CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7524 |
0.7567 |
0.0043 |
0.6% |
0.7541 |
| High |
0.7524 |
0.7584 |
0.0060 |
0.8% |
0.7561 |
| Low |
0.7524 |
0.7561 |
0.0037 |
0.5% |
0.7480 |
| Close |
0.7524 |
0.7584 |
0.0060 |
0.8% |
0.7524 |
| Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0081 |
| ATR |
0.0035 |
0.0036 |
0.0002 |
5.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
1 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7638 |
0.7597 |
|
| R3 |
0.7622 |
0.7615 |
0.7590 |
|
| R2 |
0.7599 |
0.7599 |
0.7588 |
|
| R1 |
0.7592 |
0.7592 |
0.7586 |
0.7596 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7578 |
| S1 |
0.7569 |
0.7569 |
0.7582 |
0.7573 |
| S2 |
0.7553 |
0.7553 |
0.7580 |
|
| S3 |
0.7530 |
0.7546 |
0.7578 |
|
| S4 |
0.7507 |
0.7523 |
0.7571 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7725 |
0.7569 |
|
| R3 |
0.7684 |
0.7644 |
0.7546 |
|
| R2 |
0.7603 |
0.7603 |
0.7539 |
|
| R1 |
0.7563 |
0.7563 |
0.7531 |
0.7543 |
| PP |
0.7522 |
0.7522 |
0.7522 |
0.7511 |
| S1 |
0.7482 |
0.7482 |
0.7517 |
0.7462 |
| S2 |
0.7441 |
0.7441 |
0.7509 |
|
| S3 |
0.7360 |
0.7401 |
0.7502 |
|
| S4 |
0.7279 |
0.7320 |
0.7479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7584 |
0.7480 |
0.0104 |
1.4% |
0.0007 |
0.1% |
100% |
True |
False |
|
| 10 |
0.7584 |
0.7441 |
0.0143 |
1.9% |
0.0011 |
0.1% |
100% |
True |
False |
1 |
| 20 |
0.7617 |
0.7441 |
0.0176 |
2.3% |
0.0016 |
0.2% |
81% |
False |
False |
3 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0015 |
0.2% |
40% |
False |
False |
4 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0016 |
0.2% |
31% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7682 |
|
2.618 |
0.7644 |
|
1.618 |
0.7621 |
|
1.000 |
0.7607 |
|
0.618 |
0.7598 |
|
HIGH |
0.7584 |
|
0.618 |
0.7575 |
|
0.500 |
0.7573 |
|
0.382 |
0.7570 |
|
LOW |
0.7561 |
|
0.618 |
0.7547 |
|
1.000 |
0.7538 |
|
1.618 |
0.7524 |
|
2.618 |
0.7501 |
|
4.250 |
0.7463 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7580 |
0.7574 |
| PP |
0.7576 |
0.7563 |
| S1 |
0.7573 |
0.7553 |
|