CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7640 |
-0.0020 |
-0.3% |
0.7532 |
| High |
0.7675 |
0.7640 |
-0.0035 |
-0.5% |
0.7587 |
| Low |
0.7657 |
0.7612 |
-0.0045 |
-0.6% |
0.7513 |
| Close |
0.7666 |
0.7628 |
-0.0038 |
-0.5% |
0.7582 |
| Range |
0.0018 |
0.0028 |
0.0010 |
55.6% |
0.0074 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.4% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
4 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7697 |
0.7643 |
|
| R3 |
0.7683 |
0.7669 |
0.7636 |
|
| R2 |
0.7655 |
0.7655 |
0.7633 |
|
| R1 |
0.7641 |
0.7641 |
0.7631 |
0.7634 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7623 |
| S1 |
0.7613 |
0.7613 |
0.7625 |
0.7606 |
| S2 |
0.7599 |
0.7599 |
0.7623 |
|
| S3 |
0.7571 |
0.7585 |
0.7620 |
|
| S4 |
0.7543 |
0.7557 |
0.7613 |
|
|
| 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 |
0.7675 |
0.7519 |
0.0156 |
2.0% |
0.0031 |
0.4% |
70% |
False |
False |
2 |
| 10 |
0.7675 |
0.7513 |
0.0162 |
2.1% |
0.0028 |
0.4% |
71% |
False |
False |
2 |
| 20 |
0.7675 |
0.7441 |
0.0234 |
3.1% |
0.0020 |
0.3% |
80% |
False |
False |
1 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0018 |
0.2% |
52% |
False |
False |
3 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.0% |
0.0018 |
0.2% |
41% |
False |
False |
4 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.8% |
0.0020 |
0.3% |
36% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7713 |
|
1.618 |
0.7685 |
|
1.000 |
0.7668 |
|
0.618 |
0.7657 |
|
HIGH |
0.7640 |
|
0.618 |
0.7629 |
|
0.500 |
0.7626 |
|
0.382 |
0.7623 |
|
LOW |
0.7612 |
|
0.618 |
0.7595 |
|
1.000 |
0.7584 |
|
1.618 |
0.7567 |
|
2.618 |
0.7539 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7622 |
| PP |
0.7627 |
0.7616 |
| S1 |
0.7626 |
0.7611 |
|