CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7679 |
0.7625 |
-0.0054 |
-0.7% |
0.7660 |
| High |
0.7679 |
0.7625 |
-0.0054 |
-0.7% |
0.7680 |
| Low |
0.7633 |
0.7580 |
-0.0053 |
-0.7% |
0.7580 |
| Close |
0.7633 |
0.7612 |
-0.0021 |
-0.3% |
0.7612 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0100 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.8% |
0.0000 |
| Volume |
14 |
7 |
-7 |
-50.0% |
112 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7721 |
0.7637 |
|
| R3 |
0.7696 |
0.7676 |
0.7624 |
|
| R2 |
0.7651 |
0.7651 |
0.7620 |
|
| R1 |
0.7631 |
0.7631 |
0.7616 |
0.7619 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7599 |
| S1 |
0.7586 |
0.7586 |
0.7608 |
0.7574 |
| S2 |
0.7561 |
0.7561 |
0.7604 |
|
| S3 |
0.7516 |
0.7541 |
0.7600 |
|
| S4 |
0.7471 |
0.7496 |
0.7587 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7868 |
0.7667 |
|
| R3 |
0.7824 |
0.7768 |
0.7640 |
|
| R2 |
0.7724 |
0.7724 |
0.7630 |
|
| R1 |
0.7668 |
0.7668 |
0.7621 |
0.7646 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7613 |
| S1 |
0.7568 |
0.7568 |
0.7603 |
0.7546 |
| S2 |
0.7524 |
0.7524 |
0.7594 |
|
| S3 |
0.7424 |
0.7468 |
0.7585 |
|
| S4 |
0.7324 |
0.7368 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7580 |
0.0100 |
1.3% |
0.0035 |
0.5% |
32% |
False |
True |
22 |
| 10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0035 |
0.5% |
59% |
False |
False |
11 |
| 20 |
0.7680 |
0.7480 |
0.0200 |
2.6% |
0.0023 |
0.3% |
66% |
False |
False |
6 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0021 |
0.3% |
48% |
False |
False |
6 |
| 60 |
0.7815 |
0.7441 |
0.0374 |
4.9% |
0.0020 |
0.3% |
46% |
False |
False |
6 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.8% |
0.0021 |
0.3% |
33% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7743 |
|
1.618 |
0.7698 |
|
1.000 |
0.7670 |
|
0.618 |
0.7653 |
|
HIGH |
0.7625 |
|
0.618 |
0.7608 |
|
0.500 |
0.7603 |
|
0.382 |
0.7597 |
|
LOW |
0.7580 |
|
0.618 |
0.7552 |
|
1.000 |
0.7535 |
|
1.618 |
0.7507 |
|
2.618 |
0.7462 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7630 |
| PP |
0.7606 |
0.7624 |
| S1 |
0.7603 |
0.7618 |
|