CME Australian Dollar Future December 2018
Trading Metrics calculated at close of trading on 23-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7605 |
0.7557 |
-0.0048 |
-0.6% |
0.7541 |
High |
0.7605 |
0.7575 |
-0.0030 |
-0.4% |
0.7561 |
Low |
0.7591 |
0.7543 |
-0.0048 |
-0.6% |
0.7480 |
Close |
0.7591 |
0.7575 |
-0.0016 |
-0.2% |
0.7524 |
Range |
0.0014 |
0.0032 |
0.0018 |
128.6% |
0.0081 |
ATR |
0.0035 |
0.0036 |
0.0001 |
2.6% |
0.0000 |
Volume |
1 |
6 |
5 |
500.0% |
1 |
|
Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7660 |
0.7650 |
0.7593 |
|
R3 |
0.7628 |
0.7618 |
0.7584 |
|
R2 |
0.7596 |
0.7596 |
0.7581 |
|
R1 |
0.7586 |
0.7586 |
0.7578 |
0.7591 |
PP |
0.7564 |
0.7564 |
0.7564 |
0.7567 |
S1 |
0.7554 |
0.7554 |
0.7572 |
0.7559 |
S2 |
0.7532 |
0.7532 |
0.7569 |
|
S3 |
0.7500 |
0.7522 |
0.7566 |
|
S4 |
0.7468 |
0.7490 |
0.7557 |
|
|
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 |
0.7605 |
0.7522 |
0.0083 |
1.1% |
0.0014 |
0.2% |
64% |
False |
False |
1 |
10 |
0.7605 |
0.7480 |
0.0125 |
1.7% |
0.0011 |
0.1% |
76% |
False |
False |
1 |
20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0017 |
0.2% |
82% |
False |
False |
2 |
40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0014 |
0.2% |
37% |
False |
False |
4 |
60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0016 |
0.2% |
29% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7659 |
1.618 |
0.7627 |
1.000 |
0.7607 |
0.618 |
0.7595 |
HIGH |
0.7575 |
0.618 |
0.7563 |
0.500 |
0.7559 |
0.382 |
0.7555 |
LOW |
0.7543 |
0.618 |
0.7523 |
1.000 |
0.7511 |
1.618 |
0.7491 |
2.618 |
0.7459 |
4.250 |
0.7407 |
|
|
Fisher Pivots for day following 23-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7570 |
0.7575 |
PP |
0.7564 |
0.7574 |
S1 |
0.7559 |
0.7574 |
|