CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7560 |
-0.0018 |
-0.2% |
0.7529 |
| High |
0.7591 |
0.7581 |
-0.0010 |
-0.1% |
0.7607 |
| Low |
0.7543 |
0.7499 |
-0.0044 |
-0.6% |
0.7504 |
| Close |
0.7556 |
0.7502 |
-0.0054 |
-0.7% |
0.7556 |
| Range |
0.0048 |
0.0082 |
0.0034 |
70.8% |
0.0103 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.9% |
0.0000 |
| Volume |
85,082 |
152,428 |
67,346 |
79.2% |
560,260 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7720 |
0.7547 |
|
| R3 |
0.7691 |
0.7638 |
0.7525 |
|
| R2 |
0.7609 |
0.7609 |
0.7517 |
|
| R1 |
0.7556 |
0.7556 |
0.7510 |
0.7542 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7520 |
| S1 |
0.7474 |
0.7474 |
0.7494 |
0.7460 |
| S2 |
0.7445 |
0.7445 |
0.7487 |
|
| S3 |
0.7363 |
0.7392 |
0.7479 |
|
| S4 |
0.7281 |
0.7310 |
0.7457 |
|
|
| 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 |
0.7499 |
0.0108 |
1.4% |
0.0054 |
0.7% |
3% |
False |
True |
118,673 |
| 10 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0061 |
0.8% |
34% |
False |
False |
116,437 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0062 |
0.8% |
46% |
False |
False |
115,801 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0058 |
0.8% |
22% |
False |
False |
104,769 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.8% |
0.0060 |
0.8% |
18% |
False |
False |
91,940 |
| 80 |
0.8039 |
0.7413 |
0.0626 |
8.3% |
0.0063 |
0.8% |
14% |
False |
False |
69,074 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0062 |
0.8% |
12% |
False |
False |
55,290 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.6% |
0.0057 |
0.8% |
12% |
False |
False |
46,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7930 |
|
2.618 |
0.7796 |
|
1.618 |
0.7714 |
|
1.000 |
0.7663 |
|
0.618 |
0.7632 |
|
HIGH |
0.7581 |
|
0.618 |
0.7550 |
|
0.500 |
0.7540 |
|
0.382 |
0.7530 |
|
LOW |
0.7499 |
|
0.618 |
0.7448 |
|
1.000 |
0.7417 |
|
1.618 |
0.7366 |
|
2.618 |
0.7284 |
|
4.250 |
0.7151 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7545 |
| PP |
0.7527 |
0.7531 |
| S1 |
0.7515 |
0.7516 |
|