CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7473 |
0.7516 |
0.0043 |
0.6% |
0.7539 |
High |
0.7524 |
0.7548 |
0.0024 |
0.3% |
0.7567 |
Low |
0.7448 |
0.7498 |
0.0050 |
0.7% |
0.7413 |
Close |
0.7517 |
0.7509 |
-0.0008 |
-0.1% |
0.7544 |
Range |
0.0076 |
0.0050 |
-0.0026 |
-34.2% |
0.0154 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
125,878 |
108,841 |
-17,037 |
-13.5% |
556,419 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7668 |
0.7639 |
0.7537 |
|
R3 |
0.7618 |
0.7589 |
0.7523 |
|
R2 |
0.7568 |
0.7568 |
0.7518 |
|
R1 |
0.7539 |
0.7539 |
0.7514 |
0.7529 |
PP |
0.7518 |
0.7518 |
0.7518 |
0.7513 |
S1 |
0.7489 |
0.7489 |
0.7504 |
0.7479 |
S2 |
0.7468 |
0.7468 |
0.7500 |
|
S3 |
0.7418 |
0.7439 |
0.7495 |
|
S4 |
0.7368 |
0.7389 |
0.7482 |
|
|
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% |
0.0060 |
0.8% |
51% |
False |
False |
107,681 |
10 |
0.7567 |
0.7413 |
0.0154 |
2.1% |
0.0066 |
0.9% |
62% |
False |
False |
113,141 |
20 |
0.7730 |
0.7413 |
0.0317 |
4.2% |
0.0063 |
0.8% |
30% |
False |
False |
112,715 |
40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0059 |
0.8% |
24% |
False |
False |
101,506 |
60 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
19% |
False |
False |
78,685 |
80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0065 |
0.9% |
13% |
False |
False |
59,100 |
100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0060 |
0.8% |
13% |
False |
False |
47,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7761 |
2.618 |
0.7679 |
1.618 |
0.7629 |
1.000 |
0.7598 |
0.618 |
0.7579 |
HIGH |
0.7548 |
0.618 |
0.7529 |
0.500 |
0.7523 |
0.382 |
0.7517 |
LOW |
0.7498 |
0.618 |
0.7467 |
1.000 |
0.7448 |
1.618 |
0.7417 |
2.618 |
0.7367 |
4.250 |
0.7286 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7523 |
0.7505 |
PP |
0.7518 |
0.7502 |
S1 |
0.7514 |
0.7498 |
|