CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7524 |
0.0039 |
0.5% |
0.7533 |
| High |
0.7485 |
0.7531 |
0.0046 |
0.6% |
0.7558 |
| Low |
0.7480 |
0.7524 |
0.0044 |
0.6% |
0.7441 |
| Close |
0.7485 |
0.7531 |
0.0046 |
0.6% |
0.7558 |
| Range |
0.0005 |
0.0007 |
0.0002 |
40.0% |
0.0117 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.4% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
20 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7547 |
0.7535 |
|
| R3 |
0.7543 |
0.7540 |
0.7533 |
|
| R2 |
0.7536 |
0.7536 |
0.7532 |
|
| R1 |
0.7533 |
0.7533 |
0.7532 |
0.7535 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7529 |
| S1 |
0.7526 |
0.7526 |
0.7530 |
0.7528 |
| S2 |
0.7522 |
0.7522 |
0.7530 |
|
| S3 |
0.7515 |
0.7519 |
0.7529 |
|
| S4 |
0.7508 |
0.7512 |
0.7527 |
|
|
| 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 |
0.7480 |
0.0081 |
1.1% |
0.0009 |
0.1% |
63% |
False |
False |
|
| 10 |
0.7570 |
0.7441 |
0.0129 |
1.7% |
0.0014 |
0.2% |
70% |
False |
False |
3 |
| 20 |
0.7736 |
0.7441 |
0.0295 |
3.9% |
0.0016 |
0.2% |
31% |
False |
False |
3 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0016 |
0.2% |
25% |
False |
False |
4 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0017 |
0.2% |
20% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7561 |
|
2.618 |
0.7549 |
|
1.618 |
0.7542 |
|
1.000 |
0.7538 |
|
0.618 |
0.7535 |
|
HIGH |
0.7531 |
|
0.618 |
0.7528 |
|
0.500 |
0.7528 |
|
0.382 |
0.7527 |
|
LOW |
0.7524 |
|
0.618 |
0.7520 |
|
1.000 |
0.7517 |
|
1.618 |
0.7513 |
|
2.618 |
0.7506 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7528 |
| PP |
0.7529 |
0.7524 |
| S1 |
0.7528 |
0.7521 |
|