CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7787 |
0.7728 |
-0.0059 |
-0.8% |
0.7766 |
| High |
0.7813 |
0.7730 |
-0.0083 |
-1.1% |
0.7813 |
| Low |
0.7719 |
0.7656 |
-0.0063 |
-0.8% |
0.7656 |
| Close |
0.7724 |
0.7668 |
-0.0056 |
-0.7% |
0.7668 |
| Range |
0.0094 |
0.0074 |
-0.0020 |
-21.3% |
0.0157 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
117,153 |
104,107 |
-13,046 |
-11.1% |
444,902 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7861 |
0.7709 |
|
| R3 |
0.7833 |
0.7787 |
0.7688 |
|
| R2 |
0.7759 |
0.7759 |
0.7682 |
|
| R1 |
0.7713 |
0.7713 |
0.7675 |
0.7699 |
| PP |
0.7685 |
0.7685 |
0.7685 |
0.7678 |
| S1 |
0.7639 |
0.7639 |
0.7661 |
0.7625 |
| S2 |
0.7611 |
0.7611 |
0.7654 |
|
| S3 |
0.7537 |
0.7565 |
0.7648 |
|
| S4 |
0.7463 |
0.7491 |
0.7627 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8083 |
0.7754 |
|
| R3 |
0.8026 |
0.7926 |
0.7711 |
|
| R2 |
0.7869 |
0.7869 |
0.7697 |
|
| R1 |
0.7769 |
0.7769 |
0.7682 |
0.7741 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7698 |
| S1 |
0.7612 |
0.7612 |
0.7654 |
0.7584 |
| S2 |
0.7555 |
0.7555 |
0.7639 |
|
| S3 |
0.7398 |
0.7455 |
0.7625 |
|
| S4 |
0.7241 |
0.7298 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7813 |
0.7656 |
0.0157 |
2.0% |
0.0057 |
0.7% |
8% |
False |
True |
88,980 |
| 10 |
0.7813 |
0.7653 |
0.0160 |
2.1% |
0.0054 |
0.7% |
9% |
False |
False |
88,125 |
| 20 |
0.7813 |
0.7644 |
0.0169 |
2.2% |
0.0054 |
0.7% |
14% |
False |
False |
88,552 |
| 40 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0059 |
0.8% |
9% |
False |
False |
64,269 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0065 |
0.9% |
5% |
False |
False |
42,960 |
| 80 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0060 |
0.8% |
5% |
False |
False |
32,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7924 |
|
1.618 |
0.7850 |
|
1.000 |
0.7804 |
|
0.618 |
0.7776 |
|
HIGH |
0.7730 |
|
0.618 |
0.7702 |
|
0.500 |
0.7693 |
|
0.382 |
0.7684 |
|
LOW |
0.7656 |
|
0.618 |
0.7610 |
|
1.000 |
0.7582 |
|
1.618 |
0.7536 |
|
2.618 |
0.7462 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7735 |
| PP |
0.7685 |
0.7712 |
| S1 |
0.7676 |
0.7690 |
|