CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7657 |
0.7637 |
-0.0020 |
-0.3% |
0.7620 |
| High |
0.7669 |
0.7652 |
-0.0017 |
-0.2% |
0.7669 |
| Low |
0.7629 |
0.7612 |
-0.0017 |
-0.2% |
0.7576 |
| Close |
0.7649 |
0.7636 |
-0.0013 |
-0.2% |
0.7636 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0093 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
66,214 |
73,682 |
7,468 |
11.3% |
366,361 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7735 |
0.7658 |
|
| R3 |
0.7713 |
0.7695 |
0.7647 |
|
| R2 |
0.7673 |
0.7673 |
0.7643 |
|
| R1 |
0.7655 |
0.7655 |
0.7640 |
0.7644 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7628 |
| S1 |
0.7615 |
0.7615 |
0.7632 |
0.7604 |
| S2 |
0.7593 |
0.7593 |
0.7629 |
|
| S3 |
0.7553 |
0.7575 |
0.7625 |
|
| S4 |
0.7513 |
0.7535 |
0.7614 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7864 |
0.7687 |
|
| R3 |
0.7813 |
0.7771 |
0.7662 |
|
| R2 |
0.7720 |
0.7720 |
0.7653 |
|
| R1 |
0.7678 |
0.7678 |
0.7645 |
0.7699 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7638 |
| S1 |
0.7585 |
0.7585 |
0.7627 |
0.7606 |
| S2 |
0.7534 |
0.7534 |
0.7619 |
|
| S3 |
0.7441 |
0.7492 |
0.7610 |
|
| S4 |
0.7348 |
0.7399 |
0.7585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7669 |
0.7576 |
0.0093 |
1.2% |
0.0046 |
0.6% |
65% |
False |
False |
73,272 |
| 10 |
0.7737 |
0.7576 |
0.0161 |
2.1% |
0.0049 |
0.6% |
37% |
False |
False |
79,633 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0057 |
0.7% |
61% |
False |
False |
74,204 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0059 |
0.8% |
61% |
False |
False |
37,986 |
| 60 |
0.7737 |
0.7247 |
0.0490 |
6.4% |
0.0063 |
0.8% |
79% |
False |
False |
25,366 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0060 |
0.8% |
83% |
False |
False |
19,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7757 |
|
1.618 |
0.7717 |
|
1.000 |
0.7692 |
|
0.618 |
0.7677 |
|
HIGH |
0.7652 |
|
0.618 |
0.7637 |
|
0.500 |
0.7632 |
|
0.382 |
0.7627 |
|
LOW |
0.7612 |
|
0.618 |
0.7587 |
|
1.000 |
0.7572 |
|
1.618 |
0.7547 |
|
2.618 |
0.7507 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7635 |
0.7641 |
| PP |
0.7633 |
0.7639 |
| S1 |
0.7632 |
0.7638 |
|