CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7642 |
0.7679 |
0.0037 |
0.5% |
0.7532 |
| High |
0.7680 |
0.7679 |
-0.0001 |
0.0% |
0.7587 |
| Low |
0.7642 |
0.7633 |
-0.0009 |
-0.1% |
0.7513 |
| Close |
0.7677 |
0.7633 |
-0.0044 |
-0.6% |
0.7582 |
| Range |
0.0038 |
0.0046 |
0.0008 |
21.1% |
0.0074 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.6% |
0.0000 |
| Volume |
80 |
14 |
-66 |
-82.5% |
4 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7756 |
0.7658 |
|
| R3 |
0.7740 |
0.7710 |
0.7646 |
|
| R2 |
0.7694 |
0.7694 |
0.7641 |
|
| R1 |
0.7664 |
0.7664 |
0.7637 |
0.7656 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7645 |
| S1 |
0.7618 |
0.7618 |
0.7629 |
0.7610 |
| S2 |
0.7602 |
0.7602 |
0.7625 |
|
| S3 |
0.7556 |
0.7572 |
0.7620 |
|
| S4 |
0.7510 |
0.7526 |
0.7608 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7756 |
0.7623 |
|
| R3 |
0.7709 |
0.7682 |
0.7602 |
|
| R2 |
0.7635 |
0.7635 |
0.7596 |
|
| R1 |
0.7608 |
0.7608 |
0.7589 |
0.7622 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7567 |
| S1 |
0.7534 |
0.7534 |
0.7575 |
0.7548 |
| S2 |
0.7487 |
0.7487 |
0.7568 |
|
| S3 |
0.7413 |
0.7460 |
0.7562 |
|
| S4 |
0.7339 |
0.7386 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7546 |
0.0134 |
1.8% |
0.0033 |
0.4% |
65% |
False |
False |
21 |
| 10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0032 |
0.4% |
72% |
False |
False |
11 |
| 20 |
0.7680 |
0.7480 |
0.0200 |
2.6% |
0.0022 |
0.3% |
77% |
False |
False |
6 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0019 |
0.3% |
53% |
False |
False |
6 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.0% |
0.0020 |
0.3% |
42% |
False |
False |
6 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.8% |
0.0021 |
0.3% |
37% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7799 |
|
1.618 |
0.7753 |
|
1.000 |
0.7725 |
|
0.618 |
0.7707 |
|
HIGH |
0.7679 |
|
0.618 |
0.7661 |
|
0.500 |
0.7656 |
|
0.382 |
0.7651 |
|
LOW |
0.7633 |
|
0.618 |
0.7605 |
|
1.000 |
0.7587 |
|
1.618 |
0.7559 |
|
2.618 |
0.7513 |
|
4.250 |
0.7438 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7656 |
0.7646 |
| PP |
0.7648 |
0.7642 |
| S1 |
0.7641 |
0.7637 |
|