CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7360 |
0.0019 |
0.3% |
0.7405 |
| High |
0.7365 |
0.7410 |
0.0045 |
0.6% |
0.7426 |
| Low |
0.7341 |
0.7346 |
0.0005 |
0.1% |
0.7330 |
| Close |
0.7354 |
0.7403 |
0.0049 |
0.7% |
0.7403 |
| Range |
0.0024 |
0.0064 |
0.0040 |
166.7% |
0.0096 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
24 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7555 |
0.7438 |
|
| R3 |
0.7514 |
0.7491 |
0.7421 |
|
| R2 |
0.7450 |
0.7450 |
0.7415 |
|
| R1 |
0.7427 |
0.7427 |
0.7409 |
0.7439 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7392 |
| S1 |
0.7363 |
0.7363 |
0.7397 |
0.7375 |
| S2 |
0.7322 |
0.7322 |
0.7391 |
|
| S3 |
0.7258 |
0.7299 |
0.7385 |
|
| S4 |
0.7194 |
0.7235 |
0.7368 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7635 |
0.7456 |
|
| R3 |
0.7578 |
0.7539 |
0.7429 |
|
| R2 |
0.7482 |
0.7482 |
0.7421 |
|
| R1 |
0.7443 |
0.7443 |
0.7412 |
0.7415 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7372 |
| S1 |
0.7347 |
0.7347 |
0.7394 |
0.7319 |
| S2 |
0.7290 |
0.7290 |
0.7385 |
|
| S3 |
0.7194 |
0.7251 |
0.7377 |
|
| S4 |
0.7098 |
0.7155 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7426 |
0.7330 |
0.0096 |
1.3% |
0.0042 |
0.6% |
76% |
False |
False |
4 |
| 10 |
0.7454 |
0.7330 |
0.0124 |
1.7% |
0.0045 |
0.6% |
59% |
False |
False |
15 |
| 20 |
0.7680 |
0.7330 |
0.0350 |
4.7% |
0.0043 |
0.6% |
21% |
False |
False |
16 |
| 40 |
0.7680 |
0.7330 |
0.0350 |
4.7% |
0.0031 |
0.4% |
21% |
False |
False |
9 |
| 60 |
0.7800 |
0.7330 |
0.0470 |
6.3% |
0.0026 |
0.3% |
16% |
False |
False |
7 |
| 80 |
0.7902 |
0.7330 |
0.0572 |
7.7% |
0.0024 |
0.3% |
13% |
False |
False |
7 |
| 100 |
0.7961 |
0.7330 |
0.0631 |
8.5% |
0.0024 |
0.3% |
12% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7682 |
|
2.618 |
0.7578 |
|
1.618 |
0.7514 |
|
1.000 |
0.7474 |
|
0.618 |
0.7450 |
|
HIGH |
0.7410 |
|
0.618 |
0.7386 |
|
0.500 |
0.7378 |
|
0.382 |
0.7370 |
|
LOW |
0.7346 |
|
0.618 |
0.7306 |
|
1.000 |
0.7282 |
|
1.618 |
0.7242 |
|
2.618 |
0.7178 |
|
4.250 |
0.7074 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7392 |
| PP |
0.7386 |
0.7381 |
| S1 |
0.7378 |
0.7370 |
|