CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7616 |
-0.0048 |
-0.6% |
0.7687 |
| High |
0.7665 |
0.7629 |
-0.0036 |
-0.5% |
0.7737 |
| Low |
0.7611 |
0.7593 |
-0.0018 |
-0.2% |
0.7593 |
| Close |
0.7622 |
0.7617 |
-0.0005 |
-0.1% |
0.7617 |
| Range |
0.0054 |
0.0036 |
-0.0018 |
-33.3% |
0.0144 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
75,488 |
67,511 |
-7,977 |
-10.6% |
429,974 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7705 |
0.7637 |
|
| R3 |
0.7685 |
0.7669 |
0.7627 |
|
| R2 |
0.7649 |
0.7649 |
0.7624 |
|
| R1 |
0.7633 |
0.7633 |
0.7620 |
0.7641 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7617 |
| S1 |
0.7597 |
0.7597 |
0.7614 |
0.7605 |
| S2 |
0.7577 |
0.7577 |
0.7610 |
|
| S3 |
0.7541 |
0.7561 |
0.7607 |
|
| S4 |
0.7505 |
0.7525 |
0.7597 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.7993 |
0.7696 |
|
| R3 |
0.7937 |
0.7849 |
0.7657 |
|
| R2 |
0.7793 |
0.7793 |
0.7643 |
|
| R1 |
0.7705 |
0.7705 |
0.7630 |
0.7677 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7635 |
| S1 |
0.7561 |
0.7561 |
0.7604 |
0.7533 |
| S2 |
0.7505 |
0.7505 |
0.7591 |
|
| S3 |
0.7361 |
0.7417 |
0.7577 |
|
| S4 |
0.7217 |
0.7273 |
0.7538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7737 |
0.7593 |
0.0144 |
1.9% |
0.0052 |
0.7% |
17% |
False |
True |
85,994 |
| 10 |
0.7737 |
0.7521 |
0.0216 |
2.8% |
0.0063 |
0.8% |
44% |
False |
False |
85,974 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0062 |
0.8% |
54% |
False |
False |
57,312 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0061 |
0.8% |
54% |
False |
False |
28,847 |
| 60 |
0.7737 |
0.7136 |
0.0601 |
7.9% |
0.0063 |
0.8% |
80% |
False |
False |
19,268 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0060 |
0.8% |
80% |
False |
False |
14,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7723 |
|
1.618 |
0.7687 |
|
1.000 |
0.7665 |
|
0.618 |
0.7651 |
|
HIGH |
0.7629 |
|
0.618 |
0.7615 |
|
0.500 |
0.7611 |
|
0.382 |
0.7607 |
|
LOW |
0.7593 |
|
0.618 |
0.7571 |
|
1.000 |
0.7557 |
|
1.618 |
0.7535 |
|
2.618 |
0.7499 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7635 |
| PP |
0.7613 |
0.7629 |
| S1 |
0.7611 |
0.7623 |
|