CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7541 |
0.7485 |
-0.0056 |
-0.7% |
0.7533 |
High |
0.7561 |
0.7485 |
-0.0076 |
-1.0% |
0.7558 |
Low |
0.7541 |
0.7480 |
-0.0061 |
-0.8% |
0.7441 |
Close |
0.7541 |
0.7485 |
-0.0056 |
-0.7% |
0.7558 |
Range |
0.0020 |
0.0005 |
-0.0015 |
-75.0% |
0.0117 |
ATR |
0.0037 |
0.0039 |
0.0002 |
4.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7498 |
0.7497 |
0.7488 |
|
R3 |
0.7493 |
0.7492 |
0.7486 |
|
R2 |
0.7488 |
0.7488 |
0.7486 |
|
R1 |
0.7487 |
0.7487 |
0.7485 |
0.7488 |
PP |
0.7483 |
0.7483 |
0.7483 |
0.7484 |
S1 |
0.7482 |
0.7482 |
0.7485 |
0.7483 |
S2 |
0.7478 |
0.7478 |
0.7484 |
|
S3 |
0.7473 |
0.7477 |
0.7484 |
|
S4 |
0.7468 |
0.7472 |
0.7482 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7870 |
0.7831 |
0.7622 |
|
R3 |
0.7753 |
0.7714 |
0.7590 |
|
R2 |
0.7636 |
0.7636 |
0.7579 |
|
R1 |
0.7597 |
0.7597 |
0.7569 |
0.7617 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7529 |
S1 |
0.7480 |
0.7480 |
0.7547 |
0.7500 |
S2 |
0.7402 |
0.7402 |
0.7537 |
|
S3 |
0.7285 |
0.7363 |
0.7526 |
|
S4 |
0.7168 |
0.7246 |
0.7494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7561 |
0.7441 |
0.0120 |
1.6% |
0.0015 |
0.2% |
37% |
False |
False |
1 |
10 |
0.7570 |
0.7441 |
0.0129 |
1.7% |
0.0015 |
0.2% |
34% |
False |
False |
3 |
20 |
0.7797 |
0.7441 |
0.0356 |
4.8% |
0.0018 |
0.2% |
12% |
False |
False |
5 |
40 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0016 |
0.2% |
12% |
False |
False |
5 |
60 |
0.7938 |
0.7441 |
0.0497 |
6.6% |
0.0018 |
0.2% |
9% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7506 |
2.618 |
0.7498 |
1.618 |
0.7493 |
1.000 |
0.7490 |
0.618 |
0.7488 |
HIGH |
0.7485 |
0.618 |
0.7483 |
0.500 |
0.7483 |
0.382 |
0.7482 |
LOW |
0.7480 |
0.618 |
0.7477 |
1.000 |
0.7475 |
1.618 |
0.7472 |
2.618 |
0.7467 |
4.250 |
0.7459 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7484 |
0.7521 |
PP |
0.7483 |
0.7509 |
S1 |
0.7483 |
0.7497 |
|