CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7396 |
0.7378 |
-0.0018 |
-0.2% |
0.7617 |
| High |
0.7405 |
0.7398 |
-0.0007 |
-0.1% |
0.7630 |
| Low |
0.7373 |
0.7356 |
-0.0017 |
-0.2% |
0.7459 |
| Close |
0.7373 |
0.7398 |
0.0025 |
0.3% |
0.7459 |
| Range |
0.0032 |
0.0042 |
0.0010 |
31.3% |
0.0171 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
23 |
16 |
-7 |
-30.4% |
61 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7496 |
0.7421 |
|
| R3 |
0.7468 |
0.7454 |
0.7410 |
|
| R2 |
0.7426 |
0.7426 |
0.7406 |
|
| R1 |
0.7412 |
0.7412 |
0.7402 |
0.7419 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7388 |
| S1 |
0.7370 |
0.7370 |
0.7394 |
0.7377 |
| S2 |
0.7342 |
0.7342 |
0.7390 |
|
| S3 |
0.7300 |
0.7328 |
0.7386 |
|
| S4 |
0.7258 |
0.7286 |
0.7375 |
|
|
| 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 |
0.7479 |
0.7353 |
0.0126 |
1.7% |
0.0039 |
0.5% |
36% |
False |
False |
25 |
| 10 |
0.7630 |
0.7353 |
0.0277 |
3.7% |
0.0045 |
0.6% |
16% |
False |
False |
18 |
| 20 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0039 |
0.5% |
14% |
False |
False |
14 |
| 40 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0028 |
0.4% |
14% |
False |
False |
8 |
| 60 |
0.7800 |
0.7353 |
0.0447 |
6.0% |
0.0022 |
0.3% |
10% |
False |
False |
7 |
| 80 |
0.7902 |
0.7353 |
0.0549 |
7.4% |
0.0022 |
0.3% |
8% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7577 |
|
2.618 |
0.7508 |
|
1.618 |
0.7466 |
|
1.000 |
0.7440 |
|
0.618 |
0.7424 |
|
HIGH |
0.7398 |
|
0.618 |
0.7382 |
|
0.500 |
0.7377 |
|
0.382 |
0.7372 |
|
LOW |
0.7356 |
|
0.618 |
0.7330 |
|
1.000 |
0.7314 |
|
1.618 |
0.7288 |
|
2.618 |
0.7246 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7391 |
0.7395 |
| PP |
0.7384 |
0.7392 |
| S1 |
0.7377 |
0.7390 |
|