CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7578 |
0.0010 |
0.1% |
0.7529 |
| High |
0.7584 |
0.7591 |
0.0007 |
0.1% |
0.7607 |
| Low |
0.7543 |
0.7543 |
0.0000 |
0.0% |
0.7504 |
| Close |
0.7579 |
0.7556 |
-0.0023 |
-0.3% |
0.7556 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.1% |
0.0103 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
102,328 |
85,082 |
-17,246 |
-16.9% |
560,260 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7707 |
0.7680 |
0.7582 |
|
| R3 |
0.7659 |
0.7632 |
0.7569 |
|
| R2 |
0.7611 |
0.7611 |
0.7565 |
|
| R1 |
0.7584 |
0.7584 |
0.7560 |
0.7574 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7558 |
| S1 |
0.7536 |
0.7536 |
0.7552 |
0.7526 |
| S2 |
0.7515 |
0.7515 |
0.7547 |
|
| S3 |
0.7467 |
0.7488 |
0.7543 |
|
| S4 |
0.7419 |
0.7440 |
0.7530 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7813 |
0.7613 |
|
| R3 |
0.7762 |
0.7710 |
0.7584 |
|
| R2 |
0.7659 |
0.7659 |
0.7575 |
|
| R1 |
0.7607 |
0.7607 |
0.7565 |
0.7633 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7569 |
| S1 |
0.7504 |
0.7504 |
0.7547 |
0.7530 |
| S2 |
0.7453 |
0.7453 |
0.7537 |
|
| S3 |
0.7350 |
0.7401 |
0.7528 |
|
| S4 |
0.7247 |
0.7298 |
0.7499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7607 |
0.7504 |
0.0103 |
1.4% |
0.0055 |
0.7% |
50% |
False |
False |
112,052 |
| 10 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0057 |
0.8% |
68% |
False |
False |
109,275 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0061 |
0.8% |
74% |
False |
False |
112,884 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0057 |
0.8% |
36% |
False |
False |
102,076 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0059 |
0.8% |
28% |
False |
False |
89,421 |
| 80 |
0.8064 |
0.7413 |
0.0651 |
8.6% |
0.0063 |
0.8% |
22% |
False |
False |
67,172 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0062 |
0.8% |
20% |
False |
False |
53,768 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0056 |
0.7% |
20% |
False |
False |
44,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7795 |
|
2.618 |
0.7717 |
|
1.618 |
0.7669 |
|
1.000 |
0.7639 |
|
0.618 |
0.7621 |
|
HIGH |
0.7591 |
|
0.618 |
0.7573 |
|
0.500 |
0.7567 |
|
0.382 |
0.7561 |
|
LOW |
0.7543 |
|
0.618 |
0.7513 |
|
1.000 |
0.7495 |
|
1.618 |
0.7465 |
|
2.618 |
0.7417 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7567 |
0.7557 |
| PP |
0.7563 |
0.7557 |
| S1 |
0.7560 |
0.7556 |
|