CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7170 |
0.7206 |
0.0036 |
0.5% |
0.7151 |
| High |
0.7212 |
0.7258 |
0.0046 |
0.6% |
0.7217 |
| Low |
0.7165 |
0.7190 |
0.0025 |
0.3% |
0.7136 |
| Close |
0.7192 |
0.7236 |
0.0044 |
0.6% |
0.7186 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0081 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
22 |
59 |
37 |
168.2% |
386 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7402 |
0.7273 |
|
| R3 |
0.7364 |
0.7334 |
0.7255 |
|
| R2 |
0.7296 |
0.7296 |
0.7248 |
|
| R1 |
0.7266 |
0.7266 |
0.7242 |
0.7281 |
| PP |
0.7228 |
0.7228 |
0.7228 |
0.7236 |
| S1 |
0.7198 |
0.7198 |
0.7230 |
0.7213 |
| S2 |
0.7160 |
0.7160 |
0.7224 |
|
| S3 |
0.7092 |
0.7130 |
0.7217 |
|
| S4 |
0.7024 |
0.7062 |
0.7199 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7385 |
0.7231 |
|
| R3 |
0.7342 |
0.7304 |
0.7208 |
|
| R2 |
0.7261 |
0.7261 |
0.7201 |
|
| R1 |
0.7223 |
0.7223 |
0.7193 |
0.7242 |
| PP |
0.7180 |
0.7180 |
0.7180 |
0.7189 |
| S1 |
0.7142 |
0.7142 |
0.7179 |
0.7161 |
| S2 |
0.7099 |
0.7099 |
0.7171 |
|
| S3 |
0.7018 |
0.7061 |
0.7164 |
|
| S4 |
0.6937 |
0.6980 |
0.7141 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7436 |
|
1.618 |
0.7368 |
|
1.000 |
0.7326 |
|
0.618 |
0.7300 |
|
HIGH |
0.7258 |
|
0.618 |
0.7232 |
|
0.500 |
0.7224 |
|
0.382 |
0.7216 |
|
LOW |
0.7190 |
|
0.618 |
0.7148 |
|
1.000 |
0.7122 |
|
1.618 |
0.7080 |
|
2.618 |
0.7012 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7232 |
0.7228 |
| PP |
0.7228 |
0.7220 |
| S1 |
0.7224 |
0.7212 |
|