CME Australian Dollar Future December 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 |
0.7561 |
0.7533 |
-0.0028 |
-0.4% |
0.7573 |
| High |
0.7570 |
0.7538 |
-0.0032 |
-0.4% |
0.7573 |
| Low |
0.7526 |
0.7531 |
0.0005 |
0.1% |
0.7490 |
| Close |
0.7549 |
0.7531 |
-0.0018 |
-0.2% |
0.7549 |
| Range |
0.0044 |
0.0007 |
-0.0037 |
-84.1% |
0.0083 |
| ATR |
0.0037 |
0.0035 |
-0.0001 |
-3.6% |
0.0000 |
| Volume |
5 |
13 |
8 |
160.0% |
20 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7550 |
0.7535 |
|
| R3 |
0.7547 |
0.7543 |
0.7533 |
|
| R2 |
0.7540 |
0.7540 |
0.7532 |
|
| R1 |
0.7536 |
0.7536 |
0.7532 |
0.7535 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7533 |
| S1 |
0.7529 |
0.7529 |
0.7530 |
0.7528 |
| S2 |
0.7526 |
0.7526 |
0.7530 |
|
| S3 |
0.7519 |
0.7522 |
0.7529 |
|
| S4 |
0.7512 |
0.7515 |
0.7527 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7751 |
0.7595 |
|
| R3 |
0.7703 |
0.7668 |
0.7572 |
|
| R2 |
0.7620 |
0.7620 |
0.7564 |
|
| R1 |
0.7585 |
0.7585 |
0.7557 |
0.7561 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7526 |
| S1 |
0.7502 |
0.7502 |
0.7541 |
0.7478 |
| S2 |
0.7454 |
0.7454 |
0.7534 |
|
| S3 |
0.7371 |
0.7419 |
0.7526 |
|
| S4 |
0.7288 |
0.7336 |
0.7503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7570 |
0.7490 |
0.0080 |
1.1% |
0.0017 |
0.2% |
51% |
False |
False |
5 |
| 10 |
0.7617 |
0.7490 |
0.0127 |
1.7% |
0.0021 |
0.3% |
32% |
False |
False |
6 |
| 20 |
0.7800 |
0.7490 |
0.0310 |
4.1% |
0.0016 |
0.2% |
13% |
False |
False |
5 |
| 40 |
0.7902 |
0.7490 |
0.0412 |
5.5% |
0.0018 |
0.2% |
10% |
False |
False |
6 |
| 60 |
0.7961 |
0.7490 |
0.0471 |
6.3% |
0.0020 |
0.3% |
9% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7568 |
|
2.618 |
0.7556 |
|
1.618 |
0.7549 |
|
1.000 |
0.7545 |
|
0.618 |
0.7542 |
|
HIGH |
0.7538 |
|
0.618 |
0.7535 |
|
0.500 |
0.7535 |
|
0.382 |
0.7534 |
|
LOW |
0.7531 |
|
0.618 |
0.7527 |
|
1.000 |
0.7524 |
|
1.618 |
0.7520 |
|
2.618 |
0.7513 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7548 |
| PP |
0.7533 |
0.7542 |
| S1 |
0.7532 |
0.7537 |
|