CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7530 |
-0.0052 |
-0.7% |
0.7667 |
| High |
0.7583 |
0.7546 |
-0.0037 |
-0.5% |
0.7683 |
| Low |
0.7526 |
0.7473 |
-0.0053 |
-0.7% |
0.7532 |
| Close |
0.7530 |
0.7491 |
-0.0039 |
-0.5% |
0.7580 |
| Range |
0.0057 |
0.0073 |
0.0016 |
28.1% |
0.0151 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
94,084 |
102,087 |
8,003 |
8.5% |
540,437 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7680 |
0.7531 |
|
| R3 |
0.7649 |
0.7607 |
0.7511 |
|
| R2 |
0.7576 |
0.7576 |
0.7504 |
|
| R1 |
0.7534 |
0.7534 |
0.7498 |
0.7519 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7496 |
| S1 |
0.7461 |
0.7461 |
0.7484 |
0.7446 |
| S2 |
0.7430 |
0.7430 |
0.7478 |
|
| S3 |
0.7357 |
0.7388 |
0.7471 |
|
| S4 |
0.7284 |
0.7315 |
0.7451 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.7967 |
0.7663 |
|
| R3 |
0.7900 |
0.7816 |
0.7622 |
|
| R2 |
0.7749 |
0.7749 |
0.7608 |
|
| R1 |
0.7665 |
0.7665 |
0.7594 |
0.7632 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7582 |
| S1 |
0.7514 |
0.7514 |
0.7566 |
0.7481 |
| S2 |
0.7447 |
0.7447 |
0.7552 |
|
| S3 |
0.7296 |
0.7363 |
0.7538 |
|
| S4 |
0.7145 |
0.7212 |
0.7497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7607 |
0.7473 |
0.0134 |
1.8% |
0.0056 |
0.7% |
13% |
False |
True |
103,579 |
| 10 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0063 |
0.8% |
5% |
False |
True |
104,517 |
| 20 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0055 |
0.7% |
5% |
False |
True |
94,542 |
| 40 |
0.7921 |
0.7473 |
0.0448 |
6.0% |
0.0060 |
0.8% |
4% |
False |
True |
82,547 |
| 60 |
0.7986 |
0.7473 |
0.0513 |
6.8% |
0.0062 |
0.8% |
4% |
False |
True |
55,190 |
| 80 |
0.8130 |
0.7473 |
0.0657 |
8.8% |
0.0063 |
0.8% |
3% |
False |
True |
41,438 |
| 100 |
0.8130 |
0.7473 |
0.0657 |
8.8% |
0.0056 |
0.7% |
3% |
False |
True |
33,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7856 |
|
2.618 |
0.7737 |
|
1.618 |
0.7664 |
|
1.000 |
0.7619 |
|
0.618 |
0.7591 |
|
HIGH |
0.7546 |
|
0.618 |
0.7518 |
|
0.500 |
0.7510 |
|
0.382 |
0.7501 |
|
LOW |
0.7473 |
|
0.618 |
0.7428 |
|
1.000 |
0.7400 |
|
1.618 |
0.7355 |
|
2.618 |
0.7282 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7529 |
| PP |
0.7503 |
0.7516 |
| S1 |
0.7497 |
0.7504 |
|