CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7396 |
0.0018 |
0.2% |
0.7454 |
| High |
0.7398 |
0.7445 |
0.0047 |
0.6% |
0.7454 |
| Low |
0.7356 |
0.7384 |
0.0028 |
0.4% |
0.7353 |
| Close |
0.7398 |
0.7445 |
0.0047 |
0.6% |
0.7445 |
| Range |
0.0042 |
0.0061 |
0.0019 |
45.2% |
0.0101 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.4% |
0.0000 |
| Volume |
16 |
12 |
-4 |
-25.0% |
129 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7608 |
0.7587 |
0.7479 |
|
| R3 |
0.7547 |
0.7526 |
0.7462 |
|
| R2 |
0.7486 |
0.7486 |
0.7456 |
|
| R1 |
0.7465 |
0.7465 |
0.7451 |
0.7476 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7430 |
| S1 |
0.7404 |
0.7404 |
0.7439 |
0.7415 |
| S2 |
0.7364 |
0.7364 |
0.7434 |
|
| S3 |
0.7303 |
0.7343 |
0.7428 |
|
| S4 |
0.7242 |
0.7282 |
0.7411 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7684 |
0.7501 |
|
| R3 |
0.7619 |
0.7583 |
0.7473 |
|
| R2 |
0.7518 |
0.7518 |
0.7464 |
|
| R1 |
0.7482 |
0.7482 |
0.7454 |
0.7450 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7401 |
| S1 |
0.7381 |
0.7381 |
0.7436 |
0.7348 |
| S2 |
0.7316 |
0.7316 |
0.7426 |
|
| S3 |
0.7215 |
0.7280 |
0.7417 |
|
| S4 |
0.7114 |
0.7179 |
0.7389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7454 |
0.7353 |
0.0101 |
1.4% |
0.0047 |
0.6% |
91% |
False |
False |
25 |
| 10 |
0.7630 |
0.7353 |
0.0277 |
3.7% |
0.0047 |
0.6% |
33% |
False |
False |
19 |
| 20 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0041 |
0.6% |
28% |
False |
False |
15 |
| 40 |
0.7680 |
0.7353 |
0.0327 |
4.4% |
0.0029 |
0.4% |
28% |
False |
False |
9 |
| 60 |
0.7800 |
0.7353 |
0.0447 |
6.0% |
0.0023 |
0.3% |
21% |
False |
False |
7 |
| 80 |
0.7902 |
0.7353 |
0.0549 |
7.4% |
0.0022 |
0.3% |
17% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7605 |
|
1.618 |
0.7544 |
|
1.000 |
0.7506 |
|
0.618 |
0.7483 |
|
HIGH |
0.7445 |
|
0.618 |
0.7422 |
|
0.500 |
0.7415 |
|
0.382 |
0.7407 |
|
LOW |
0.7384 |
|
0.618 |
0.7346 |
|
1.000 |
0.7323 |
|
1.618 |
0.7285 |
|
2.618 |
0.7224 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7430 |
| PP |
0.7425 |
0.7415 |
| S1 |
0.7415 |
0.7401 |
|