CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7513 |
0.7529 |
0.0016 |
0.2% |
0.7543 |
| High |
0.7529 |
0.7588 |
0.0059 |
0.8% |
0.7565 |
| Low |
0.7489 |
0.7504 |
0.0015 |
0.2% |
0.7448 |
| Close |
0.7511 |
0.7571 |
0.0060 |
0.8% |
0.7511 |
| Range |
0.0040 |
0.0084 |
0.0044 |
110.0% |
0.0117 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.8% |
0.0000 |
| Volume |
87,656 |
119,322 |
31,666 |
36.1% |
532,495 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7773 |
0.7617 |
|
| R3 |
0.7722 |
0.7689 |
0.7594 |
|
| R2 |
0.7638 |
0.7638 |
0.7586 |
|
| R1 |
0.7605 |
0.7605 |
0.7579 |
0.7621 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7563 |
| S1 |
0.7521 |
0.7521 |
0.7563 |
0.7538 |
| S2 |
0.7470 |
0.7470 |
0.7556 |
|
| S3 |
0.7386 |
0.7437 |
0.7548 |
|
| S4 |
0.7302 |
0.7353 |
0.7525 |
|
|
| 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 |
0.7588 |
0.7448 |
0.0140 |
1.8% |
0.0068 |
0.9% |
88% |
True |
False |
114,202 |
| 10 |
0.7588 |
0.7413 |
0.0175 |
2.3% |
0.0066 |
0.9% |
90% |
True |
False |
112,807 |
| 20 |
0.7621 |
0.7413 |
0.0208 |
2.7% |
0.0061 |
0.8% |
76% |
False |
False |
112,824 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0058 |
0.8% |
40% |
False |
False |
100,076 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0060 |
0.8% |
31% |
False |
False |
82,126 |
| 80 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0064 |
0.8% |
22% |
False |
False |
61,672 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0061 |
0.8% |
22% |
False |
False |
49,360 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0055 |
0.7% |
22% |
False |
False |
41,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7945 |
|
2.618 |
0.7808 |
|
1.618 |
0.7724 |
|
1.000 |
0.7672 |
|
0.618 |
0.7640 |
|
HIGH |
0.7588 |
|
0.618 |
0.7556 |
|
0.500 |
0.7546 |
|
0.382 |
0.7536 |
|
LOW |
0.7504 |
|
0.618 |
0.7452 |
|
1.000 |
0.7420 |
|
1.618 |
0.7368 |
|
2.618 |
0.7284 |
|
4.250 |
0.7147 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7563 |
0.7560 |
| PP |
0.7554 |
0.7549 |
| S1 |
0.7546 |
0.7539 |
|