CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7620 |
0.0004 |
0.1% |
0.7687 |
| High |
0.7629 |
0.7637 |
0.0008 |
0.1% |
0.7737 |
| Low |
0.7593 |
0.7597 |
0.0004 |
0.1% |
0.7593 |
| Close |
0.7617 |
0.7612 |
-0.0005 |
-0.1% |
0.7617 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0144 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
67,511 |
75,076 |
7,565 |
11.2% |
429,974 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7714 |
0.7634 |
|
| R3 |
0.7695 |
0.7674 |
0.7623 |
|
| R2 |
0.7655 |
0.7655 |
0.7619 |
|
| R1 |
0.7634 |
0.7634 |
0.7616 |
0.7625 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7611 |
| S1 |
0.7594 |
0.7594 |
0.7608 |
0.7585 |
| S2 |
0.7575 |
0.7575 |
0.7605 |
|
| S3 |
0.7535 |
0.7554 |
0.7601 |
|
| S4 |
0.7495 |
0.7514 |
0.7590 |
|
|
| 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% |
0.0050 |
0.7% |
13% |
False |
False |
86,469 |
| 10 |
0.7737 |
0.7526 |
0.0211 |
2.8% |
0.0061 |
0.8% |
41% |
False |
False |
87,240 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0062 |
0.8% |
52% |
False |
False |
61,013 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0061 |
0.8% |
52% |
False |
False |
30,721 |
| 60 |
0.7737 |
0.7151 |
0.0586 |
7.7% |
0.0063 |
0.8% |
79% |
False |
False |
20,518 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0060 |
0.8% |
79% |
False |
False |
15,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7807 |
|
2.618 |
0.7742 |
|
1.618 |
0.7702 |
|
1.000 |
0.7677 |
|
0.618 |
0.7662 |
|
HIGH |
0.7637 |
|
0.618 |
0.7622 |
|
0.500 |
0.7617 |
|
0.382 |
0.7612 |
|
LOW |
0.7597 |
|
0.618 |
0.7572 |
|
1.000 |
0.7557 |
|
1.618 |
0.7532 |
|
2.618 |
0.7492 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7629 |
| PP |
0.7615 |
0.7623 |
| S1 |
0.7614 |
0.7618 |
|