CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7495 |
0.7533 |
0.0038 |
0.5% |
0.7582 |
| High |
0.7543 |
0.7561 |
0.0018 |
0.2% |
0.7583 |
| Low |
0.7486 |
0.7493 |
0.0007 |
0.1% |
0.7473 |
| Close |
0.7531 |
0.7536 |
0.0005 |
0.1% |
0.7536 |
| Range |
0.0057 |
0.0068 |
0.0011 |
19.3% |
0.0110 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
135,852 |
130,152 |
-5,700 |
-4.2% |
608,512 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7734 |
0.7703 |
0.7573 |
|
| R3 |
0.7666 |
0.7635 |
0.7555 |
|
| R2 |
0.7598 |
0.7598 |
0.7548 |
|
| R1 |
0.7567 |
0.7567 |
0.7542 |
0.7583 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7538 |
| S1 |
0.7499 |
0.7499 |
0.7530 |
0.7515 |
| S2 |
0.7462 |
0.7462 |
0.7524 |
|
| S3 |
0.7394 |
0.7431 |
0.7517 |
|
| S4 |
0.7326 |
0.7363 |
0.7499 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7808 |
0.7597 |
|
| R3 |
0.7751 |
0.7698 |
0.7566 |
|
| R2 |
0.7641 |
0.7641 |
0.7556 |
|
| R1 |
0.7588 |
0.7588 |
0.7546 |
0.7560 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7516 |
| S1 |
0.7478 |
0.7478 |
0.7526 |
0.7450 |
| S2 |
0.7421 |
0.7421 |
0.7516 |
|
| S3 |
0.7311 |
0.7368 |
0.7506 |
|
| S4 |
0.7201 |
0.7258 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7583 |
0.7473 |
0.0110 |
1.5% |
0.0063 |
0.8% |
57% |
False |
False |
121,702 |
| 10 |
0.7683 |
0.7473 |
0.0210 |
2.8% |
0.0059 |
0.8% |
30% |
False |
False |
114,894 |
| 20 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0057 |
0.8% |
19% |
False |
False |
101,509 |
| 40 |
0.7921 |
0.7473 |
0.0448 |
5.9% |
0.0059 |
0.8% |
14% |
False |
False |
92,717 |
| 60 |
0.7986 |
0.7473 |
0.0513 |
6.8% |
0.0061 |
0.8% |
12% |
False |
False |
62,050 |
| 80 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0064 |
0.8% |
10% |
False |
False |
46,592 |
| 100 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0057 |
0.8% |
10% |
False |
False |
37,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7739 |
|
1.618 |
0.7671 |
|
1.000 |
0.7629 |
|
0.618 |
0.7603 |
|
HIGH |
0.7561 |
|
0.618 |
0.7535 |
|
0.500 |
0.7527 |
|
0.382 |
0.7519 |
|
LOW |
0.7493 |
|
0.618 |
0.7451 |
|
1.000 |
0.7425 |
|
1.618 |
0.7383 |
|
2.618 |
0.7315 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7530 |
| PP |
0.7530 |
0.7524 |
| S1 |
0.7527 |
0.7519 |
|