CME Australian Dollar Future September 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 |
0.7513 |
0.7583 |
0.0070 |
0.9% |
0.7532 |
| High |
0.7586 |
0.7597 |
0.0011 |
0.1% |
0.7610 |
| Low |
0.7482 |
0.7559 |
0.0077 |
1.0% |
0.7515 |
| Close |
0.7580 |
0.7572 |
-0.0008 |
-0.1% |
0.7561 |
| Range |
0.0104 |
0.0038 |
-0.0066 |
-63.5% |
0.0095 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1,315 |
1,155 |
-160 |
-12.2% |
3,287 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7669 |
0.7593 |
|
| R3 |
0.7652 |
0.7631 |
0.7582 |
|
| R2 |
0.7614 |
0.7614 |
0.7579 |
|
| R1 |
0.7593 |
0.7593 |
0.7575 |
0.7585 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7572 |
| S1 |
0.7555 |
0.7555 |
0.7569 |
0.7547 |
| S2 |
0.7538 |
0.7538 |
0.7565 |
|
| S3 |
0.7500 |
0.7517 |
0.7562 |
|
| S4 |
0.7462 |
0.7479 |
0.7551 |
|
|
| 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 |
0.7597 |
0.7482 |
0.0115 |
1.5% |
0.0061 |
0.8% |
78% |
True |
False |
856 |
| 10 |
0.7610 |
0.7482 |
0.0128 |
1.7% |
0.0055 |
0.7% |
70% |
False |
False |
750 |
| 20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0058 |
0.8% |
80% |
False |
False |
435 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0053 |
0.7% |
39% |
False |
False |
274 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0050 |
0.7% |
31% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7696 |
|
1.618 |
0.7658 |
|
1.000 |
0.7635 |
|
0.618 |
0.7620 |
|
HIGH |
0.7597 |
|
0.618 |
0.7582 |
|
0.500 |
0.7578 |
|
0.382 |
0.7574 |
|
LOW |
0.7559 |
|
0.618 |
0.7536 |
|
1.000 |
0.7521 |
|
1.618 |
0.7498 |
|
2.618 |
0.7460 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7578 |
0.7561 |
| PP |
0.7576 |
0.7550 |
| S1 |
0.7574 |
0.7540 |
|