CME Australian Dollar Future September 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 |
0.7561 |
0.7513 |
-0.0048 |
-0.6% |
0.7532 |
High |
0.7585 |
0.7586 |
0.0001 |
0.0% |
0.7610 |
Low |
0.7505 |
0.7482 |
-0.0023 |
-0.3% |
0.7515 |
Close |
0.7507 |
0.7580 |
0.0073 |
1.0% |
0.7561 |
Range |
0.0080 |
0.0104 |
0.0024 |
30.0% |
0.0095 |
ATR |
0.0054 |
0.0058 |
0.0004 |
6.6% |
0.0000 |
Volume |
962 |
1,315 |
353 |
36.7% |
3,287 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7861 |
0.7825 |
0.7637 |
|
R3 |
0.7757 |
0.7721 |
0.7609 |
|
R2 |
0.7653 |
0.7653 |
0.7599 |
|
R1 |
0.7617 |
0.7617 |
0.7590 |
0.7635 |
PP |
0.7549 |
0.7549 |
0.7549 |
0.7559 |
S1 |
0.7513 |
0.7513 |
0.7570 |
0.7531 |
S2 |
0.7445 |
0.7445 |
0.7561 |
|
S3 |
0.7341 |
0.7409 |
0.7551 |
|
S4 |
0.7237 |
0.7305 |
0.7523 |
|
|
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 |
0.7595 |
0.7482 |
0.0113 |
1.5% |
0.0064 |
0.8% |
87% |
False |
True |
987 |
10 |
0.7610 |
0.7457 |
0.0153 |
2.0% |
0.0058 |
0.8% |
80% |
False |
False |
658 |
20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0059 |
0.8% |
84% |
False |
False |
381 |
40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0053 |
0.7% |
41% |
False |
False |
248 |
60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0050 |
0.7% |
33% |
False |
False |
177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8028 |
2.618 |
0.7858 |
1.618 |
0.7754 |
1.000 |
0.7690 |
0.618 |
0.7650 |
HIGH |
0.7586 |
0.618 |
0.7546 |
0.500 |
0.7534 |
0.382 |
0.7522 |
LOW |
0.7482 |
0.618 |
0.7418 |
1.000 |
0.7378 |
1.618 |
0.7314 |
2.618 |
0.7210 |
4.250 |
0.7040 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7565 |
0.7566 |
PP |
0.7549 |
0.7552 |
S1 |
0.7534 |
0.7539 |
|