CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7851 |
0.7875 |
0.0024 |
0.3% |
0.7766 |
| High |
0.7883 |
0.7902 |
0.0019 |
0.2% |
0.7857 |
| Low |
0.7851 |
0.7850 |
-0.0001 |
0.0% |
0.7730 |
| Close |
0.7880 |
0.7871 |
-0.0009 |
-0.1% |
0.7851 |
| Range |
0.0032 |
0.0052 |
0.0020 |
62.5% |
0.0127 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
16,316 |
26,315 |
9,999 |
61.3% |
11,373 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.8003 |
0.7900 |
|
| R3 |
0.7978 |
0.7951 |
0.7885 |
|
| R2 |
0.7926 |
0.7926 |
0.7881 |
|
| R1 |
0.7899 |
0.7899 |
0.7876 |
0.7887 |
| PP |
0.7874 |
0.7874 |
0.7874 |
0.7868 |
| S1 |
0.7847 |
0.7847 |
0.7866 |
0.7834 |
| S2 |
0.7822 |
0.7822 |
0.7861 |
|
| S3 |
0.7770 |
0.7795 |
0.7857 |
|
| S4 |
0.7718 |
0.7743 |
0.7842 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8149 |
0.7921 |
|
| R3 |
0.8067 |
0.8022 |
0.7886 |
|
| R2 |
0.7940 |
0.7940 |
0.7874 |
|
| R1 |
0.7895 |
0.7895 |
0.7863 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7824 |
| S1 |
0.7768 |
0.7768 |
0.7839 |
0.7791 |
| S2 |
0.7686 |
0.7686 |
0.7828 |
|
| S3 |
0.7559 |
0.7641 |
0.7816 |
|
| S4 |
0.7432 |
0.7514 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7902 |
0.7775 |
0.0127 |
1.6% |
0.0057 |
0.7% |
76% |
True |
False |
10,462 |
| 10 |
0.7902 |
0.7716 |
0.0186 |
2.4% |
0.0055 |
0.7% |
83% |
True |
False |
5,703 |
| 20 |
0.7986 |
0.7716 |
0.0270 |
3.4% |
0.0065 |
0.8% |
57% |
False |
False |
3,032 |
| 40 |
0.8130 |
0.7716 |
0.0414 |
5.3% |
0.0068 |
0.9% |
37% |
False |
False |
1,657 |
| 60 |
0.8130 |
0.7643 |
0.0487 |
6.2% |
0.0056 |
0.7% |
47% |
False |
False |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8123 |
|
2.618 |
0.8038 |
|
1.618 |
0.7986 |
|
1.000 |
0.7954 |
|
0.618 |
0.7934 |
|
HIGH |
0.7902 |
|
0.618 |
0.7882 |
|
0.500 |
0.7876 |
|
0.382 |
0.7870 |
|
LOW |
0.7850 |
|
0.618 |
0.7818 |
|
1.000 |
0.7798 |
|
1.618 |
0.7766 |
|
2.618 |
0.7714 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7861 |
| PP |
0.7874 |
0.7851 |
| S1 |
0.7873 |
0.7841 |
|