CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7579 |
0.0060 |
0.8% |
0.7567 |
| High |
0.7585 |
0.7587 |
0.0002 |
0.0% |
0.7605 |
| Low |
0.7519 |
0.7579 |
0.0060 |
0.8% |
0.7543 |
| Close |
0.7585 |
0.7579 |
-0.0006 |
-0.1% |
0.7569 |
| Range |
0.0066 |
0.0008 |
-0.0058 |
-87.9% |
0.0062 |
| ATR |
0.0039 |
0.0036 |
-0.0002 |
-5.7% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
11 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7600 |
0.7583 |
|
| R3 |
0.7598 |
0.7592 |
0.7581 |
|
| R2 |
0.7590 |
0.7590 |
0.7580 |
|
| R1 |
0.7584 |
0.7584 |
0.7580 |
0.7583 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7581 |
| S1 |
0.7576 |
0.7576 |
0.7578 |
0.7575 |
| S2 |
0.7574 |
0.7574 |
0.7578 |
|
| S3 |
0.7566 |
0.7568 |
0.7577 |
|
| S4 |
0.7558 |
0.7560 |
0.7575 |
|
|
| 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% |
0.0031 |
0.4% |
85% |
False |
False |
1 |
| 10 |
0.7605 |
0.7513 |
0.0092 |
1.2% |
0.0023 |
0.3% |
72% |
False |
False |
1 |
| 20 |
0.7605 |
0.7441 |
0.0164 |
2.2% |
0.0018 |
0.2% |
84% |
False |
False |
2 |
| 40 |
0.7800 |
0.7441 |
0.0359 |
4.7% |
0.0016 |
0.2% |
38% |
False |
False |
3 |
| 60 |
0.7902 |
0.7441 |
0.0461 |
6.1% |
0.0018 |
0.2% |
30% |
False |
False |
4 |
| 80 |
0.7961 |
0.7441 |
0.0520 |
6.9% |
0.0020 |
0.3% |
27% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7608 |
|
1.618 |
0.7600 |
|
1.000 |
0.7595 |
|
0.618 |
0.7592 |
|
HIGH |
0.7587 |
|
0.618 |
0.7584 |
|
0.500 |
0.7583 |
|
0.382 |
0.7582 |
|
LOW |
0.7579 |
|
0.618 |
0.7574 |
|
1.000 |
0.7571 |
|
1.618 |
0.7566 |
|
2.618 |
0.7558 |
|
4.250 |
0.7545 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7583 |
0.7569 |
| PP |
0.7582 |
0.7560 |
| S1 |
0.7580 |
0.7550 |
|