CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7687 |
-0.0033 |
-0.4% |
0.7851 |
| High |
0.7723 |
0.7782 |
0.0059 |
0.8% |
0.7921 |
| Low |
0.7680 |
0.7674 |
-0.0006 |
-0.1% |
0.7712 |
| Close |
0.7685 |
0.7757 |
0.0072 |
0.9% |
0.7716 |
| Range |
0.0043 |
0.0108 |
0.0065 |
151.2% |
0.0209 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.0% |
0.0000 |
| Volume |
96,954 |
142,643 |
45,689 |
47.1% |
292,216 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.8017 |
0.7816 |
|
| R3 |
0.7954 |
0.7909 |
0.7787 |
|
| R2 |
0.7846 |
0.7846 |
0.7777 |
|
| R1 |
0.7801 |
0.7801 |
0.7767 |
0.7823 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7749 |
| S1 |
0.7693 |
0.7693 |
0.7747 |
0.7716 |
| S2 |
0.7630 |
0.7630 |
0.7737 |
|
| S3 |
0.7522 |
0.7585 |
0.7727 |
|
| S4 |
0.7414 |
0.7477 |
0.7698 |
|
|
| 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 |
0.7889 |
0.7674 |
0.0215 |
2.8% |
0.0075 |
1.0% |
39% |
False |
True |
107,925 |
| 10 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0067 |
0.9% |
34% |
False |
True |
65,148 |
| 20 |
0.7921 |
0.7674 |
0.0247 |
3.2% |
0.0062 |
0.8% |
34% |
False |
True |
33,043 |
| 40 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0070 |
0.9% |
18% |
False |
True |
16,694 |
| 60 |
0.8130 |
0.7674 |
0.0456 |
5.9% |
0.0061 |
0.8% |
18% |
False |
True |
11,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8241 |
|
2.618 |
0.8065 |
|
1.618 |
0.7957 |
|
1.000 |
0.7890 |
|
0.618 |
0.7849 |
|
HIGH |
0.7782 |
|
0.618 |
0.7741 |
|
0.500 |
0.7728 |
|
0.382 |
0.7715 |
|
LOW |
0.7674 |
|
0.618 |
0.7607 |
|
1.000 |
0.7566 |
|
1.618 |
0.7499 |
|
2.618 |
0.7391 |
|
4.250 |
0.7215 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7747 |
0.7747 |
| PP |
0.7738 |
0.7738 |
| S1 |
0.7728 |
0.7728 |
|