CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7582 |
0.0003 |
0.0% |
0.7532 |
| High |
0.7587 |
0.7582 |
-0.0005 |
-0.1% |
0.7587 |
| Low |
0.7579 |
0.7546 |
-0.0033 |
-0.4% |
0.7513 |
| Close |
0.7579 |
0.7582 |
0.0003 |
0.0% |
0.7582 |
| Range |
0.0008 |
0.0036 |
0.0028 |
350.0% |
0.0074 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7666 |
0.7602 |
|
| R3 |
0.7642 |
0.7630 |
0.7592 |
|
| R2 |
0.7606 |
0.7606 |
0.7589 |
|
| R1 |
0.7594 |
0.7594 |
0.7585 |
0.7600 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7573 |
| S1 |
0.7558 |
0.7558 |
0.7579 |
0.7564 |
| S2 |
0.7534 |
0.7534 |
0.7575 |
|
| S3 |
0.7498 |
0.7522 |
0.7572 |
|
| S4 |
0.7462 |
0.7486 |
0.7562 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7756 |
0.7623 |
|
| R3 |
0.7709 |
0.7682 |
0.7602 |
|
| R2 |
0.7635 |
0.7635 |
0.7596 |
|
| R1 |
0.7608 |
0.7608 |
0.7589 |
0.7622 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7567 |
| S1 |
0.7534 |
0.7534 |
0.7575 |
0.7548 |
| S2 |
0.7487 |
0.7487 |
0.7568 |
|
| S3 |
0.7413 |
0.7460 |
0.7562 |
|
| S4 |
0.7339 |
0.7386 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7587 |
0.7513 |
0.0074 |
1.0% |
0.0035 |
0.5% |
93% |
False |
False |
|
| 10 |
0.7605 |
0.7513 |
0.0092 |
1.2% |
0.0026 |
0.3% |
75% |
False |
False |
1 |
| 20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0020 |
0.3% |
86% |
False |
False |
2 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0017 |
0.2% |
39% |
False |
False |
3 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0018 |
0.2% |
31% |
False |
False |
4 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.9% |
0.0020 |
0.3% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7676 |
|
1.618 |
0.7640 |
|
1.000 |
0.7618 |
|
0.618 |
0.7604 |
|
HIGH |
0.7582 |
|
0.618 |
0.7568 |
|
0.500 |
0.7564 |
|
0.382 |
0.7560 |
|
LOW |
0.7546 |
|
0.618 |
0.7524 |
|
1.000 |
0.7510 |
|
1.618 |
0.7488 |
|
2.618 |
0.7452 |
|
4.250 |
0.7393 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7576 |
0.7572 |
| PP |
0.7570 |
0.7563 |
| S1 |
0.7564 |
0.7553 |
|