CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7617 |
0.7600 |
-0.0017 |
-0.2% |
0.7660 |
| High |
0.7626 |
0.7630 |
0.0004 |
0.1% |
0.7680 |
| Low |
0.7617 |
0.7580 |
-0.0037 |
-0.5% |
0.7580 |
| Close |
0.7617 |
0.7582 |
-0.0035 |
-0.5% |
0.7612 |
| Range |
0.0009 |
0.0050 |
0.0041 |
455.6% |
0.0100 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.5% |
0.0000 |
| Volume |
0 |
17 |
17 |
|
112 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7715 |
0.7610 |
|
| R3 |
0.7697 |
0.7665 |
0.7596 |
|
| R2 |
0.7647 |
0.7647 |
0.7591 |
|
| R1 |
0.7615 |
0.7615 |
0.7587 |
0.7606 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7593 |
| S1 |
0.7565 |
0.7565 |
0.7577 |
0.7556 |
| S2 |
0.7547 |
0.7547 |
0.7573 |
|
| S3 |
0.7497 |
0.7515 |
0.7568 |
|
| S4 |
0.7447 |
0.7465 |
0.7555 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7868 |
0.7667 |
|
| R3 |
0.7824 |
0.7768 |
0.7640 |
|
| R2 |
0.7724 |
0.7724 |
0.7630 |
|
| R1 |
0.7668 |
0.7668 |
0.7621 |
0.7646 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7613 |
| S1 |
0.7568 |
0.7568 |
0.7603 |
0.7546 |
| S2 |
0.7524 |
0.7524 |
0.7594 |
|
| S3 |
0.7424 |
0.7468 |
0.7585 |
|
| S4 |
0.7324 |
0.7368 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7580 |
0.0100 |
1.3% |
0.0038 |
0.5% |
2% |
False |
True |
23 |
| 10 |
0.7680 |
0.7519 |
0.0161 |
2.1% |
0.0034 |
0.5% |
39% |
False |
False |
13 |
| 20 |
0.7680 |
0.7480 |
0.0200 |
2.6% |
0.0025 |
0.3% |
51% |
False |
False |
7 |
| 40 |
0.7797 |
0.7441 |
0.0356 |
4.7% |
0.0021 |
0.3% |
40% |
False |
False |
6 |
| 60 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0020 |
0.3% |
39% |
False |
False |
6 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.9% |
0.0020 |
0.3% |
27% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7761 |
|
1.618 |
0.7711 |
|
1.000 |
0.7680 |
|
0.618 |
0.7661 |
|
HIGH |
0.7630 |
|
0.618 |
0.7611 |
|
0.500 |
0.7605 |
|
0.382 |
0.7599 |
|
LOW |
0.7580 |
|
0.618 |
0.7549 |
|
1.000 |
0.7530 |
|
1.618 |
0.7499 |
|
2.618 |
0.7449 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7605 |
| PP |
0.7597 |
0.7597 |
| S1 |
0.7590 |
0.7590 |
|