CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7344 |
0.7351 |
0.0007 |
0.1% |
0.7442 |
| High |
0.7363 |
0.7412 |
0.0049 |
0.7% |
0.7443 |
| Low |
0.7332 |
0.7337 |
0.0005 |
0.1% |
0.7323 |
| Close |
0.7349 |
0.7398 |
0.0049 |
0.7% |
0.7398 |
| Range |
0.0031 |
0.0075 |
0.0044 |
141.9% |
0.0120 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
98,960 |
107,731 |
8,771 |
8.9% |
534,877 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7578 |
0.7439 |
|
| R3 |
0.7532 |
0.7503 |
0.7419 |
|
| R2 |
0.7457 |
0.7457 |
0.7412 |
|
| R1 |
0.7428 |
0.7428 |
0.7405 |
0.7443 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7390 |
| S1 |
0.7353 |
0.7353 |
0.7391 |
0.7368 |
| S2 |
0.7307 |
0.7307 |
0.7384 |
|
| S3 |
0.7232 |
0.7278 |
0.7377 |
|
| S4 |
0.7157 |
0.7203 |
0.7357 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7693 |
0.7464 |
|
| R3 |
0.7628 |
0.7573 |
0.7431 |
|
| R2 |
0.7508 |
0.7508 |
0.7420 |
|
| R1 |
0.7453 |
0.7453 |
0.7409 |
0.7421 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7372 |
| S1 |
0.7333 |
0.7333 |
0.7387 |
0.7301 |
| S2 |
0.7268 |
0.7268 |
0.7376 |
|
| S3 |
0.7148 |
0.7213 |
0.7365 |
|
| S4 |
0.7028 |
0.7093 |
0.7332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7443 |
0.7323 |
0.0120 |
1.6% |
0.0056 |
0.8% |
63% |
False |
False |
106,975 |
| 10 |
0.7457 |
0.7323 |
0.0134 |
1.8% |
0.0056 |
0.8% |
56% |
False |
False |
105,452 |
| 20 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0062 |
0.8% |
21% |
False |
False |
67,967 |
| 40 |
0.7682 |
0.7323 |
0.0359 |
4.9% |
0.0060 |
0.8% |
21% |
False |
False |
34,227 |
| 60 |
0.7814 |
0.7323 |
0.0491 |
6.6% |
0.0056 |
0.8% |
15% |
False |
False |
22,857 |
| 80 |
0.7905 |
0.7323 |
0.0582 |
7.9% |
0.0053 |
0.7% |
13% |
False |
False |
17,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7731 |
|
2.618 |
0.7608 |
|
1.618 |
0.7533 |
|
1.000 |
0.7487 |
|
0.618 |
0.7458 |
|
HIGH |
0.7412 |
|
0.618 |
0.7383 |
|
0.500 |
0.7375 |
|
0.382 |
0.7366 |
|
LOW |
0.7337 |
|
0.618 |
0.7291 |
|
1.000 |
0.7262 |
|
1.618 |
0.7216 |
|
2.618 |
0.7141 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7388 |
| PP |
0.7382 |
0.7378 |
| S1 |
0.7375 |
0.7368 |
|