CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7532 |
-0.0037 |
-0.5% |
0.7567 |
| High |
0.7569 |
0.7579 |
0.0010 |
0.1% |
0.7605 |
| Low |
0.7569 |
0.7513 |
-0.0056 |
-0.7% |
0.7543 |
| Close |
0.7569 |
0.7513 |
-0.0056 |
-0.7% |
0.7569 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0062 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
6.8% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
11 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7689 |
0.7549 |
|
| R3 |
0.7667 |
0.7623 |
0.7531 |
|
| R2 |
0.7601 |
0.7601 |
0.7525 |
|
| R1 |
0.7557 |
0.7557 |
0.7519 |
0.7546 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7530 |
| S1 |
0.7491 |
0.7491 |
0.7507 |
0.7480 |
| S2 |
0.7469 |
0.7469 |
0.7501 |
|
| S3 |
0.7403 |
0.7425 |
0.7495 |
|
| S4 |
0.7337 |
0.7359 |
0.7477 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7758 |
0.7726 |
0.7603 |
|
| R3 |
0.7696 |
0.7664 |
0.7586 |
|
| R2 |
0.7634 |
0.7634 |
0.7580 |
|
| R1 |
0.7602 |
0.7602 |
0.7575 |
0.7618 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7581 |
| S1 |
0.7540 |
0.7540 |
0.7563 |
0.7556 |
| S2 |
0.7510 |
0.7510 |
0.7558 |
|
| S3 |
0.7448 |
0.7478 |
0.7552 |
|
| S4 |
0.7386 |
0.7416 |
0.7535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7605 |
0.7513 |
0.0092 |
1.2% |
0.0026 |
0.3% |
0% |
False |
True |
2 |
| 10 |
0.7605 |
0.7480 |
0.0125 |
1.7% |
0.0016 |
0.2% |
26% |
False |
False |
1 |
| 20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0016 |
0.2% |
44% |
False |
False |
2 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.8% |
0.0014 |
0.2% |
20% |
False |
False |
3 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0017 |
0.2% |
16% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7752 |
|
1.618 |
0.7686 |
|
1.000 |
0.7645 |
|
0.618 |
0.7620 |
|
HIGH |
0.7579 |
|
0.618 |
0.7554 |
|
0.500 |
0.7546 |
|
0.382 |
0.7538 |
|
LOW |
0.7513 |
|
0.618 |
0.7472 |
|
1.000 |
0.7447 |
|
1.618 |
0.7406 |
|
2.618 |
0.7340 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7552 |
| PP |
0.7535 |
0.7539 |
| S1 |
0.7524 |
0.7526 |
|