CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7604 |
0.7625 |
0.0021 |
0.3% |
0.7687 |
| High |
0.7643 |
0.7664 |
0.0021 |
0.3% |
0.7737 |
| Low |
0.7576 |
0.7620 |
0.0044 |
0.6% |
0.7593 |
| Close |
0.7624 |
0.7659 |
0.0035 |
0.5% |
0.7617 |
| Range |
0.0067 |
0.0044 |
-0.0023 |
-34.3% |
0.0144 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
85,826 |
65,563 |
-20,263 |
-23.6% |
429,974 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7780 |
0.7763 |
0.7683 |
|
| R3 |
0.7736 |
0.7719 |
0.7671 |
|
| R2 |
0.7692 |
0.7692 |
0.7667 |
|
| R1 |
0.7675 |
0.7675 |
0.7663 |
0.7684 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7652 |
| S1 |
0.7631 |
0.7631 |
0.7655 |
0.7640 |
| S2 |
0.7604 |
0.7604 |
0.7651 |
|
| S3 |
0.7560 |
0.7587 |
0.7647 |
|
| S4 |
0.7516 |
0.7543 |
0.7635 |
|
|
| 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 |
0.7665 |
0.7576 |
0.0089 |
1.2% |
0.0048 |
0.6% |
93% |
False |
False |
73,892 |
| 10 |
0.7737 |
0.7576 |
0.0161 |
2.1% |
0.0052 |
0.7% |
52% |
False |
False |
84,083 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0062 |
0.8% |
70% |
False |
False |
68,330 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0061 |
0.8% |
70% |
False |
False |
34,503 |
| 60 |
0.7737 |
0.7165 |
0.0572 |
7.5% |
0.0063 |
0.8% |
86% |
False |
False |
23,036 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0061 |
0.8% |
87% |
False |
False |
17,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7779 |
|
1.618 |
0.7735 |
|
1.000 |
0.7708 |
|
0.618 |
0.7691 |
|
HIGH |
0.7664 |
|
0.618 |
0.7647 |
|
0.500 |
0.7642 |
|
0.382 |
0.7637 |
|
LOW |
0.7620 |
|
0.618 |
0.7593 |
|
1.000 |
0.7576 |
|
1.618 |
0.7549 |
|
2.618 |
0.7505 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7646 |
| PP |
0.7648 |
0.7633 |
| S1 |
0.7642 |
0.7620 |
|