CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7344 |
-0.0048 |
-0.6% |
0.7441 |
| High |
0.7409 |
0.7363 |
-0.0046 |
-0.6% |
0.7457 |
| Low |
0.7323 |
0.7332 |
0.0009 |
0.1% |
0.7345 |
| Close |
0.7354 |
0.7349 |
-0.0005 |
-0.1% |
0.7440 |
| Range |
0.0086 |
0.0031 |
-0.0055 |
-64.0% |
0.0112 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
140,696 |
98,960 |
-41,736 |
-29.7% |
519,643 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7426 |
0.7366 |
|
| R3 |
0.7410 |
0.7395 |
0.7358 |
|
| R2 |
0.7379 |
0.7379 |
0.7355 |
|
| R1 |
0.7364 |
0.7364 |
0.7352 |
0.7372 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7352 |
| S1 |
0.7333 |
0.7333 |
0.7346 |
0.7341 |
| S2 |
0.7317 |
0.7317 |
0.7343 |
|
| S3 |
0.7286 |
0.7302 |
0.7340 |
|
| S4 |
0.7255 |
0.7271 |
0.7332 |
|
|
| 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% |
0.0055 |
0.7% |
21% |
False |
False |
104,337 |
| 10 |
0.7484 |
0.7323 |
0.0161 |
2.2% |
0.0053 |
0.7% |
16% |
False |
False |
105,668 |
| 20 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0061 |
0.8% |
7% |
False |
False |
62,638 |
| 40 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0059 |
0.8% |
7% |
False |
False |
31,537 |
| 60 |
0.7814 |
0.7323 |
0.0491 |
6.7% |
0.0056 |
0.8% |
5% |
False |
False |
21,062 |
| 80 |
0.7905 |
0.7323 |
0.0582 |
7.9% |
0.0053 |
0.7% |
4% |
False |
False |
15,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7495 |
|
2.618 |
0.7444 |
|
1.618 |
0.7413 |
|
1.000 |
0.7394 |
|
0.618 |
0.7382 |
|
HIGH |
0.7363 |
|
0.618 |
0.7351 |
|
0.500 |
0.7348 |
|
0.382 |
0.7344 |
|
LOW |
0.7332 |
|
0.618 |
0.7313 |
|
1.000 |
0.7301 |
|
1.618 |
0.7282 |
|
2.618 |
0.7251 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7374 |
| PP |
0.7348 |
0.7366 |
| S1 |
0.7348 |
0.7357 |
|