CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7529 |
0.7586 |
0.0057 |
0.8% |
0.7543 |
| High |
0.7588 |
0.7607 |
0.0019 |
0.3% |
0.7565 |
| Low |
0.7504 |
0.7567 |
0.0063 |
0.8% |
0.7448 |
| Close |
0.7571 |
0.7578 |
0.0007 |
0.1% |
0.7511 |
| Range |
0.0084 |
0.0040 |
-0.0044 |
-52.4% |
0.0117 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
119,322 |
104,304 |
-15,018 |
-12.6% |
532,495 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7681 |
0.7600 |
|
| R3 |
0.7664 |
0.7641 |
0.7589 |
|
| R2 |
0.7624 |
0.7624 |
0.7585 |
|
| R1 |
0.7601 |
0.7601 |
0.7582 |
0.7593 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7580 |
| S1 |
0.7561 |
0.7561 |
0.7574 |
0.7553 |
| S2 |
0.7544 |
0.7544 |
0.7571 |
|
| S3 |
0.7504 |
0.7521 |
0.7567 |
|
| S4 |
0.7464 |
0.7481 |
0.7556 |
|
|
| 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 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0058 |
0.8% |
82% |
True |
False |
109,200 |
| 10 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0061 |
0.8% |
85% |
True |
False |
108,970 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0061 |
0.8% |
85% |
True |
False |
112,138 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0058 |
0.8% |
41% |
False |
False |
100,582 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0060 |
0.8% |
32% |
False |
False |
83,859 |
| 80 |
0.8114 |
0.7413 |
0.0701 |
9.3% |
0.0063 |
0.8% |
24% |
False |
False |
62,974 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0061 |
0.8% |
23% |
False |
False |
50,402 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0056 |
0.7% |
23% |
False |
False |
42,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7777 |
|
2.618 |
0.7712 |
|
1.618 |
0.7672 |
|
1.000 |
0.7647 |
|
0.618 |
0.7632 |
|
HIGH |
0.7607 |
|
0.618 |
0.7592 |
|
0.500 |
0.7587 |
|
0.382 |
0.7582 |
|
LOW |
0.7567 |
|
0.618 |
0.7542 |
|
1.000 |
0.7527 |
|
1.618 |
0.7502 |
|
2.618 |
0.7462 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7568 |
| PP |
0.7584 |
0.7558 |
| S1 |
0.7581 |
0.7548 |
|