CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7720 |
0.0004 |
0.1% |
0.7851 |
| High |
0.7729 |
0.7723 |
-0.0006 |
-0.1% |
0.7921 |
| Low |
0.7690 |
0.7680 |
-0.0010 |
-0.1% |
0.7712 |
| Close |
0.7725 |
0.7685 |
-0.0040 |
-0.5% |
0.7716 |
| Range |
0.0039 |
0.0043 |
0.0004 |
10.3% |
0.0209 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
112,652 |
96,954 |
-15,698 |
-13.9% |
292,216 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7798 |
0.7709 |
|
| R3 |
0.7782 |
0.7755 |
0.7697 |
|
| R2 |
0.7739 |
0.7739 |
0.7693 |
|
| R1 |
0.7712 |
0.7712 |
0.7689 |
0.7704 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7692 |
| S1 |
0.7669 |
0.7669 |
0.7681 |
0.7661 |
| S2 |
0.7653 |
0.7653 |
0.7677 |
|
| S3 |
0.7610 |
0.7626 |
0.7673 |
|
| S4 |
0.7567 |
0.7583 |
0.7661 |
|
|
| 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 |
0.7680 |
0.0241 |
3.1% |
0.0067 |
0.9% |
2% |
False |
True |
91,838 |
| 10 |
0.7921 |
0.7680 |
0.0241 |
3.1% |
0.0062 |
0.8% |
2% |
False |
True |
51,150 |
| 20 |
0.7921 |
0.7680 |
0.0241 |
3.1% |
0.0060 |
0.8% |
2% |
False |
True |
25,918 |
| 40 |
0.8130 |
0.7680 |
0.0450 |
5.9% |
0.0069 |
0.9% |
1% |
False |
True |
13,130 |
| 60 |
0.8130 |
0.7655 |
0.0475 |
6.2% |
0.0060 |
0.8% |
6% |
False |
False |
8,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7906 |
|
2.618 |
0.7836 |
|
1.618 |
0.7793 |
|
1.000 |
0.7766 |
|
0.618 |
0.7750 |
|
HIGH |
0.7723 |
|
0.618 |
0.7707 |
|
0.500 |
0.7702 |
|
0.382 |
0.7696 |
|
LOW |
0.7680 |
|
0.618 |
0.7653 |
|
1.000 |
0.7637 |
|
1.618 |
0.7610 |
|
2.618 |
0.7567 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7744 |
| PP |
0.7696 |
0.7724 |
| S1 |
0.7691 |
0.7705 |
|