CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7697 |
0.7656 |
-0.0041 |
-0.5% |
0.7651 |
| High |
0.7700 |
0.7688 |
-0.0012 |
-0.2% |
0.7721 |
| Low |
0.7646 |
0.7642 |
-0.0004 |
-0.1% |
0.7630 |
| Close |
0.7654 |
0.7662 |
0.0008 |
0.1% |
0.7654 |
| Range |
0.0054 |
0.0046 |
-0.0008 |
-14.8% |
0.0091 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,097 |
1,054 |
-43 |
-3.9% |
3,349 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7778 |
0.7687 |
|
| R3 |
0.7756 |
0.7732 |
0.7675 |
|
| R2 |
0.7710 |
0.7710 |
0.7670 |
|
| R1 |
0.7686 |
0.7686 |
0.7666 |
0.7698 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7670 |
| S1 |
0.7640 |
0.7640 |
0.7658 |
0.7652 |
| S2 |
0.7618 |
0.7618 |
0.7654 |
|
| S3 |
0.7572 |
0.7594 |
0.7649 |
|
| S4 |
0.7526 |
0.7548 |
0.7637 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7889 |
0.7704 |
|
| R3 |
0.7850 |
0.7798 |
0.7679 |
|
| R2 |
0.7759 |
0.7759 |
0.7671 |
|
| R1 |
0.7707 |
0.7707 |
0.7662 |
0.7733 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7682 |
| S1 |
0.7616 |
0.7616 |
0.7646 |
0.7642 |
| S2 |
0.7577 |
0.7577 |
0.7637 |
|
| S3 |
0.7486 |
0.7525 |
0.7629 |
|
| S4 |
0.7395 |
0.7434 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7721 |
0.7630 |
0.0091 |
1.2% |
0.0052 |
0.7% |
35% |
False |
False |
880 |
| 10 |
0.7721 |
0.7598 |
0.0123 |
1.6% |
0.0057 |
0.7% |
52% |
False |
False |
628 |
| 20 |
0.7721 |
0.7506 |
0.0215 |
2.8% |
0.0059 |
0.8% |
73% |
False |
False |
429 |
| 40 |
0.7721 |
0.7151 |
0.0570 |
7.4% |
0.0063 |
0.8% |
90% |
False |
False |
271 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0059 |
0.8% |
90% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7884 |
|
2.618 |
0.7808 |
|
1.618 |
0.7762 |
|
1.000 |
0.7734 |
|
0.618 |
0.7716 |
|
HIGH |
0.7688 |
|
0.618 |
0.7670 |
|
0.500 |
0.7665 |
|
0.382 |
0.7660 |
|
LOW |
0.7642 |
|
0.618 |
0.7614 |
|
1.000 |
0.7596 |
|
1.618 |
0.7568 |
|
2.618 |
0.7522 |
|
4.250 |
0.7447 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7682 |
| PP |
0.7664 |
0.7675 |
| S1 |
0.7663 |
0.7669 |
|