CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7580 |
-0.0020 |
-0.3% |
0.7660 |
| High |
0.7630 |
0.7610 |
-0.0020 |
-0.3% |
0.7680 |
| Low |
0.7580 |
0.7546 |
-0.0034 |
-0.4% |
0.7580 |
| Close |
0.7582 |
0.7569 |
-0.0013 |
-0.2% |
0.7612 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0100 |
| ATR |
0.0042 |
0.0043 |
0.0002 |
3.8% |
0.0000 |
| Volume |
17 |
8 |
-9 |
-52.9% |
112 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7732 |
0.7604 |
|
| R3 |
0.7703 |
0.7668 |
0.7587 |
|
| R2 |
0.7639 |
0.7639 |
0.7581 |
|
| R1 |
0.7604 |
0.7604 |
0.7575 |
0.7590 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7568 |
| S1 |
0.7540 |
0.7540 |
0.7563 |
0.7526 |
| S2 |
0.7511 |
0.7511 |
0.7557 |
|
| S3 |
0.7447 |
0.7476 |
0.7551 |
|
| S4 |
0.7383 |
0.7412 |
0.7534 |
|
|
| 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 |
0.7679 |
0.7546 |
0.0133 |
1.8% |
0.0043 |
0.6% |
17% |
False |
True |
9 |
| 10 |
0.7680 |
0.7546 |
0.0134 |
1.8% |
0.0034 |
0.5% |
17% |
False |
True |
13 |
| 20 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0028 |
0.4% |
34% |
False |
False |
7 |
| 40 |
0.7797 |
0.7441 |
0.0356 |
4.7% |
0.0023 |
0.3% |
36% |
False |
False |
6 |
| 60 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0020 |
0.3% |
36% |
False |
False |
6 |
| 80 |
0.7938 |
0.7441 |
0.0497 |
6.6% |
0.0021 |
0.3% |
26% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7778 |
|
1.618 |
0.7714 |
|
1.000 |
0.7674 |
|
0.618 |
0.7650 |
|
HIGH |
0.7610 |
|
0.618 |
0.7586 |
|
0.500 |
0.7578 |
|
0.382 |
0.7570 |
|
LOW |
0.7546 |
|
0.618 |
0.7506 |
|
1.000 |
0.7482 |
|
1.618 |
0.7442 |
|
2.618 |
0.7378 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7578 |
0.7588 |
| PP |
0.7575 |
0.7582 |
| S1 |
0.7572 |
0.7575 |
|