CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7584 |
0.0011 |
0.1% |
0.7532 |
| High |
0.7588 |
0.7595 |
0.0007 |
0.1% |
0.7610 |
| Low |
0.7554 |
0.7548 |
-0.0006 |
-0.1% |
0.7515 |
| Close |
0.7584 |
0.7561 |
-0.0023 |
-0.3% |
0.7561 |
| Range |
0.0034 |
0.0047 |
0.0013 |
38.2% |
0.0095 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
608 |
241 |
-367 |
-60.4% |
3,287 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7682 |
0.7587 |
|
| R3 |
0.7662 |
0.7635 |
0.7574 |
|
| R2 |
0.7615 |
0.7615 |
0.7570 |
|
| R1 |
0.7588 |
0.7588 |
0.7565 |
0.7578 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7563 |
| S1 |
0.7541 |
0.7541 |
0.7557 |
0.7531 |
| S2 |
0.7521 |
0.7521 |
0.7552 |
|
| S3 |
0.7474 |
0.7494 |
0.7548 |
|
| S4 |
0.7427 |
0.7447 |
0.7535 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7799 |
0.7613 |
|
| R3 |
0.7752 |
0.7704 |
0.7587 |
|
| R2 |
0.7657 |
0.7657 |
0.7578 |
|
| R1 |
0.7609 |
0.7609 |
0.7570 |
0.7633 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7574 |
| S1 |
0.7514 |
0.7514 |
0.7552 |
0.7538 |
| S2 |
0.7467 |
0.7467 |
0.7544 |
|
| S3 |
0.7372 |
0.7419 |
0.7535 |
|
| S4 |
0.7277 |
0.7324 |
0.7509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7610 |
0.7515 |
0.0095 |
1.3% |
0.0050 |
0.7% |
48% |
False |
False |
657 |
| 10 |
0.7610 |
0.7457 |
0.0153 |
2.0% |
0.0052 |
0.7% |
68% |
False |
False |
460 |
| 20 |
0.7610 |
0.7420 |
0.0190 |
2.5% |
0.0056 |
0.7% |
74% |
False |
False |
292 |
| 40 |
0.7814 |
0.7420 |
0.0394 |
5.2% |
0.0051 |
0.7% |
36% |
False |
False |
192 |
| 60 |
0.7905 |
0.7420 |
0.0485 |
6.4% |
0.0047 |
0.6% |
29% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7795 |
|
2.618 |
0.7718 |
|
1.618 |
0.7671 |
|
1.000 |
0.7642 |
|
0.618 |
0.7624 |
|
HIGH |
0.7595 |
|
0.618 |
0.7577 |
|
0.500 |
0.7572 |
|
0.382 |
0.7566 |
|
LOW |
0.7548 |
|
0.618 |
0.7519 |
|
1.000 |
0.7501 |
|
1.618 |
0.7472 |
|
2.618 |
0.7425 |
|
4.250 |
0.7348 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7572 |
0.7563 |
| PP |
0.7568 |
0.7562 |
| S1 |
0.7565 |
0.7562 |
|