99,820 |
| 10 |
0.7612 |
0.7345 |
0.0267 |
3.6% |
0.0060 |
0.8% |
19% |
False |
False |
95,882 |
| 20 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0062 |
0.8% |
15% |
False |
False |
50,779 |
| 40 |
0.7682 |
0.7345 |
0.0337 |
4.6% |
0.0060 |
0.8% |
15% |
False |
False |
25,552 |
| 60 |
0.7814 |
0.7345 |
0.0469 |
6.3% |
0.0055 |
0.7% |
11% |
False |
False |
17,070 |
| 80 |
0.7905 |
0.7345 |
0.0560 |
7.6% |
0.0052 |
0.7% |
9% |
False |
False |
12,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7538 |
|
1.618 |
0.7495 |
|
1.000 |
0.7468 |
|
0.618 |
0.7452 |
|
HIGH |
0.7425 |
|
0.618 |
0.7409 |
|
0.500 |
0.7404 |
|
0.382 |
0.7398 |
|
LOW |
0.7382 |
|
0.618 |
0.7355 |
|
1.000 |
0.7339 |
|
1.618 |
0.7312 |
|
2.618 |
0.7269 |
|
4.250 |
0.7199 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7404 |
0.7410 |
| PP |
0.7401 |
0.7405 |
| S1 |
0.7399 |
0.7401 |
|