CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7473 |
-0.0053 |
-0.7% |
0.7539 |
| High |
0.7538 |
0.7524 |
-0.0014 |
-0.2% |
0.7567 |
| Low |
0.7449 |
0.7448 |
-0.0001 |
0.0% |
0.7413 |
| Close |
0.7471 |
0.7517 |
0.0046 |
0.6% |
0.7544 |
| Range |
0.0089 |
0.0076 |
-0.0013 |
-14.6% |
0.0154 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0000 |
| Volume |
129,314 |
125,878 |
-3,436 |
-2.7% |
556,419 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7697 |
0.7559 |
|
| R3 |
0.7648 |
0.7621 |
0.7538 |
|
| R2 |
0.7572 |
0.7572 |
0.7531 |
|
| R1 |
0.7545 |
0.7545 |
0.7524 |
0.7559 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7503 |
| S1 |
0.7469 |
0.7469 |
0.7510 |
0.7483 |
| S2 |
0.7420 |
0.7420 |
0.7503 |
|
| S3 |
0.7344 |
0.7393 |
0.7496 |
|
| S4 |
0.7268 |
0.7317 |
0.7475 |
|
|
| 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 |
0.7448 |
0.0119 |
1.6% |
0.0067 |
0.9% |
58% |
False |
True |
111,103 |
| 10 |
0.7567 |
0.7413 |
0.0154 |
2.0% |
0.0066 |
0.9% |
68% |
False |
False |
115,842 |
| 20 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0065 |
0.9% |
26% |
False |
False |
113,131 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0060 |
0.8% |
26% |
False |
False |
102,351 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
20% |
False |
False |
76,874 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0065 |
0.9% |
15% |
False |
False |
57,740 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0060 |
0.8% |
15% |
False |
False |
46,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7847 |
|
2.618 |
0.7723 |
|
1.618 |
0.7647 |
|
1.000 |
0.7600 |
|
0.618 |
0.7571 |
|
HIGH |
0.7524 |
|
0.618 |
0.7495 |
|
0.500 |
0.7486 |
|
0.382 |
0.7477 |
|
LOW |
0.7448 |
|
0.618 |
0.7401 |
|
1.000 |
0.7372 |
|
1.618 |
0.7325 |
|
2.618 |
0.7249 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7514 |
| PP |
0.7496 |
0.7510 |
| S1 |
0.7486 |
0.7507 |
|