CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7575 |
-0.0032 |
-0.4% |
0.7571 |
| High |
0.7624 |
0.7609 |
-0.0015 |
-0.2% |
0.7678 |
| Low |
0.7566 |
0.7530 |
-0.0036 |
-0.5% |
0.7561 |
| Close |
0.7571 |
0.7558 |
-0.0013 |
-0.2% |
0.7601 |
| Range |
0.0058 |
0.0079 |
0.0021 |
36.2% |
0.0117 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.0% |
0.0000 |
| Volume |
88,941 |
152,179 |
63,238 |
71.1% |
529,272 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7759 |
0.7601 |
|
| R3 |
0.7724 |
0.7680 |
0.7580 |
|
| R2 |
0.7645 |
0.7645 |
0.7572 |
|
| R1 |
0.7601 |
0.7601 |
0.7565 |
0.7584 |
| PP |
0.7566 |
0.7566 |
0.7566 |
0.7557 |
| S1 |
0.7522 |
0.7522 |
0.7551 |
0.7504 |
| S2 |
0.7487 |
0.7487 |
0.7544 |
|
| S3 |
0.7408 |
0.7443 |
0.7536 |
|
| S4 |
0.7329 |
0.7364 |
0.7515 |
|
|
| 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 |
0.7673 |
0.7530 |
0.0143 |
1.9% |
0.0059 |
0.8% |
20% |
False |
True |
100,152 |
| 10 |
0.7678 |
0.7514 |
0.0164 |
2.2% |
0.0062 |
0.8% |
27% |
False |
False |
103,585 |
| 20 |
0.7678 |
0.7448 |
0.0230 |
3.0% |
0.0063 |
0.8% |
48% |
False |
False |
110,219 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0063 |
0.8% |
36% |
False |
False |
110,711 |
| 60 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
36% |
False |
False |
104,492 |
| 80 |
0.7934 |
0.7413 |
0.0521 |
6.9% |
0.0061 |
0.8% |
28% |
False |
False |
83,641 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.8% |
20% |
False |
False |
66,978 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0060 |
0.8% |
20% |
False |
False |
55,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7945 |
|
2.618 |
0.7816 |
|
1.618 |
0.7737 |
|
1.000 |
0.7688 |
|
0.618 |
0.7658 |
|
HIGH |
0.7609 |
|
0.618 |
0.7579 |
|
0.500 |
0.7570 |
|
0.382 |
0.7560 |
|
LOW |
0.7530 |
|
0.618 |
0.7481 |
|
1.000 |
0.7451 |
|
1.618 |
0.7402 |
|
2.618 |
0.7323 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7570 |
0.7577 |
| PP |
0.7566 |
0.7571 |
| S1 |
0.7562 |
0.7564 |
|