CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7539 |
0.7516 |
-0.0023 |
-0.3% |
0.7582 |
| High |
0.7544 |
0.7528 |
-0.0016 |
-0.2% |
0.7583 |
| Low |
0.7494 |
0.7434 |
-0.0060 |
-0.8% |
0.7473 |
| Close |
0.7517 |
0.7449 |
-0.0068 |
-0.9% |
0.7536 |
| Range |
0.0050 |
0.0094 |
0.0044 |
88.0% |
0.0110 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.4% |
0.0000 |
| Volume |
80,166 |
142,668 |
62,502 |
78.0% |
608,512 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7695 |
0.7501 |
|
| R3 |
0.7658 |
0.7601 |
0.7475 |
|
| R2 |
0.7564 |
0.7564 |
0.7466 |
|
| R1 |
0.7507 |
0.7507 |
0.7458 |
0.7489 |
| PP |
0.7470 |
0.7470 |
0.7470 |
0.7461 |
| S1 |
0.7413 |
0.7413 |
0.7440 |
0.7395 |
| S2 |
0.7376 |
0.7376 |
0.7432 |
|
| S3 |
0.7282 |
0.7319 |
0.7423 |
|
| S4 |
0.7188 |
0.7225 |
0.7397 |
|
|
| 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 |
0.7561 |
0.7434 |
0.0127 |
1.7% |
0.0066 |
0.9% |
12% |
False |
True |
127,035 |
| 10 |
0.7607 |
0.7434 |
0.0173 |
2.3% |
0.0061 |
0.8% |
9% |
False |
True |
115,307 |
| 20 |
0.7813 |
0.7434 |
0.0379 |
5.1% |
0.0057 |
0.8% |
4% |
False |
True |
103,002 |
| 40 |
0.7921 |
0.7434 |
0.0487 |
6.5% |
0.0060 |
0.8% |
3% |
False |
True |
97,749 |
| 60 |
0.7986 |
0.7434 |
0.0552 |
7.4% |
0.0062 |
0.8% |
3% |
False |
True |
65,744 |
| 80 |
0.8130 |
0.7434 |
0.0696 |
9.3% |
0.0064 |
0.9% |
2% |
False |
True |
49,374 |
| 100 |
0.8130 |
0.7434 |
0.0696 |
9.3% |
0.0057 |
0.8% |
2% |
False |
True |
39,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7774 |
|
1.618 |
0.7680 |
|
1.000 |
0.7622 |
|
0.618 |
0.7586 |
|
HIGH |
0.7528 |
|
0.618 |
0.7492 |
|
0.500 |
0.7481 |
|
0.382 |
0.7470 |
|
LOW |
0.7434 |
|
0.618 |
0.7376 |
|
1.000 |
0.7340 |
|
1.618 |
0.7282 |
|
2.618 |
0.7188 |
|
4.250 |
0.7035 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7481 |
0.7498 |
| PP |
0.7470 |
0.7481 |
| S1 |
0.7460 |
0.7465 |
|