CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7495 |
0.0008 |
0.1% |
0.7667 |
| High |
0.7538 |
0.7543 |
0.0005 |
0.1% |
0.7683 |
| Low |
0.7476 |
0.7486 |
0.0010 |
0.1% |
0.7532 |
| Close |
0.7510 |
0.7531 |
0.0021 |
0.3% |
0.7580 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0151 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
146,337 |
135,852 |
-10,485 |
-7.2% |
540,437 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7668 |
0.7562 |
|
| R3 |
0.7634 |
0.7611 |
0.7547 |
|
| R2 |
0.7577 |
0.7577 |
0.7541 |
|
| R1 |
0.7554 |
0.7554 |
0.7536 |
0.7566 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7526 |
| S1 |
0.7497 |
0.7497 |
0.7526 |
0.7509 |
| S2 |
0.7463 |
0.7463 |
0.7521 |
|
| S3 |
0.7406 |
0.7440 |
0.7515 |
|
| S4 |
0.7349 |
0.7383 |
0.7500 |
|
|
| 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 |
0.7585 |
0.7473 |
0.0112 |
1.5% |
0.0060 |
0.8% |
52% |
False |
False |
117,591 |
| 10 |
0.7730 |
0.7473 |
0.0257 |
3.4% |
0.0060 |
0.8% |
23% |
False |
False |
112,290 |
| 20 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0055 |
0.7% |
17% |
False |
False |
99,872 |
| 40 |
0.7921 |
0.7473 |
0.0448 |
5.9% |
0.0059 |
0.8% |
13% |
False |
False |
89,508 |
| 60 |
0.7986 |
0.7473 |
0.0513 |
6.8% |
0.0062 |
0.8% |
11% |
False |
False |
59,883 |
| 80 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0063 |
0.8% |
9% |
False |
False |
44,965 |
| 100 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0056 |
0.7% |
9% |
False |
False |
35,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7692 |
|
1.618 |
0.7635 |
|
1.000 |
0.7600 |
|
0.618 |
0.7578 |
|
HIGH |
0.7543 |
|
0.618 |
0.7521 |
|
0.500 |
0.7515 |
|
0.382 |
0.7508 |
|
LOW |
0.7486 |
|
0.618 |
0.7451 |
|
1.000 |
0.7429 |
|
1.618 |
0.7394 |
|
2.618 |
0.7337 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7524 |
| PP |
0.7520 |
0.7517 |
| S1 |
0.7515 |
0.7510 |
|