CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7541 |
-0.0017 |
-0.2% |
0.7533 |
| High |
0.7558 |
0.7561 |
0.0003 |
0.0% |
0.7558 |
| Low |
0.7558 |
0.7541 |
-0.0017 |
-0.2% |
0.7441 |
| Close |
0.7558 |
0.7541 |
-0.0017 |
-0.2% |
0.7558 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0117 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7608 |
0.7594 |
0.7552 |
|
| R3 |
0.7588 |
0.7574 |
0.7547 |
|
| R2 |
0.7568 |
0.7568 |
0.7545 |
|
| R1 |
0.7554 |
0.7554 |
0.7543 |
0.7551 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7546 |
| S1 |
0.7534 |
0.7534 |
0.7539 |
0.7531 |
| S2 |
0.7528 |
0.7528 |
0.7537 |
|
| S3 |
0.7508 |
0.7514 |
0.7536 |
|
| S4 |
0.7488 |
0.7494 |
0.7530 |
|
|
| 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 |
0.7561 |
0.7441 |
0.0120 |
1.6% |
0.0016 |
0.2% |
83% |
True |
False |
1 |
| 10 |
0.7570 |
0.7441 |
0.0129 |
1.7% |
0.0016 |
0.2% |
78% |
False |
False |
3 |
| 20 |
0.7797 |
0.7441 |
0.0356 |
4.7% |
0.0017 |
0.2% |
28% |
False |
False |
5 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0017 |
0.2% |
28% |
False |
False |
5 |
| 60 |
0.7961 |
0.7441 |
0.0520 |
6.9% |
0.0019 |
0.2% |
19% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7613 |
|
1.618 |
0.7593 |
|
1.000 |
0.7581 |
|
0.618 |
0.7573 |
|
HIGH |
0.7561 |
|
0.618 |
0.7553 |
|
0.500 |
0.7551 |
|
0.382 |
0.7549 |
|
LOW |
0.7541 |
|
0.618 |
0.7529 |
|
1.000 |
0.7521 |
|
1.618 |
0.7509 |
|
2.618 |
0.7489 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7551 |
| PP |
0.7548 |
0.7547 |
| S1 |
0.7544 |
0.7544 |
|