CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7524 |
0.7567 |
0.0043 |
0.6% |
0.7541 |
High |
0.7524 |
0.7584 |
0.0060 |
0.8% |
0.7561 |
Low |
0.7524 |
0.7561 |
0.0037 |
0.5% |
0.7480 |
Close |
0.7524 |
0.7584 |
0.0060 |
0.8% |
0.7524 |
Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0081 |
ATR |
0.0035 |
0.0036 |
0.0002 |
5.3% |
0.0000 |
Volume |
0 |
2 |
2 |
|
1 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7638 |
0.7597 |
|
R3 |
0.7622 |
0.7615 |
0.7590 |
|
R2 |
0.7599 |
0.7599 |
0.7588 |
|
R1 |
0.7592 |
0.7592 |
0.7586 |
0.7596 |
PP |
0.7576 |
0.7576 |
0.7576 |
0.7578 |
S1 |
0.7569 |
0.7569 |
0.7582 |
0.7573 |
S2 |
0.7553 |
0.7553 |
0.7580 |
|
S3 |
0.7530 |
0.7546 |
0.7578 |
|
S4 |
0.7507 |
0.7523 |
0.7571 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7765 |
0.7725 |
0.7569 |
|
R3 |
0.7684 |
0.7644 |
0.7546 |
|
R2 |
0.7603 |
0.7603 |
0.7539 |
|
R1 |
0.7563 |
0.7563 |
0.7531 |
0.7543 |
PP |
0.7522 |
0.7522 |
0.7522 |
0.7511 |
S1 |
0.7482 |
0.7482 |
0.7517 |
0.7462 |
S2 |
0.7441 |
0.7441 |
0.7509 |
|
S3 |
0.7360 |
0.7401 |
0.7502 |
|
S4 |
0.7279 |
0.7320 |
0.7479 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7584 |
0.7480 |
0.0104 |
1.4% |
0.0007 |
0.1% |
100% |
True |
False |
|
10 |
0.7584 |
0.7441 |
0.0143 |
1.9% |
0.0011 |
0.1% |
100% |
True |
False |
1 |
20 |
0.7617 |
0.7441 |
0.0176 |
2.3% |
0.0016 |
0.2% |
81% |
False |
False |
3 |
40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0015 |
0.2% |
40% |
False |
False |
4 |
60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0016 |
0.2% |
31% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7682 |
2.618 |
0.7644 |
1.618 |
0.7621 |
1.000 |
0.7607 |
0.618 |
0.7598 |
HIGH |
0.7584 |
0.618 |
0.7575 |
0.500 |
0.7573 |
0.382 |
0.7570 |
LOW |
0.7561 |
0.618 |
0.7547 |
1.000 |
0.7538 |
1.618 |
0.7524 |
2.618 |
0.7501 |
4.250 |
0.7463 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7574 |
PP |
0.7576 |
0.7563 |
S1 |
0.7573 |
0.7553 |
|