CME Australian Dollar Future June 2018
Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7560 |
0.7504 |
-0.0056 |
-0.7% |
0.7529 |
High |
0.7581 |
0.7585 |
0.0004 |
0.1% |
0.7607 |
Low |
0.7499 |
0.7477 |
-0.0022 |
-0.3% |
0.7504 |
Close |
0.7502 |
0.7575 |
0.0073 |
1.0% |
0.7556 |
Range |
0.0082 |
0.0108 |
0.0026 |
31.7% |
0.0103 |
ATR |
0.0060 |
0.0063 |
0.0003 |
5.7% |
0.0000 |
Volume |
152,428 |
133,479 |
-18,949 |
-12.4% |
560,260 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7870 |
0.7830 |
0.7634 |
|
R3 |
0.7762 |
0.7722 |
0.7605 |
|
R2 |
0.7654 |
0.7654 |
0.7595 |
|
R1 |
0.7614 |
0.7614 |
0.7585 |
0.7634 |
PP |
0.7546 |
0.7546 |
0.7546 |
0.7556 |
S1 |
0.7506 |
0.7506 |
0.7565 |
0.7526 |
S2 |
0.7438 |
0.7438 |
0.7555 |
|
S3 |
0.7330 |
0.7398 |
0.7545 |
|
S4 |
0.7222 |
0.7290 |
0.7516 |
|
|
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 |
0.7591 |
0.7477 |
0.0114 |
1.5% |
0.0068 |
0.9% |
86% |
False |
True |
124,508 |
10 |
0.7607 |
0.7448 |
0.0159 |
2.1% |
0.0063 |
0.8% |
80% |
False |
False |
116,854 |
20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0064 |
0.8% |
84% |
False |
False |
117,371 |
40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0060 |
0.8% |
41% |
False |
False |
105,956 |
60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0061 |
0.8% |
32% |
False |
False |
94,155 |
80 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0063 |
0.8% |
28% |
False |
False |
70,735 |
100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0063 |
0.8% |
23% |
False |
False |
56,625 |
120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0057 |
0.8% |
23% |
False |
False |
47,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8044 |
2.618 |
0.7868 |
1.618 |
0.7760 |
1.000 |
0.7693 |
0.618 |
0.7652 |
HIGH |
0.7585 |
0.618 |
0.7544 |
0.500 |
0.7531 |
0.382 |
0.7518 |
LOW |
0.7477 |
0.618 |
0.7410 |
1.000 |
0.7369 |
1.618 |
0.7302 |
2.618 |
0.7194 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7560 |
0.7561 |
PP |
0.7546 |
0.7548 |
S1 |
0.7531 |
0.7534 |
|