CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7567 |
0.7605 |
0.0038 |
0.5% |
0.7541 |
| High |
0.7584 |
0.7605 |
0.0021 |
0.3% |
0.7561 |
| Low |
0.7561 |
0.7591 |
0.0030 |
0.4% |
0.7480 |
| Close |
0.7584 |
0.7591 |
0.0007 |
0.1% |
0.7524 |
| Range |
0.0023 |
0.0014 |
-0.0009 |
-39.1% |
0.0081 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
1 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7628 |
0.7599 |
|
| R3 |
0.7624 |
0.7614 |
0.7595 |
|
| R2 |
0.7610 |
0.7610 |
0.7594 |
|
| R1 |
0.7600 |
0.7600 |
0.7592 |
0.7598 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7595 |
| S1 |
0.7586 |
0.7586 |
0.7590 |
0.7584 |
| S2 |
0.7582 |
0.7582 |
0.7588 |
|
| S3 |
0.7568 |
0.7572 |
0.7587 |
|
| S4 |
0.7554 |
0.7558 |
0.7583 |
|
|
| 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 |
0.7605 |
0.7522 |
0.0083 |
1.1% |
0.0009 |
0.1% |
83% |
True |
False |
|
| 10 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0012 |
0.2% |
91% |
True |
False |
1 |
| 20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0017 |
0.2% |
91% |
True |
False |
2 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0015 |
0.2% |
42% |
False |
False |
4 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0016 |
0.2% |
33% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7665 |
|
2.618 |
0.7642 |
|
1.618 |
0.7628 |
|
1.000 |
0.7619 |
|
0.618 |
0.7614 |
|
HIGH |
0.7605 |
|
0.618 |
0.7600 |
|
0.500 |
0.7598 |
|
0.382 |
0.7596 |
|
LOW |
0.7591 |
|
0.618 |
0.7582 |
|
1.000 |
0.7577 |
|
1.618 |
0.7568 |
|
2.618 |
0.7554 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7582 |
| PP |
0.7596 |
0.7573 |
| S1 |
0.7593 |
0.7565 |
|