CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7558 |
0.0018 |
0.2% |
0.7533 |
| High |
0.7551 |
0.7558 |
0.0007 |
0.1% |
0.7558 |
| Low |
0.7540 |
0.7558 |
0.0018 |
0.2% |
0.7441 |
| Close |
0.7551 |
0.7558 |
0.0007 |
0.1% |
0.7558 |
| Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0117 |
| ATR |
0.0041 |
0.0038 |
-0.0002 |
-5.9% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
20 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7558 |
0.7558 |
|
| R3 |
0.7558 |
0.7558 |
0.7558 |
|
| R2 |
0.7558 |
0.7558 |
0.7558 |
|
| R1 |
0.7558 |
0.7558 |
0.7558 |
0.7558 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7558 |
| S1 |
0.7558 |
0.7558 |
0.7558 |
0.7558 |
| S2 |
0.7558 |
0.7558 |
0.7558 |
|
| S3 |
0.7558 |
0.7558 |
0.7558 |
|
| S4 |
0.7558 |
0.7558 |
0.7558 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7831 |
0.7622 |
|
| R3 |
0.7753 |
0.7714 |
0.7590 |
|
| R2 |
0.7636 |
0.7636 |
0.7579 |
|
| R1 |
0.7597 |
0.7597 |
0.7569 |
0.7617 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7529 |
| S1 |
0.7480 |
0.7480 |
0.7547 |
0.7500 |
| S2 |
0.7402 |
0.7402 |
0.7537 |
|
| S3 |
0.7285 |
0.7363 |
0.7526 |
|
| S4 |
0.7168 |
0.7246 |
0.7494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7558 |
0.7441 |
0.0117 |
1.5% |
0.0013 |
0.2% |
100% |
True |
False |
4 |
| 10 |
0.7573 |
0.7441 |
0.0132 |
1.7% |
0.0018 |
0.2% |
89% |
False |
False |
4 |
| 20 |
0.7797 |
0.7441 |
0.0356 |
4.7% |
0.0016 |
0.2% |
33% |
False |
False |
5 |
| 40 |
0.7810 |
0.7441 |
0.0369 |
4.9% |
0.0018 |
0.2% |
32% |
False |
False |
5 |
| 60 |
0.7961 |
0.7441 |
0.0520 |
6.9% |
0.0019 |
0.2% |
23% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7558 |
|
2.618 |
0.7558 |
|
1.618 |
0.7558 |
|
1.000 |
0.7558 |
|
0.618 |
0.7558 |
|
HIGH |
0.7558 |
|
0.618 |
0.7558 |
|
0.500 |
0.7558 |
|
0.382 |
0.7558 |
|
LOW |
0.7558 |
|
0.618 |
0.7558 |
|
1.000 |
0.7558 |
|
1.618 |
0.7558 |
|
2.618 |
0.7558 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7539 |
| PP |
0.7558 |
0.7519 |
| S1 |
0.7558 |
0.7500 |
|