CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7604 |
-0.0016 |
-0.2% |
0.7687 |
| High |
0.7637 |
0.7643 |
0.0006 |
0.1% |
0.7737 |
| Low |
0.7597 |
0.7576 |
-0.0021 |
-0.3% |
0.7593 |
| Close |
0.7612 |
0.7624 |
0.0012 |
0.2% |
0.7617 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0144 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.8% |
0.0000 |
| Volume |
75,076 |
85,826 |
10,750 |
14.3% |
429,974 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7787 |
0.7661 |
|
| R3 |
0.7748 |
0.7720 |
0.7642 |
|
| R2 |
0.7681 |
0.7681 |
0.7636 |
|
| R1 |
0.7653 |
0.7653 |
0.7630 |
0.7667 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7622 |
| S1 |
0.7586 |
0.7586 |
0.7618 |
0.7600 |
| S2 |
0.7547 |
0.7547 |
0.7612 |
|
| S3 |
0.7480 |
0.7519 |
0.7606 |
|
| S4 |
0.7413 |
0.7452 |
0.7587 |
|
|
| 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 |
0.7677 |
0.7576 |
0.0101 |
1.3% |
0.0050 |
0.7% |
48% |
False |
True |
80,935 |
| 10 |
0.7737 |
0.7542 |
0.0195 |
2.6% |
0.0064 |
0.8% |
42% |
False |
False |
89,736 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0063 |
0.8% |
57% |
False |
False |
65,194 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0061 |
0.8% |
57% |
False |
False |
32,866 |
| 60 |
0.7737 |
0.7165 |
0.0572 |
7.5% |
0.0063 |
0.8% |
80% |
False |
False |
21,944 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0061 |
0.8% |
81% |
False |
False |
16,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7818 |
|
1.618 |
0.7751 |
|
1.000 |
0.7710 |
|
0.618 |
0.7684 |
|
HIGH |
0.7643 |
|
0.618 |
0.7617 |
|
0.500 |
0.7610 |
|
0.382 |
0.7602 |
|
LOW |
0.7576 |
|
0.618 |
0.7535 |
|
1.000 |
0.7509 |
|
1.618 |
0.7468 |
|
2.618 |
0.7401 |
|
4.250 |
0.7291 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7619 |
| PP |
0.7614 |
0.7614 |
| S1 |
0.7610 |
0.7610 |
|