CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7593 |
-0.0031 |
-0.4% |
0.7571 |
| High |
0.7628 |
0.7622 |
-0.0006 |
-0.1% |
0.7678 |
| Low |
0.7561 |
0.7592 |
0.0031 |
0.4% |
0.7561 |
| Close |
0.7601 |
0.7605 |
0.0004 |
0.1% |
0.7601 |
| Range |
0.0067 |
0.0030 |
-0.0037 |
-55.2% |
0.0117 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
97,059 |
61,072 |
-35,987 |
-37.1% |
529,272 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7696 |
0.7681 |
0.7622 |
|
| R3 |
0.7666 |
0.7651 |
0.7613 |
|
| R2 |
0.7636 |
0.7636 |
0.7611 |
|
| R1 |
0.7621 |
0.7621 |
0.7608 |
0.7629 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7610 |
| S1 |
0.7591 |
0.7591 |
0.7602 |
0.7599 |
| S2 |
0.7576 |
0.7576 |
0.7599 |
|
| S3 |
0.7546 |
0.7561 |
0.7597 |
|
| S4 |
0.7516 |
0.7531 |
0.7588 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7900 |
0.7665 |
|
| R3 |
0.7847 |
0.7783 |
0.7633 |
|
| R2 |
0.7730 |
0.7730 |
0.7622 |
|
| R1 |
0.7666 |
0.7666 |
0.7612 |
0.7698 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7630 |
| S1 |
0.7549 |
0.7549 |
0.7590 |
0.7581 |
| S2 |
0.7496 |
0.7496 |
0.7580 |
|
| S3 |
0.7379 |
0.7432 |
0.7569 |
|
| S4 |
0.7262 |
0.7315 |
0.7537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7678 |
0.7561 |
0.0117 |
1.5% |
0.0056 |
0.7% |
38% |
False |
False |
95,345 |
| 10 |
0.7678 |
0.7477 |
0.0201 |
2.6% |
0.0068 |
0.9% |
64% |
False |
False |
108,063 |
| 20 |
0.7678 |
0.7448 |
0.0230 |
3.0% |
0.0062 |
0.8% |
68% |
False |
False |
108,669 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
48% |
False |
False |
108,091 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
48% |
False |
False |
104,488 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.5% |
0.0061 |
0.8% |
34% |
False |
False |
80,632 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0064 |
0.8% |
27% |
False |
False |
64,568 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.4% |
0.0059 |
0.8% |
27% |
False |
False |
53,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7701 |
|
1.618 |
0.7671 |
|
1.000 |
0.7652 |
|
0.618 |
0.7641 |
|
HIGH |
0.7622 |
|
0.618 |
0.7611 |
|
0.500 |
0.7607 |
|
0.382 |
0.7603 |
|
LOW |
0.7592 |
|
0.618 |
0.7573 |
|
1.000 |
0.7562 |
|
1.618 |
0.7543 |
|
2.618 |
0.7513 |
|
4.250 |
0.7464 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7617 |
| PP |
0.7606 |
0.7613 |
| S1 |
0.7606 |
0.7609 |
|