CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7396 |
-0.0015 |
-0.2% |
0.7617 |
| High |
0.7426 |
0.7405 |
-0.0021 |
-0.3% |
0.7630 |
| Low |
0.7353 |
0.7373 |
0.0020 |
0.3% |
0.7459 |
| Close |
0.7384 |
0.7373 |
-0.0011 |
-0.1% |
0.7459 |
| Range |
0.0073 |
0.0032 |
-0.0041 |
-56.2% |
0.0171 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
61 |
23 |
-38 |
-62.3% |
61 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7458 |
0.7391 |
|
| R3 |
0.7448 |
0.7426 |
0.7382 |
|
| R2 |
0.7416 |
0.7416 |
0.7379 |
|
| R1 |
0.7394 |
0.7394 |
0.7376 |
0.7389 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7381 |
| S1 |
0.7362 |
0.7362 |
0.7370 |
0.7357 |
| S2 |
0.7352 |
0.7352 |
0.7367 |
|
| S3 |
0.7320 |
0.7330 |
0.7364 |
|
| S4 |
0.7288 |
0.7298 |
0.7355 |
|
|
| 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 |
0.7579 |
0.7353 |
0.0226 |
3.1% |
0.0049 |
0.7% |
9% |
False |
False |
27 |
| 10 |
0.7679 |
0.7353 |
0.0326 |
4.4% |
0.0046 |
0.6% |
6% |
False |
False |
18 |
| 20 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0038 |
0.5% |
6% |
False |
False |
14 |
| 40 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0027 |
0.4% |
6% |
False |
False |
8 |
| 60 |
0.7800 |
0.7353 |
0.0447 |
6.1% |
0.0023 |
0.3% |
4% |
False |
False |
8 |
| 80 |
0.7902 |
0.7353 |
0.0549 |
7.4% |
0.0022 |
0.3% |
4% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7541 |
|
2.618 |
0.7489 |
|
1.618 |
0.7457 |
|
1.000 |
0.7437 |
|
0.618 |
0.7425 |
|
HIGH |
0.7405 |
|
0.618 |
0.7393 |
|
0.500 |
0.7389 |
|
0.382 |
0.7385 |
|
LOW |
0.7373 |
|
0.618 |
0.7353 |
|
1.000 |
0.7341 |
|
1.618 |
0.7321 |
|
2.618 |
0.7289 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7404 |
| PP |
0.7384 |
0.7393 |
| S1 |
0.7378 |
0.7383 |
|