CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7691 |
0.7660 |
-0.0031 |
-0.4% |
0.7706 |
| High |
0.7696 |
0.7707 |
0.0011 |
0.1% |
0.7760 |
| Low |
0.7650 |
0.7653 |
0.0003 |
0.0% |
0.7644 |
| Close |
0.7653 |
0.7681 |
0.0028 |
0.4% |
0.7676 |
| Range |
0.0046 |
0.0054 |
0.0008 |
17.4% |
0.0116 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
44,701 |
85,974 |
41,273 |
92.3% |
360,940 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7842 |
0.7816 |
0.7711 |
|
| R3 |
0.7788 |
0.7762 |
0.7696 |
|
| R2 |
0.7734 |
0.7734 |
0.7691 |
|
| R1 |
0.7708 |
0.7708 |
0.7686 |
0.7721 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7687 |
| S1 |
0.7654 |
0.7654 |
0.7676 |
0.7667 |
| S2 |
0.7626 |
0.7626 |
0.7671 |
|
| S3 |
0.7572 |
0.7600 |
0.7666 |
|
| S4 |
0.7518 |
0.7546 |
0.7651 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.7975 |
0.7740 |
|
| R3 |
0.7925 |
0.7859 |
0.7708 |
|
| R2 |
0.7809 |
0.7809 |
0.7697 |
|
| R1 |
0.7743 |
0.7743 |
0.7687 |
0.7718 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7681 |
| S1 |
0.7627 |
0.7627 |
0.7665 |
0.7602 |
| S2 |
0.7577 |
0.7577 |
0.7655 |
|
| S3 |
0.7461 |
0.7511 |
0.7644 |
|
| S4 |
0.7345 |
0.7395 |
0.7612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7760 |
0.7644 |
0.0116 |
1.5% |
0.0056 |
0.7% |
32% |
False |
False |
81,516 |
| 10 |
0.7788 |
0.7644 |
0.0144 |
1.9% |
0.0063 |
0.8% |
26% |
False |
False |
99,541 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0065 |
0.8% |
13% |
False |
False |
70,551 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.5% |
0.0066 |
0.9% |
11% |
False |
False |
35,514 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.8% |
8% |
False |
False |
23,737 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
29% |
False |
False |
17,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7937 |
|
2.618 |
0.7848 |
|
1.618 |
0.7794 |
|
1.000 |
0.7761 |
|
0.618 |
0.7740 |
|
HIGH |
0.7707 |
|
0.618 |
0.7686 |
|
0.500 |
0.7680 |
|
0.382 |
0.7674 |
|
LOW |
0.7653 |
|
0.618 |
0.7620 |
|
1.000 |
0.7599 |
|
1.618 |
0.7566 |
|
2.618 |
0.7512 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7679 |
| PP |
0.7680 |
0.7677 |
| S1 |
0.7680 |
0.7676 |
|