CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7485 |
0.7524 |
0.0039 |
0.5% |
0.7533 |
High |
0.7485 |
0.7531 |
0.0046 |
0.6% |
0.7558 |
Low |
0.7480 |
0.7524 |
0.0044 |
0.6% |
0.7441 |
Close |
0.7485 |
0.7531 |
0.0046 |
0.6% |
0.7558 |
Range |
0.0005 |
0.0007 |
0.0002 |
40.0% |
0.0117 |
ATR |
0.0039 |
0.0039 |
0.0001 |
1.4% |
0.0000 |
Volume |
0 |
1 |
1 |
|
20 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7550 |
0.7547 |
0.7535 |
|
R3 |
0.7543 |
0.7540 |
0.7533 |
|
R2 |
0.7536 |
0.7536 |
0.7532 |
|
R1 |
0.7533 |
0.7533 |
0.7532 |
0.7535 |
PP |
0.7529 |
0.7529 |
0.7529 |
0.7529 |
S1 |
0.7526 |
0.7526 |
0.7530 |
0.7528 |
S2 |
0.7522 |
0.7522 |
0.7530 |
|
S3 |
0.7515 |
0.7519 |
0.7529 |
|
S4 |
0.7508 |
0.7512 |
0.7527 |
|
|
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 |
0.7480 |
0.0081 |
1.1% |
0.0009 |
0.1% |
63% |
False |
False |
|
10 |
0.7570 |
0.7441 |
0.0129 |
1.7% |
0.0014 |
0.2% |
70% |
False |
False |
3 |
20 |
0.7736 |
0.7441 |
0.0295 |
3.9% |
0.0016 |
0.2% |
31% |
False |
False |
3 |
40 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0016 |
0.2% |
25% |
False |
False |
4 |
60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0017 |
0.2% |
20% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7561 |
2.618 |
0.7549 |
1.618 |
0.7542 |
1.000 |
0.7538 |
0.618 |
0.7535 |
HIGH |
0.7531 |
0.618 |
0.7528 |
0.500 |
0.7528 |
0.382 |
0.7527 |
LOW |
0.7524 |
0.618 |
0.7520 |
1.000 |
0.7517 |
1.618 |
0.7513 |
2.618 |
0.7506 |
4.250 |
0.7494 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7530 |
0.7528 |
PP |
0.7529 |
0.7524 |
S1 |
0.7528 |
0.7521 |
|