CME Australian Dollar Future September 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 |
0.7584 |
0.7561 |
-0.0023 |
-0.3% |
0.7532 |
| High |
0.7595 |
0.7585 |
-0.0010 |
-0.1% |
0.7610 |
| Low |
0.7548 |
0.7505 |
-0.0043 |
-0.6% |
0.7515 |
| Close |
0.7561 |
0.7507 |
-0.0054 |
-0.7% |
0.7561 |
| Range |
0.0047 |
0.0080 |
0.0033 |
70.2% |
0.0095 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0000 |
| Volume |
241 |
962 |
721 |
299.2% |
3,287 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7720 |
0.7551 |
|
| R3 |
0.7692 |
0.7640 |
0.7529 |
|
| R2 |
0.7612 |
0.7612 |
0.7522 |
|
| R1 |
0.7560 |
0.7560 |
0.7514 |
0.7546 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7526 |
| S1 |
0.7480 |
0.7480 |
0.7500 |
0.7466 |
| S2 |
0.7452 |
0.7452 |
0.7492 |
|
| S3 |
0.7372 |
0.7400 |
0.7485 |
|
| S4 |
0.7292 |
0.7320 |
0.7463 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7799 |
0.7613 |
|
| R3 |
0.7752 |
0.7704 |
0.7587 |
|
| R2 |
0.7657 |
0.7657 |
0.7578 |
|
| R1 |
0.7609 |
0.7609 |
0.7570 |
0.7633 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7574 |
| S1 |
0.7514 |
0.7514 |
0.7552 |
0.7538 |
| S2 |
0.7467 |
0.7467 |
0.7544 |
|
| S3 |
0.7372 |
0.7419 |
0.7535 |
|
| S4 |
0.7277 |
0.7324 |
0.7509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7610 |
0.7505 |
0.0105 |
1.4% |
0.0051 |
0.7% |
2% |
False |
True |
784 |
| 10 |
0.7610 |
0.7457 |
0.0153 |
2.0% |
0.0056 |
0.7% |
33% |
False |
False |
545 |
| 20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0057 |
0.8% |
46% |
False |
False |
325 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0052 |
0.7% |
22% |
False |
False |
216 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.5% |
0.0048 |
0.6% |
18% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7794 |
|
1.618 |
0.7714 |
|
1.000 |
0.7665 |
|
0.618 |
0.7634 |
|
HIGH |
0.7585 |
|
0.618 |
0.7554 |
|
0.500 |
0.7545 |
|
0.382 |
0.7536 |
|
LOW |
0.7505 |
|
0.618 |
0.7456 |
|
1.000 |
0.7425 |
|
1.618 |
0.7376 |
|
2.618 |
0.7296 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7550 |
| PP |
0.7532 |
0.7536 |
| S1 |
0.7520 |
0.7521 |
|