CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7392 |
-0.0026 |
-0.4% |
0.7441 |
| High |
0.7425 |
0.7409 |
-0.0016 |
-0.2% |
0.7457 |
| Low |
0.7382 |
0.7323 |
-0.0059 |
-0.8% |
0.7345 |
| Close |
0.7396 |
0.7354 |
-0.0042 |
-0.6% |
0.7440 |
| Range |
0.0043 |
0.0086 |
0.0043 |
100.0% |
0.0112 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0000 |
| Volume |
91,483 |
140,696 |
49,213 |
53.8% |
519,643 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7573 |
0.7401 |
|
| R3 |
0.7534 |
0.7487 |
0.7378 |
|
| R2 |
0.7448 |
0.7448 |
0.7370 |
|
| R1 |
0.7401 |
0.7401 |
0.7362 |
0.7382 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7352 |
| S1 |
0.7315 |
0.7315 |
0.7346 |
0.7296 |
| S2 |
0.7276 |
0.7276 |
0.7338 |
|
| S3 |
0.7190 |
0.7229 |
0.7330 |
|
| S4 |
0.7104 |
0.7143 |
0.7307 |
|
|
| 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 |
0.7323 |
0.0121 |
1.6% |
0.0059 |
0.8% |
26% |
False |
True |
106,480 |
| 10 |
0.7587 |
0.7323 |
0.0264 |
3.6% |
0.0061 |
0.8% |
12% |
False |
True |
102,768 |
| 20 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0061 |
0.8% |
9% |
False |
True |
57,748 |
| 40 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0060 |
0.8% |
9% |
False |
True |
29,065 |
| 60 |
0.7814 |
0.7323 |
0.0491 |
6.7% |
0.0056 |
0.8% |
6% |
False |
True |
19,414 |
| 80 |
0.7905 |
0.7323 |
0.0582 |
7.9% |
0.0053 |
0.7% |
5% |
False |
True |
14,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7775 |
|
2.618 |
0.7634 |
|
1.618 |
0.7548 |
|
1.000 |
0.7495 |
|
0.618 |
0.7462 |
|
HIGH |
0.7409 |
|
0.618 |
0.7376 |
|
0.500 |
0.7366 |
|
0.382 |
0.7356 |
|
LOW |
0.7323 |
|
0.618 |
0.7270 |
|
1.000 |
0.7237 |
|
1.618 |
0.7184 |
|
2.618 |
0.7098 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7383 |
| PP |
0.7362 |
0.7373 |
| S1 |
0.7358 |
0.7364 |
|