CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7575 |
-0.0011 |
-0.1% |
0.7543 |
| High |
0.7607 |
0.7584 |
-0.0023 |
-0.3% |
0.7565 |
| Low |
0.7567 |
0.7523 |
-0.0044 |
-0.6% |
0.7448 |
| Close |
0.7578 |
0.7561 |
-0.0017 |
-0.2% |
0.7511 |
| Range |
0.0040 |
0.0061 |
0.0021 |
52.5% |
0.0117 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.1% |
0.0000 |
| Volume |
104,304 |
149,224 |
44,920 |
43.1% |
532,495 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7711 |
0.7595 |
|
| R3 |
0.7678 |
0.7650 |
0.7578 |
|
| R2 |
0.7617 |
0.7617 |
0.7572 |
|
| R1 |
0.7589 |
0.7589 |
0.7567 |
0.7573 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7548 |
| S1 |
0.7528 |
0.7528 |
0.7555 |
0.7511 |
| S2 |
0.7495 |
0.7495 |
0.7550 |
|
| S3 |
0.7434 |
0.7467 |
0.7544 |
|
| S4 |
0.7373 |
0.7406 |
0.7527 |
|
|
| 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 |
0.7489 |
0.0118 |
1.6% |
0.0055 |
0.7% |
61% |
False |
False |
113,869 |
| 10 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0061 |
0.8% |
71% |
False |
False |
112,486 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0061 |
0.8% |
76% |
False |
False |
114,791 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0057 |
0.8% |
37% |
False |
False |
102,143 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0060 |
0.8% |
29% |
False |
False |
86,327 |
| 80 |
0.8112 |
0.7413 |
0.0699 |
9.2% |
0.0063 |
0.8% |
21% |
False |
False |
64,837 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0061 |
0.8% |
21% |
False |
False |
51,895 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0056 |
0.7% |
21% |
False |
False |
43,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7744 |
|
1.618 |
0.7683 |
|
1.000 |
0.7645 |
|
0.618 |
0.7622 |
|
HIGH |
0.7584 |
|
0.618 |
0.7561 |
|
0.500 |
0.7554 |
|
0.382 |
0.7546 |
|
LOW |
0.7523 |
|
0.618 |
0.7485 |
|
1.000 |
0.7462 |
|
1.618 |
0.7424 |
|
2.618 |
0.7363 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7559 |
| PP |
0.7556 |
0.7557 |
| S1 |
0.7554 |
0.7556 |
|