CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 18-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7516 |
0.7513 |
-0.0003 |
0.0% |
0.7543 |
High |
0.7548 |
0.7529 |
-0.0019 |
-0.3% |
0.7565 |
Low |
0.7498 |
0.7489 |
-0.0009 |
-0.1% |
0.7448 |
Close |
0.7509 |
0.7511 |
0.0002 |
0.0% |
0.7511 |
Range |
0.0050 |
0.0040 |
-0.0010 |
-20.0% |
0.0117 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
108,841 |
87,656 |
-21,185 |
-19.5% |
532,495 |
|
Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7630 |
0.7610 |
0.7533 |
|
R3 |
0.7590 |
0.7570 |
0.7522 |
|
R2 |
0.7550 |
0.7550 |
0.7518 |
|
R1 |
0.7530 |
0.7530 |
0.7515 |
0.7520 |
PP |
0.7510 |
0.7510 |
0.7510 |
0.7505 |
S1 |
0.7490 |
0.7490 |
0.7507 |
0.7480 |
S2 |
0.7470 |
0.7470 |
0.7504 |
|
S3 |
0.7430 |
0.7450 |
0.7500 |
|
S4 |
0.7390 |
0.7410 |
0.7489 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7859 |
0.7802 |
0.7575 |
|
R3 |
0.7742 |
0.7685 |
0.7543 |
|
R2 |
0.7625 |
0.7625 |
0.7532 |
|
R1 |
0.7568 |
0.7568 |
0.7522 |
0.7538 |
PP |
0.7508 |
0.7508 |
0.7508 |
0.7493 |
S1 |
0.7451 |
0.7451 |
0.7500 |
0.7421 |
S2 |
0.7391 |
0.7391 |
0.7490 |
|
S3 |
0.7274 |
0.7334 |
0.7479 |
|
S4 |
0.7157 |
0.7217 |
0.7447 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7565 |
0.7448 |
0.0117 |
1.6% |
0.0059 |
0.8% |
54% |
False |
False |
106,499 |
10 |
0.7567 |
0.7413 |
0.0154 |
2.1% |
0.0063 |
0.8% |
64% |
False |
False |
108,891 |
20 |
0.7683 |
0.7413 |
0.0270 |
3.6% |
0.0061 |
0.8% |
36% |
False |
False |
111,893 |
40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0058 |
0.8% |
25% |
False |
False |
100,222 |
60 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
19% |
False |
False |
80,143 |
80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.9% |
14% |
False |
False |
60,193 |
100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0060 |
0.8% |
14% |
False |
False |
48,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7699 |
2.618 |
0.7634 |
1.618 |
0.7594 |
1.000 |
0.7569 |
0.618 |
0.7554 |
HIGH |
0.7529 |
0.618 |
0.7514 |
0.500 |
0.7509 |
0.382 |
0.7504 |
LOW |
0.7489 |
0.618 |
0.7464 |
1.000 |
0.7449 |
1.618 |
0.7424 |
2.618 |
0.7384 |
4.250 |
0.7319 |
|
|
Fisher Pivots for day following 18-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7510 |
0.7507 |
PP |
0.7510 |
0.7502 |
S1 |
0.7509 |
0.7498 |
|