CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 09-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7516 |
0.7451 |
-0.0065 |
-0.9% |
0.7582 |
High |
0.7528 |
0.7472 |
-0.0056 |
-0.7% |
0.7583 |
Low |
0.7434 |
0.7413 |
-0.0021 |
-0.3% |
0.7473 |
Close |
0.7449 |
0.7465 |
0.0016 |
0.2% |
0.7536 |
Range |
0.0094 |
0.0059 |
-0.0035 |
-37.2% |
0.0110 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
Volume |
142,668 |
114,067 |
-28,601 |
-20.0% |
608,512 |
|
Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7627 |
0.7605 |
0.7497 |
|
R3 |
0.7568 |
0.7546 |
0.7481 |
|
R2 |
0.7509 |
0.7509 |
0.7476 |
|
R1 |
0.7487 |
0.7487 |
0.7470 |
0.7498 |
PP |
0.7450 |
0.7450 |
0.7450 |
0.7456 |
S1 |
0.7428 |
0.7428 |
0.7460 |
0.7439 |
S2 |
0.7391 |
0.7391 |
0.7454 |
|
S3 |
0.7332 |
0.7369 |
0.7449 |
|
S4 |
0.7273 |
0.7310 |
0.7433 |
|
|
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 |
0.7413 |
0.0148 |
2.0% |
0.0066 |
0.9% |
35% |
False |
True |
120,581 |
10 |
0.7589 |
0.7413 |
0.0176 |
2.4% |
0.0061 |
0.8% |
30% |
False |
True |
117,096 |
20 |
0.7813 |
0.7413 |
0.0400 |
5.4% |
0.0059 |
0.8% |
13% |
False |
True |
104,436 |
40 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
10% |
False |
True |
99,943 |
60 |
0.7986 |
0.7413 |
0.0573 |
7.7% |
0.0062 |
0.8% |
9% |
False |
True |
67,639 |
80 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0064 |
0.9% |
7% |
False |
True |
50,800 |
100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0058 |
0.8% |
7% |
False |
True |
40,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7626 |
1.618 |
0.7567 |
1.000 |
0.7531 |
0.618 |
0.7508 |
HIGH |
0.7472 |
0.618 |
0.7449 |
0.500 |
0.7443 |
0.382 |
0.7436 |
LOW |
0.7413 |
0.618 |
0.7377 |
1.000 |
0.7354 |
1.618 |
0.7318 |
2.618 |
0.7259 |
4.250 |
0.7162 |
|
|
Fisher Pivots for day following 09-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7458 |
0.7479 |
PP |
0.7450 |
0.7474 |
S1 |
0.7443 |
0.7470 |
|