CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7479 |
-0.0099 |
-1.3% |
0.7617 |
| High |
0.7579 |
0.7479 |
-0.0100 |
-1.3% |
0.7630 |
| Low |
0.7490 |
0.7459 |
-0.0031 |
-0.4% |
0.7459 |
| Close |
0.7495 |
0.7459 |
-0.0036 |
-0.5% |
0.7459 |
| Range |
0.0089 |
0.0020 |
-0.0069 |
-77.5% |
0.0171 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
28 |
8 |
-20 |
-71.4% |
61 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7526 |
0.7512 |
0.7470 |
|
| R3 |
0.7506 |
0.7492 |
0.7465 |
|
| R2 |
0.7486 |
0.7486 |
0.7463 |
|
| R1 |
0.7472 |
0.7472 |
0.7461 |
0.7469 |
| PP |
0.7466 |
0.7466 |
0.7466 |
0.7464 |
| S1 |
0.7452 |
0.7452 |
0.7457 |
0.7449 |
| S2 |
0.7446 |
0.7446 |
0.7455 |
|
| S3 |
0.7426 |
0.7432 |
0.7453 |
|
| S4 |
0.7406 |
0.7412 |
0.7448 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8029 |
0.7915 |
0.7553 |
|
| R3 |
0.7858 |
0.7744 |
0.7506 |
|
| R2 |
0.7687 |
0.7687 |
0.7490 |
|
| R1 |
0.7573 |
0.7573 |
0.7475 |
0.7545 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7502 |
| S1 |
0.7402 |
0.7402 |
0.7443 |
0.7374 |
| S2 |
0.7345 |
0.7345 |
0.7428 |
|
| S3 |
0.7174 |
0.7231 |
0.7412 |
|
| S4 |
0.7003 |
0.7060 |
0.7365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7630 |
0.7459 |
0.0171 |
2.3% |
0.0046 |
0.6% |
0% |
False |
True |
12 |
| 10 |
0.7680 |
0.7459 |
0.0221 |
3.0% |
0.0041 |
0.5% |
0% |
False |
True |
17 |
| 20 |
0.7680 |
0.7459 |
0.0221 |
3.0% |
0.0033 |
0.4% |
0% |
False |
True |
9 |
| 40 |
0.7680 |
0.7441 |
0.0239 |
3.2% |
0.0025 |
0.3% |
8% |
False |
False |
6 |
| 60 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0020 |
0.3% |
5% |
False |
False |
6 |
| 80 |
0.7902 |
0.7441 |
0.0461 |
6.2% |
0.0021 |
0.3% |
4% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7531 |
|
1.618 |
0.7511 |
|
1.000 |
0.7499 |
|
0.618 |
0.7491 |
|
HIGH |
0.7479 |
|
0.618 |
0.7471 |
|
0.500 |
0.7469 |
|
0.382 |
0.7467 |
|
LOW |
0.7459 |
|
0.618 |
0.7447 |
|
1.000 |
0.7439 |
|
1.618 |
0.7427 |
|
2.618 |
0.7407 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7535 |
| PP |
0.7466 |
0.7509 |
| S1 |
0.7462 |
0.7484 |
|