CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7534 |
0.0074 |
1.0% |
0.7539 |
| High |
0.7540 |
0.7567 |
0.0027 |
0.4% |
0.7567 |
| Low |
0.7455 |
0.7522 |
0.0067 |
0.9% |
0.7413 |
| Close |
0.7537 |
0.7544 |
0.0007 |
0.1% |
0.7544 |
| Range |
0.0085 |
0.0045 |
-0.0040 |
-47.1% |
0.0154 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
125,951 |
93,567 |
-32,384 |
-25.7% |
556,419 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7657 |
0.7569 |
|
| R3 |
0.7634 |
0.7612 |
0.7556 |
|
| R2 |
0.7589 |
0.7589 |
0.7552 |
|
| R1 |
0.7567 |
0.7567 |
0.7548 |
0.7578 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7550 |
| S1 |
0.7522 |
0.7522 |
0.7540 |
0.7533 |
| S2 |
0.7499 |
0.7499 |
0.7536 |
|
| S3 |
0.7454 |
0.7477 |
0.7532 |
|
| S4 |
0.7409 |
0.7432 |
0.7519 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7970 |
0.7911 |
0.7629 |
|
| R3 |
0.7816 |
0.7757 |
0.7586 |
|
| R2 |
0.7662 |
0.7662 |
0.7572 |
|
| R1 |
0.7603 |
0.7603 |
0.7558 |
0.7633 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7523 |
| S1 |
0.7449 |
0.7449 |
0.7530 |
0.7479 |
| S2 |
0.7354 |
0.7354 |
0.7516 |
|
| S3 |
0.7200 |
0.7295 |
0.7502 |
|
| S4 |
0.7046 |
0.7141 |
0.7459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7567 |
0.7413 |
0.0154 |
2.0% |
0.0067 |
0.9% |
85% |
True |
False |
111,283 |
| 10 |
0.7583 |
0.7413 |
0.0170 |
2.3% |
0.0065 |
0.9% |
77% |
False |
False |
116,493 |
| 20 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
33% |
False |
False |
107,513 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0060 |
0.8% |
33% |
False |
False |
102,397 |
| 60 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0061 |
0.8% |
23% |
False |
False |
71,286 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.9% |
18% |
False |
False |
53,542 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0059 |
0.8% |
18% |
False |
False |
42,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7685 |
|
1.618 |
0.7640 |
|
1.000 |
0.7612 |
|
0.618 |
0.7595 |
|
HIGH |
0.7567 |
|
0.618 |
0.7550 |
|
0.500 |
0.7545 |
|
0.382 |
0.7539 |
|
LOW |
0.7522 |
|
0.618 |
0.7494 |
|
1.000 |
0.7477 |
|
1.618 |
0.7449 |
|
2.618 |
0.7404 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7526 |
| PP |
0.7544 |
0.7508 |
| S1 |
0.7544 |
0.7490 |
|