CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7526 |
-0.0017 |
-0.2% |
0.7539 |
| High |
0.7565 |
0.7538 |
-0.0027 |
-0.4% |
0.7567 |
| Low |
0.7525 |
0.7449 |
-0.0076 |
-1.0% |
0.7413 |
| Close |
0.7527 |
0.7471 |
-0.0056 |
-0.7% |
0.7544 |
| Range |
0.0040 |
0.0089 |
0.0049 |
122.5% |
0.0154 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
80,806 |
129,314 |
48,508 |
60.0% |
556,419 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7701 |
0.7520 |
|
| R3 |
0.7664 |
0.7612 |
0.7495 |
|
| R2 |
0.7575 |
0.7575 |
0.7487 |
|
| R1 |
0.7523 |
0.7523 |
0.7479 |
0.7505 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7477 |
| S1 |
0.7434 |
0.7434 |
0.7463 |
0.7416 |
| S2 |
0.7397 |
0.7397 |
0.7455 |
|
| S3 |
0.7308 |
0.7345 |
0.7447 |
|
| S4 |
0.7219 |
0.7256 |
0.7422 |
|
|
| 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 |
2.1% |
0.0064 |
0.9% |
38% |
False |
False |
108,741 |
| 10 |
0.7567 |
0.7413 |
0.0154 |
2.1% |
0.0065 |
0.9% |
38% |
False |
False |
117,888 |
| 20 |
0.7813 |
0.7413 |
0.0400 |
5.4% |
0.0064 |
0.9% |
15% |
False |
False |
111,202 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.4% |
0.0060 |
0.8% |
15% |
False |
False |
101,628 |
| 60 |
0.7934 |
0.7413 |
0.0521 |
7.0% |
0.0060 |
0.8% |
11% |
False |
False |
74,781 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0064 |
0.9% |
8% |
False |
False |
56,167 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0060 |
0.8% |
8% |
False |
False |
44,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7916 |
|
2.618 |
0.7771 |
|
1.618 |
0.7682 |
|
1.000 |
0.7627 |
|
0.618 |
0.7593 |
|
HIGH |
0.7538 |
|
0.618 |
0.7504 |
|
0.500 |
0.7494 |
|
0.382 |
0.7483 |
|
LOW |
0.7449 |
|
0.618 |
0.7394 |
|
1.000 |
0.7360 |
|
1.618 |
0.7305 |
|
2.618 |
0.7216 |
|
4.250 |
0.7071 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7494 |
0.7508 |
| PP |
0.7486 |
0.7496 |
| S1 |
0.7479 |
0.7483 |
|