CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7487 |
-0.0043 |
-0.6% |
0.7667 |
| High |
0.7546 |
0.7538 |
-0.0008 |
-0.1% |
0.7683 |
| Low |
0.7473 |
0.7476 |
0.0003 |
0.0% |
0.7532 |
| Close |
0.7491 |
0.7510 |
0.0019 |
0.3% |
0.7580 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.1% |
0.0151 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
102,087 |
146,337 |
44,250 |
43.3% |
540,437 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7664 |
0.7544 |
|
| R3 |
0.7632 |
0.7602 |
0.7527 |
|
| R2 |
0.7570 |
0.7570 |
0.7521 |
|
| R1 |
0.7540 |
0.7540 |
0.7516 |
0.7555 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7516 |
| S1 |
0.7478 |
0.7478 |
0.7504 |
0.7493 |
| S2 |
0.7446 |
0.7446 |
0.7499 |
|
| S3 |
0.7384 |
0.7416 |
0.7493 |
|
| S4 |
0.7322 |
0.7354 |
0.7476 |
|
|
| 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 |
0.7589 |
0.7473 |
0.0116 |
1.5% |
0.0057 |
0.8% |
32% |
False |
False |
113,611 |
| 10 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0063 |
0.8% |
11% |
False |
False |
110,420 |
| 20 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0055 |
0.7% |
11% |
False |
False |
97,056 |
| 40 |
0.7921 |
0.7473 |
0.0448 |
6.0% |
0.0059 |
0.8% |
8% |
False |
False |
86,178 |
| 60 |
0.7986 |
0.7473 |
0.0513 |
6.8% |
0.0062 |
0.8% |
7% |
False |
False |
57,625 |
| 80 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0063 |
0.8% |
6% |
False |
False |
43,267 |
| 100 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0056 |
0.7% |
6% |
False |
False |
34,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7700 |
|
1.618 |
0.7638 |
|
1.000 |
0.7600 |
|
0.618 |
0.7576 |
|
HIGH |
0.7538 |
|
0.618 |
0.7514 |
|
0.500 |
0.7507 |
|
0.382 |
0.7500 |
|
LOW |
0.7476 |
|
0.618 |
0.7438 |
|
1.000 |
0.7414 |
|
1.618 |
0.7376 |
|
2.618 |
0.7314 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7509 |
0.7528 |
| PP |
0.7508 |
0.7522 |
| S1 |
0.7507 |
0.7516 |
|