CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7341 |
-0.0039 |
-0.5% |
0.7454 |
| High |
0.7408 |
0.7365 |
-0.0043 |
-0.6% |
0.7454 |
| Low |
0.7330 |
0.7341 |
0.0011 |
0.2% |
0.7353 |
| Close |
0.7359 |
0.7354 |
-0.0005 |
-0.1% |
0.7445 |
| Range |
0.0078 |
0.0024 |
-0.0054 |
-69.2% |
0.0101 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
129 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7414 |
0.7367 |
|
| R3 |
0.7401 |
0.7390 |
0.7361 |
|
| R2 |
0.7377 |
0.7377 |
0.7358 |
|
| R1 |
0.7366 |
0.7366 |
0.7356 |
0.7372 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7356 |
| S1 |
0.7342 |
0.7342 |
0.7352 |
0.7348 |
| S2 |
0.7329 |
0.7329 |
0.7350 |
|
| S3 |
0.7305 |
0.7318 |
0.7347 |
|
| S4 |
0.7281 |
0.7294 |
0.7341 |
|
|
| 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% |
0.0041 |
0.6% |
21% |
False |
False |
6 |
| 10 |
0.7479 |
0.7330 |
0.0149 |
2.0% |
0.0040 |
0.5% |
16% |
False |
False |
15 |
| 20 |
0.7680 |
0.7330 |
0.0350 |
4.8% |
0.0041 |
0.6% |
7% |
False |
False |
16 |
| 40 |
0.7680 |
0.7330 |
0.0350 |
4.8% |
0.0030 |
0.4% |
7% |
False |
False |
9 |
| 60 |
0.7800 |
0.7330 |
0.0470 |
6.4% |
0.0024 |
0.3% |
5% |
False |
False |
7 |
| 80 |
0.7902 |
0.7330 |
0.0572 |
7.8% |
0.0024 |
0.3% |
4% |
False |
False |
7 |
| 100 |
0.7961 |
0.7330 |
0.0631 |
8.6% |
0.0024 |
0.3% |
4% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7428 |
|
1.618 |
0.7404 |
|
1.000 |
0.7389 |
|
0.618 |
0.7380 |
|
HIGH |
0.7365 |
|
0.618 |
0.7356 |
|
0.500 |
0.7353 |
|
0.382 |
0.7350 |
|
LOW |
0.7341 |
|
0.618 |
0.7326 |
|
1.000 |
0.7317 |
|
1.618 |
0.7302 |
|
2.618 |
0.7278 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7354 |
0.7378 |
| PP |
0.7353 |
0.7370 |
| S1 |
0.7353 |
0.7362 |
|