CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7539 |
0.0006 |
0.1% |
0.7582 |
| High |
0.7561 |
0.7544 |
-0.0017 |
-0.2% |
0.7583 |
| Low |
0.7493 |
0.7494 |
0.0001 |
0.0% |
0.7473 |
| Close |
0.7536 |
0.7517 |
-0.0019 |
-0.3% |
0.7536 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0110 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
130,152 |
80,166 |
-49,986 |
-38.4% |
608,512 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7643 |
0.7545 |
|
| R3 |
0.7618 |
0.7593 |
0.7531 |
|
| R2 |
0.7568 |
0.7568 |
0.7526 |
|
| R1 |
0.7543 |
0.7543 |
0.7522 |
0.7531 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7512 |
| S1 |
0.7493 |
0.7493 |
0.7512 |
0.7481 |
| S2 |
0.7468 |
0.7468 |
0.7508 |
|
| S3 |
0.7418 |
0.7443 |
0.7503 |
|
| S4 |
0.7368 |
0.7393 |
0.7490 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7808 |
0.7597 |
|
| R3 |
0.7751 |
0.7698 |
0.7566 |
|
| R2 |
0.7641 |
0.7641 |
0.7556 |
|
| R1 |
0.7588 |
0.7588 |
0.7546 |
0.7560 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7516 |
| S1 |
0.7478 |
0.7478 |
0.7526 |
0.7450 |
| S2 |
0.7421 |
0.7421 |
0.7516 |
|
| S3 |
0.7311 |
0.7368 |
0.7506 |
|
| S4 |
0.7201 |
0.7258 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7561 |
0.7473 |
0.0088 |
1.2% |
0.0062 |
0.8% |
50% |
False |
False |
118,918 |
| 10 |
0.7621 |
0.7473 |
0.0148 |
2.0% |
0.0056 |
0.7% |
30% |
False |
False |
112,842 |
| 20 |
0.7813 |
0.7473 |
0.0340 |
4.5% |
0.0056 |
0.7% |
13% |
False |
False |
101,257 |
| 40 |
0.7921 |
0.7473 |
0.0448 |
6.0% |
0.0059 |
0.8% |
10% |
False |
False |
94,590 |
| 60 |
0.7986 |
0.7473 |
0.0513 |
6.8% |
0.0061 |
0.8% |
9% |
False |
False |
63,373 |
| 80 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0064 |
0.8% |
7% |
False |
False |
47,591 |
| 100 |
0.8130 |
0.7473 |
0.0657 |
8.7% |
0.0057 |
0.8% |
7% |
False |
False |
38,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7675 |
|
1.618 |
0.7625 |
|
1.000 |
0.7594 |
|
0.618 |
0.7575 |
|
HIGH |
0.7544 |
|
0.618 |
0.7525 |
|
0.500 |
0.7519 |
|
0.382 |
0.7513 |
|
LOW |
0.7494 |
|
0.618 |
0.7463 |
|
1.000 |
0.7444 |
|
1.618 |
0.7413 |
|
2.618 |
0.7363 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7519 |
0.7524 |
| PP |
0.7518 |
0.7521 |
| S1 |
0.7518 |
0.7519 |
|