CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7543 |
0.0009 |
0.1% |
0.7539 |
| High |
0.7567 |
0.7565 |
-0.0002 |
0.0% |
0.7567 |
| Low |
0.7522 |
0.7525 |
0.0003 |
0.0% |
0.7413 |
| Close |
0.7544 |
0.7527 |
-0.0017 |
-0.2% |
0.7544 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0154 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
93,567 |
80,806 |
-12,761 |
-13.6% |
556,419 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7633 |
0.7549 |
|
| R3 |
0.7619 |
0.7593 |
0.7538 |
|
| R2 |
0.7579 |
0.7579 |
0.7534 |
|
| R1 |
0.7553 |
0.7553 |
0.7531 |
0.7546 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7536 |
| S1 |
0.7513 |
0.7513 |
0.7523 |
0.7506 |
| S2 |
0.7499 |
0.7499 |
0.7520 |
|
| S3 |
0.7459 |
0.7473 |
0.7516 |
|
| S4 |
0.7419 |
0.7433 |
0.7505 |
|
|
| 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% |
0.0065 |
0.9% |
74% |
False |
False |
111,411 |
| 10 |
0.7567 |
0.7413 |
0.0154 |
2.0% |
0.0063 |
0.8% |
74% |
False |
False |
115,165 |
| 20 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0061 |
0.8% |
29% |
False |
False |
108,359 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0058 |
0.8% |
29% |
False |
False |
101,211 |
| 60 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0060 |
0.8% |
20% |
False |
False |
72,631 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.8% |
16% |
False |
False |
54,552 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0059 |
0.8% |
16% |
False |
False |
43,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7670 |
|
1.618 |
0.7630 |
|
1.000 |
0.7605 |
|
0.618 |
0.7590 |
|
HIGH |
0.7565 |
|
0.618 |
0.7550 |
|
0.500 |
0.7545 |
|
0.382 |
0.7540 |
|
LOW |
0.7525 |
|
0.618 |
0.7500 |
|
1.000 |
0.7485 |
|
1.618 |
0.7460 |
|
2.618 |
0.7420 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7522 |
| PP |
0.7539 |
0.7516 |
| S1 |
0.7533 |
0.7511 |
|