CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7532 |
0.7519 |
-0.0013 |
-0.2% |
0.7567 |
| High |
0.7579 |
0.7585 |
0.0006 |
0.1% |
0.7605 |
| Low |
0.7513 |
0.7519 |
0.0006 |
0.1% |
0.7543 |
| Close |
0.7513 |
0.7585 |
0.0072 |
1.0% |
0.7569 |
| Range |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0062 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
7.1% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
11 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7739 |
0.7621 |
|
| R3 |
0.7695 |
0.7673 |
0.7603 |
|
| R2 |
0.7629 |
0.7629 |
0.7597 |
|
| R1 |
0.7607 |
0.7607 |
0.7591 |
0.7618 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7569 |
| S1 |
0.7541 |
0.7541 |
0.7579 |
0.7552 |
| S2 |
0.7497 |
0.7497 |
0.7573 |
|
| S3 |
0.7431 |
0.7475 |
0.7567 |
|
| S4 |
0.7365 |
0.7409 |
0.7549 |
|
|
| 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 |
0.7591 |
0.7513 |
0.0078 |
1.0% |
0.0036 |
0.5% |
92% |
False |
False |
2 |
| 10 |
0.7605 |
0.7513 |
0.0092 |
1.2% |
0.0022 |
0.3% |
78% |
False |
False |
1 |
| 20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0019 |
0.2% |
88% |
False |
False |
2 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0016 |
0.2% |
40% |
False |
False |
3 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0018 |
0.2% |
31% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7758 |
|
1.618 |
0.7692 |
|
1.000 |
0.7651 |
|
0.618 |
0.7626 |
|
HIGH |
0.7585 |
|
0.618 |
0.7560 |
|
0.500 |
0.7552 |
|
0.382 |
0.7544 |
|
LOW |
0.7519 |
|
0.618 |
0.7478 |
|
1.000 |
0.7453 |
|
1.618 |
0.7412 |
|
2.618 |
0.7346 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7573 |
| PP |
0.7563 |
0.7561 |
| S1 |
0.7552 |
0.7549 |
|