CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7578 |
-0.0002 |
0.0% |
0.7660 |
| High |
0.7610 |
0.7579 |
-0.0031 |
-0.4% |
0.7680 |
| Low |
0.7546 |
0.7490 |
-0.0056 |
-0.7% |
0.7580 |
| Close |
0.7569 |
0.7495 |
-0.0074 |
-1.0% |
0.7612 |
| Range |
0.0064 |
0.0089 |
0.0025 |
39.1% |
0.0100 |
| ATR |
0.0043 |
0.0047 |
0.0003 |
7.5% |
0.0000 |
| Volume |
8 |
28 |
20 |
250.0% |
112 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7788 |
0.7731 |
0.7544 |
|
| R3 |
0.7699 |
0.7642 |
0.7519 |
|
| R2 |
0.7610 |
0.7610 |
0.7511 |
|
| R1 |
0.7553 |
0.7553 |
0.7503 |
0.7537 |
| PP |
0.7521 |
0.7521 |
0.7521 |
0.7514 |
| S1 |
0.7464 |
0.7464 |
0.7487 |
0.7448 |
| S2 |
0.7432 |
0.7432 |
0.7479 |
|
| S3 |
0.7343 |
0.7375 |
0.7471 |
|
| S4 |
0.7254 |
0.7286 |
0.7446 |
|
|
| 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 |
0.7630 |
0.7490 |
0.0140 |
1.9% |
0.0051 |
0.7% |
4% |
False |
True |
12 |
| 10 |
0.7680 |
0.7490 |
0.0190 |
2.5% |
0.0042 |
0.6% |
3% |
False |
True |
16 |
| 20 |
0.7680 |
0.7490 |
0.0190 |
2.5% |
0.0032 |
0.4% |
3% |
False |
True |
9 |
| 40 |
0.7736 |
0.7441 |
0.0295 |
3.9% |
0.0024 |
0.3% |
18% |
False |
False |
6 |
| 60 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0021 |
0.3% |
15% |
False |
False |
6 |
| 80 |
0.7902 |
0.7441 |
0.0461 |
6.2% |
0.0021 |
0.3% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7957 |
|
2.618 |
0.7812 |
|
1.618 |
0.7723 |
|
1.000 |
0.7668 |
|
0.618 |
0.7634 |
|
HIGH |
0.7579 |
|
0.618 |
0.7545 |
|
0.500 |
0.7535 |
|
0.382 |
0.7524 |
|
LOW |
0.7490 |
|
0.618 |
0.7435 |
|
1.000 |
0.7401 |
|
1.618 |
0.7346 |
|
2.618 |
0.7257 |
|
4.250 |
0.7112 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7560 |
| PP |
0.7521 |
0.7538 |
| S1 |
0.7508 |
0.7517 |
|