CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7504 |
0.7576 |
0.0072 |
1.0% |
0.7529 |
| High |
0.7585 |
0.7593 |
0.0008 |
0.1% |
0.7607 |
| Low |
0.7477 |
0.7554 |
0.0077 |
1.0% |
0.7504 |
| Close |
0.7575 |
0.7567 |
-0.0008 |
-0.1% |
0.7556 |
| Range |
0.0108 |
0.0039 |
-0.0069 |
-63.9% |
0.0103 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
133,479 |
110,693 |
-22,786 |
-17.1% |
560,260 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7667 |
0.7588 |
|
| R3 |
0.7649 |
0.7628 |
0.7578 |
|
| R2 |
0.7610 |
0.7610 |
0.7574 |
|
| R1 |
0.7589 |
0.7589 |
0.7571 |
0.7580 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7567 |
| S1 |
0.7550 |
0.7550 |
0.7563 |
0.7541 |
| S2 |
0.7532 |
0.7532 |
0.7560 |
|
| S3 |
0.7493 |
0.7511 |
0.7556 |
|
| S4 |
0.7454 |
0.7472 |
0.7546 |
|
|
| 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 |
0.7593 |
0.7477 |
0.0116 |
1.5% |
0.0064 |
0.8% |
78% |
True |
False |
116,802 |
| 10 |
0.7607 |
0.7477 |
0.0130 |
1.7% |
0.0059 |
0.8% |
69% |
False |
False |
115,335 |
| 20 |
0.7607 |
0.7413 |
0.0194 |
2.6% |
0.0063 |
0.8% |
79% |
False |
False |
115,588 |
| 40 |
0.7813 |
0.7413 |
0.0400 |
5.3% |
0.0059 |
0.8% |
39% |
False |
False |
106,322 |
| 60 |
0.7921 |
0.7413 |
0.0508 |
6.7% |
0.0060 |
0.8% |
30% |
False |
False |
95,982 |
| 80 |
0.7986 |
0.7413 |
0.0573 |
7.6% |
0.0062 |
0.8% |
27% |
False |
False |
72,116 |
| 100 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0063 |
0.8% |
21% |
False |
False |
57,732 |
| 120 |
0.8130 |
0.7413 |
0.0717 |
9.5% |
0.0057 |
0.8% |
21% |
False |
False |
48,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7695 |
|
1.618 |
0.7656 |
|
1.000 |
0.7632 |
|
0.618 |
0.7617 |
|
HIGH |
0.7593 |
|
0.618 |
0.7578 |
|
0.500 |
0.7574 |
|
0.382 |
0.7569 |
|
LOW |
0.7554 |
|
0.618 |
0.7530 |
|
1.000 |
0.7515 |
|
1.618 |
0.7491 |
|
2.618 |
0.7452 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7556 |
| PP |
0.7571 |
0.7546 |
| S1 |
0.7569 |
0.7535 |
|