CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7568 |
-0.0007 |
-0.1% |
0.7543 |
| High |
0.7584 |
0.7584 |
0.0000 |
0.0% |
0.7565 |
| Low |
0.7523 |
0.7543 |
0.0020 |
0.3% |
0.7448 |
| Close |
0.7561 |
0.7579 |
0.0018 |
0.2% |
0.7511 |
| Range |
0.0061 |
0.0041 |
-0.0020 |
-32.8% |
0.0117 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
149,224 |
102,328 |
-46,896 |
-31.4% |
532,495 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7676 |
0.7602 |
|
| R3 |
0.7651 |
0.7635 |
0.7590 |
|
| R2 |
0.7610 |
0.7610 |
0.7587 |
|
| R1 |
0.7594 |
0.7594 |
0.7583 |
0.7602 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7573 |
| S1 |
0.7553 |
0.7553 |
0.7575 |
0.7561 |
| S2 |
0.7528 |
0.7528 |
0.7571 |
|
| S3 |
0.7487 |
0.7512 |
0.7568 |
|
| S4 |
0.7446 |
0.7471 |
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 |
0.7489 |
0.0118 |
1.6% |
0.0053 |
0.7% |
76% |
False |
False |
112,566 |
| 10 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0057 |
0.7% |
82% |
False |
False |
110,124 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0061 |
0.8% |
86% |
False |
False |
114,110 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0057 |
0.8% |
42% |
False |
False |
102,007 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0059 |
0.8% |
33% |
False |
False |
88,021 |
| 80 |
0.8111 |
0.7413 |
0.0698 |
9.2% |
0.0063 |
0.8% |
24% |
False |
False |
66,114 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0062 |
0.8% |
23% |
False |
False |
52,918 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0056 |
0.7% |
23% |
False |
False |
44,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7691 |
|
1.618 |
0.7650 |
|
1.000 |
0.7625 |
|
0.618 |
0.7609 |
|
HIGH |
0.7584 |
|
0.618 |
0.7568 |
|
0.500 |
0.7564 |
|
0.382 |
0.7559 |
|
LOW |
0.7543 |
|
0.618 |
0.7518 |
|
1.000 |
0.7502 |
|
1.618 |
0.7477 |
|
2.618 |
0.7436 |
|
4.250 |
0.7369 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7574 |
| PP |
0.7569 |
0.7570 |
| S1 |
0.7564 |
0.7565 |
|