CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7594 |
-0.0030 |
-0.4% |
0.7620 |
| High |
0.7630 |
0.7604 |
-0.0026 |
-0.3% |
0.7669 |
| Low |
0.7580 |
0.7535 |
-0.0045 |
-0.6% |
0.7576 |
| Close |
0.7589 |
0.7549 |
-0.0040 |
-0.5% |
0.7636 |
| Range |
0.0050 |
0.0069 |
0.0019 |
38.0% |
0.0093 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.6% |
0.0000 |
| Volume |
74,045 |
86,864 |
12,819 |
17.3% |
366,361 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7728 |
0.7587 |
|
| R3 |
0.7701 |
0.7659 |
0.7568 |
|
| R2 |
0.7632 |
0.7632 |
0.7562 |
|
| R1 |
0.7590 |
0.7590 |
0.7555 |
0.7577 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7556 |
| S1 |
0.7521 |
0.7521 |
0.7543 |
0.7507 |
| S2 |
0.7494 |
0.7494 |
0.7536 |
|
| S3 |
0.7425 |
0.7452 |
0.7530 |
|
| S4 |
0.7356 |
0.7383 |
0.7511 |
|
|
| 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 |
0.7535 |
0.0134 |
1.8% |
0.0049 |
0.6% |
10% |
False |
True |
73,273 |
| 10 |
0.7677 |
0.7535 |
0.0142 |
1.9% |
0.0049 |
0.7% |
10% |
False |
True |
77,104 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0058 |
0.8% |
28% |
False |
False |
80,298 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0059 |
0.8% |
28% |
False |
False |
41,994 |
| 60 |
0.7737 |
0.7269 |
0.0468 |
6.2% |
0.0062 |
0.8% |
60% |
False |
False |
28,046 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0061 |
0.8% |
69% |
False |
False |
21,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7785 |
|
1.618 |
0.7716 |
|
1.000 |
0.7673 |
|
0.618 |
0.7647 |
|
HIGH |
0.7604 |
|
0.618 |
0.7578 |
|
0.500 |
0.7570 |
|
0.382 |
0.7561 |
|
LOW |
0.7535 |
|
0.618 |
0.7492 |
|
1.000 |
0.7466 |
|
1.618 |
0.7423 |
|
2.618 |
0.7354 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7570 |
0.7594 |
| PP |
0.7563 |
0.7579 |
| S1 |
0.7556 |
0.7564 |
|