CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7416 |
0.7380 |
-0.0036 |
-0.5% |
0.7454 |
| High |
0.7426 |
0.7408 |
-0.0018 |
-0.2% |
0.7454 |
| Low |
0.7392 |
0.7330 |
-0.0062 |
-0.8% |
0.7353 |
| Close |
0.7401 |
0.7359 |
-0.0042 |
-0.6% |
0.7445 |
| Range |
0.0034 |
0.0078 |
0.0044 |
129.4% |
0.0101 |
| ATR |
0.0045 |
0.0048 |
0.0002 |
5.1% |
0.0000 |
| Volume |
5 |
10 |
5 |
100.0% |
129 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7600 |
0.7557 |
0.7402 |
|
| R3 |
0.7522 |
0.7479 |
0.7380 |
|
| R2 |
0.7444 |
0.7444 |
0.7373 |
|
| R1 |
0.7401 |
0.7401 |
0.7366 |
0.7384 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7357 |
| S1 |
0.7323 |
0.7323 |
0.7352 |
0.7306 |
| S2 |
0.7288 |
0.7288 |
0.7345 |
|
| S3 |
0.7210 |
0.7245 |
0.7338 |
|
| S4 |
0.7132 |
0.7167 |
0.7316 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7684 |
0.7501 |
|
| R3 |
0.7619 |
0.7583 |
0.7473 |
|
| R2 |
0.7518 |
0.7518 |
0.7464 |
|
| R1 |
0.7482 |
0.7482 |
0.7454 |
0.7450 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7401 |
| S1 |
0.7381 |
0.7381 |
0.7436 |
0.7348 |
| S2 |
0.7316 |
0.7316 |
0.7426 |
|
| S3 |
0.7215 |
0.7280 |
0.7417 |
|
| S4 |
0.7114 |
0.7179 |
0.7389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7445 |
0.7330 |
0.0115 |
1.6% |
0.0045 |
0.6% |
25% |
False |
True |
8 |
| 10 |
0.7579 |
0.7330 |
0.0249 |
3.4% |
0.0047 |
0.6% |
12% |
False |
True |
18 |
| 20 |
0.7680 |
0.7330 |
0.0350 |
4.8% |
0.0040 |
0.5% |
8% |
False |
True |
15 |
| 40 |
0.7680 |
0.7330 |
0.0350 |
4.8% |
0.0030 |
0.4% |
8% |
False |
True |
9 |
| 60 |
0.7800 |
0.7330 |
0.0470 |
6.4% |
0.0024 |
0.3% |
6% |
False |
True |
7 |
| 80 |
0.7902 |
0.7330 |
0.0572 |
7.8% |
0.0023 |
0.3% |
5% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7612 |
|
1.618 |
0.7534 |
|
1.000 |
0.7486 |
|
0.618 |
0.7456 |
|
HIGH |
0.7408 |
|
0.618 |
0.7378 |
|
0.500 |
0.7369 |
|
0.382 |
0.7360 |
|
LOW |
0.7330 |
|
0.618 |
0.7282 |
|
1.000 |
0.7252 |
|
1.618 |
0.7204 |
|
2.618 |
0.7126 |
|
4.250 |
0.6999 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7378 |
| PP |
0.7366 |
0.7372 |
| S1 |
0.7362 |
0.7365 |
|