CME Australian Dollar Future December 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 |
0.7625 |
0.7617 |
-0.0008 |
-0.1% |
0.7660 |
| High |
0.7625 |
0.7626 |
0.0001 |
0.0% |
0.7680 |
| Low |
0.7580 |
0.7617 |
0.0037 |
0.5% |
0.7580 |
| Close |
0.7612 |
0.7617 |
0.0005 |
0.1% |
0.7612 |
| Range |
0.0045 |
0.0009 |
-0.0036 |
-80.0% |
0.0100 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
7 |
0 |
-7 |
-100.0% |
112 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7641 |
0.7622 |
|
| R3 |
0.7638 |
0.7632 |
0.7619 |
|
| R2 |
0.7629 |
0.7629 |
0.7619 |
|
| R1 |
0.7623 |
0.7623 |
0.7618 |
0.7622 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7619 |
| S1 |
0.7614 |
0.7614 |
0.7616 |
0.7613 |
| S2 |
0.7611 |
0.7611 |
0.7615 |
|
| S3 |
0.7602 |
0.7605 |
0.7615 |
|
| S4 |
0.7593 |
0.7596 |
0.7612 |
|
|
| 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% |
0.0033 |
0.4% |
37% |
False |
False |
20 |
| 10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0036 |
0.5% |
62% |
False |
False |
11 |
| 20 |
0.7680 |
0.7480 |
0.0200 |
2.6% |
0.0024 |
0.3% |
69% |
False |
False |
6 |
| 40 |
0.7797 |
0.7441 |
0.0356 |
4.7% |
0.0020 |
0.3% |
49% |
False |
False |
5 |
| 60 |
0.7810 |
0.7441 |
0.0369 |
4.8% |
0.0020 |
0.3% |
48% |
False |
False |
6 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.8% |
0.0020 |
0.3% |
34% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7664 |
|
2.618 |
0.7650 |
|
1.618 |
0.7641 |
|
1.000 |
0.7635 |
|
0.618 |
0.7632 |
|
HIGH |
0.7626 |
|
0.618 |
0.7623 |
|
0.500 |
0.7622 |
|
0.382 |
0.7620 |
|
LOW |
0.7617 |
|
0.618 |
0.7611 |
|
1.000 |
0.7608 |
|
1.618 |
0.7602 |
|
2.618 |
0.7593 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7630 |
| PP |
0.7620 |
0.7625 |
| S1 |
0.7619 |
0.7621 |
|