CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7637 |
0.7624 |
-0.0013 |
-0.2% |
0.7620 |
| High |
0.7652 |
0.7630 |
-0.0022 |
-0.3% |
0.7669 |
| Low |
0.7612 |
0.7580 |
-0.0032 |
-0.4% |
0.7576 |
| Close |
0.7636 |
0.7589 |
-0.0047 |
-0.6% |
0.7636 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0093 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
73,682 |
74,045 |
363 |
0.5% |
366,361 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7719 |
0.7617 |
|
| R3 |
0.7700 |
0.7669 |
0.7603 |
|
| R2 |
0.7650 |
0.7650 |
0.7598 |
|
| R1 |
0.7619 |
0.7619 |
0.7594 |
0.7610 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7595 |
| S1 |
0.7569 |
0.7569 |
0.7584 |
0.7560 |
| S2 |
0.7550 |
0.7550 |
0.7580 |
|
| S3 |
0.7500 |
0.7519 |
0.7575 |
|
| S4 |
0.7450 |
0.7469 |
0.7562 |
|
|
| 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% |
0.0048 |
0.6% |
14% |
False |
False |
73,066 |
| 10 |
0.7737 |
0.7576 |
0.0161 |
2.1% |
0.0049 |
0.6% |
8% |
False |
False |
79,767 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0058 |
0.8% |
43% |
False |
False |
77,296 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0058 |
0.8% |
43% |
False |
False |
39,829 |
| 60 |
0.7737 |
0.7263 |
0.0474 |
6.2% |
0.0062 |
0.8% |
69% |
False |
False |
26,600 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0061 |
0.8% |
76% |
False |
False |
19,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7761 |
|
1.618 |
0.7711 |
|
1.000 |
0.7680 |
|
0.618 |
0.7661 |
|
HIGH |
0.7630 |
|
0.618 |
0.7611 |
|
0.500 |
0.7605 |
|
0.382 |
0.7599 |
|
LOW |
0.7580 |
|
0.618 |
0.7549 |
|
1.000 |
0.7530 |
|
1.618 |
0.7499 |
|
2.618 |
0.7449 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7625 |
| PP |
0.7600 |
0.7613 |
| S1 |
0.7594 |
0.7601 |
|