CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7451 |
0.7460 |
0.0009 |
0.1% |
0.7582 |
| High |
0.7472 |
0.7540 |
0.0068 |
0.9% |
0.7583 |
| Low |
0.7413 |
0.7455 |
0.0042 |
0.6% |
0.7473 |
| Close |
0.7465 |
0.7537 |
0.0072 |
1.0% |
0.7536 |
| Range |
0.0059 |
0.0085 |
0.0026 |
44.1% |
0.0110 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.9% |
0.0000 |
| Volume |
114,067 |
125,951 |
11,884 |
10.4% |
608,512 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7766 |
0.7736 |
0.7584 |
|
| R3 |
0.7681 |
0.7651 |
0.7560 |
|
| R2 |
0.7596 |
0.7596 |
0.7553 |
|
| R1 |
0.7566 |
0.7566 |
0.7545 |
0.7581 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7518 |
| S1 |
0.7481 |
0.7481 |
0.7529 |
0.7496 |
| S2 |
0.7426 |
0.7426 |
0.7521 |
|
| S3 |
0.7341 |
0.7396 |
0.7514 |
|
| S4 |
0.7256 |
0.7311 |
0.7490 |
|
|
| 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% |
0.0071 |
0.9% |
84% |
False |
False |
118,600 |
| 10 |
0.7585 |
0.7413 |
0.0172 |
2.3% |
0.0066 |
0.9% |
72% |
False |
False |
118,096 |
| 20 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
31% |
False |
False |
107,373 |
| 40 |
0.7889 |
0.7413 |
0.0476 |
6.3% |
0.0061 |
0.8% |
26% |
False |
False |
101,537 |
| 60 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0063 |
0.8% |
22% |
False |
False |
69,733 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0065 |
0.9% |
17% |
False |
False |
52,373 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0058 |
0.8% |
17% |
False |
False |
41,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7763 |
|
1.618 |
0.7678 |
|
1.000 |
0.7625 |
|
0.618 |
0.7593 |
|
HIGH |
0.7540 |
|
0.618 |
0.7508 |
|
0.500 |
0.7498 |
|
0.382 |
0.7487 |
|
LOW |
0.7455 |
|
0.618 |
0.7402 |
|
1.000 |
0.7370 |
|
1.618 |
0.7317 |
|
2.618 |
0.7232 |
|
4.250 |
0.7094 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7524 |
0.7517 |
| PP |
0.7511 |
0.7497 |
| S1 |
0.7498 |
0.7477 |
|