CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7881 |
0.7801 |
-0.0080 |
-1.0% |
0.7851 |
| High |
0.7889 |
0.7807 |
-0.0082 |
-1.0% |
0.7921 |
| Low |
0.7797 |
0.7712 |
-0.0085 |
-1.1% |
0.7712 |
| Close |
0.7801 |
0.7716 |
-0.0085 |
-1.1% |
0.7716 |
| Range |
0.0092 |
0.0095 |
0.0003 |
3.3% |
0.0209 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
| Volume |
59,164 |
128,214 |
69,050 |
116.7% |
292,216 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7968 |
0.7768 |
|
| R3 |
0.7935 |
0.7873 |
0.7742 |
|
| R2 |
0.7840 |
0.7840 |
0.7733 |
|
| R1 |
0.7778 |
0.7778 |
0.7725 |
0.7762 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7737 |
| S1 |
0.7683 |
0.7683 |
0.7707 |
0.7667 |
| S2 |
0.7650 |
0.7650 |
0.7699 |
|
| S3 |
0.7555 |
0.7588 |
0.7690 |
|
| S4 |
0.7460 |
0.7493 |
0.7664 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8272 |
0.7831 |
|
| R3 |
0.8201 |
0.8063 |
0.7773 |
|
| R2 |
0.7992 |
0.7992 |
0.7754 |
|
| R1 |
0.7854 |
0.7854 |
0.7735 |
0.7819 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7765 |
| S1 |
0.7645 |
0.7645 |
0.7697 |
0.7610 |
| S2 |
0.7574 |
0.7574 |
0.7678 |
|
| S3 |
0.7365 |
0.7436 |
0.7659 |
|
| S4 |
0.7156 |
0.7227 |
0.7601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7921 |
0.7712 |
0.0209 |
2.7% |
0.0067 |
0.9% |
2% |
False |
True |
58,443 |
| 10 |
0.7921 |
0.7712 |
0.0209 |
2.7% |
0.0066 |
0.9% |
2% |
False |
True |
30,358 |
| 20 |
0.7986 |
0.7712 |
0.0274 |
3.6% |
0.0064 |
0.8% |
1% |
False |
True |
15,469 |
| 40 |
0.8130 |
0.7712 |
0.0418 |
5.4% |
0.0069 |
0.9% |
1% |
False |
True |
7,893 |
| 60 |
0.8130 |
0.7647 |
0.0483 |
6.3% |
0.0059 |
0.8% |
14% |
False |
False |
5,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8211 |
|
2.618 |
0.8056 |
|
1.618 |
0.7961 |
|
1.000 |
0.7902 |
|
0.618 |
0.7866 |
|
HIGH |
0.7807 |
|
0.618 |
0.7771 |
|
0.500 |
0.7760 |
|
0.382 |
0.7748 |
|
LOW |
0.7712 |
|
0.618 |
0.7653 |
|
1.000 |
0.7617 |
|
1.618 |
0.7558 |
|
2.618 |
0.7463 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7817 |
| PP |
0.7745 |
0.7783 |
| S1 |
0.7731 |
0.7750 |
|