CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7594 |
0.7581 |
-0.0013 |
-0.2% |
0.7557 |
| High |
0.7610 |
0.7587 |
-0.0023 |
-0.3% |
0.7568 |
| Low |
0.7574 |
0.7530 |
-0.0044 |
-0.6% |
0.7457 |
| Close |
0.7584 |
0.7567 |
-0.0017 |
-0.2% |
0.7516 |
| Range |
0.0036 |
0.0057 |
0.0021 |
58.3% |
0.0111 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.4% |
0.0000 |
| Volume |
303 |
1,809 |
1,506 |
497.0% |
1,318 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7707 |
0.7598 |
|
| R3 |
0.7675 |
0.7650 |
0.7583 |
|
| R2 |
0.7618 |
0.7618 |
0.7577 |
|
| R1 |
0.7593 |
0.7593 |
0.7572 |
0.7577 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7554 |
| S1 |
0.7536 |
0.7536 |
0.7562 |
0.7520 |
| S2 |
0.7504 |
0.7504 |
0.7557 |
|
| S3 |
0.7447 |
0.7479 |
0.7551 |
|
| S4 |
0.7390 |
0.7422 |
0.7536 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7792 |
0.7577 |
|
| R3 |
0.7736 |
0.7681 |
0.7547 |
|
| R2 |
0.7625 |
0.7625 |
0.7536 |
|
| R1 |
0.7570 |
0.7570 |
0.7526 |
0.7542 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7500 |
| S1 |
0.7459 |
0.7459 |
0.7506 |
0.7431 |
| S2 |
0.7403 |
0.7403 |
0.7496 |
|
| S3 |
0.7292 |
0.7348 |
0.7485 |
|
| S4 |
0.7181 |
0.7237 |
0.7455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7610 |
0.7498 |
0.0112 |
1.5% |
0.0050 |
0.7% |
62% |
False |
False |
643 |
| 10 |
0.7610 |
0.7457 |
0.0153 |
2.0% |
0.0055 |
0.7% |
72% |
False |
False |
396 |
| 20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0056 |
0.7% |
77% |
False |
False |
257 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0051 |
0.7% |
37% |
False |
False |
178 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0047 |
0.6% |
30% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7736 |
|
1.618 |
0.7679 |
|
1.000 |
0.7644 |
|
0.618 |
0.7622 |
|
HIGH |
0.7587 |
|
0.618 |
0.7565 |
|
0.500 |
0.7559 |
|
0.382 |
0.7552 |
|
LOW |
0.7530 |
|
0.618 |
0.7495 |
|
1.000 |
0.7473 |
|
1.618 |
0.7438 |
|
2.618 |
0.7381 |
|
4.250 |
0.7288 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7566 |
| PP |
0.7561 |
0.7564 |
| S1 |
0.7559 |
0.7563 |
|