CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7594 |
0.7556 |
-0.0038 |
-0.5% |
0.7620 |
| High |
0.7604 |
0.7577 |
-0.0027 |
-0.4% |
0.7669 |
| Low |
0.7535 |
0.7547 |
0.0012 |
0.2% |
0.7576 |
| Close |
0.7549 |
0.7572 |
0.0023 |
0.3% |
0.7636 |
| Range |
0.0069 |
0.0030 |
-0.0039 |
-56.5% |
0.0093 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
86,864 |
79,619 |
-7,245 |
-8.3% |
366,361 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7644 |
0.7589 |
|
| R3 |
0.7625 |
0.7614 |
0.7580 |
|
| R2 |
0.7595 |
0.7595 |
0.7578 |
|
| R1 |
0.7584 |
0.7584 |
0.7575 |
0.7590 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7568 |
| S1 |
0.7554 |
0.7554 |
0.7569 |
0.7560 |
| S2 |
0.7535 |
0.7535 |
0.7567 |
|
| S3 |
0.7505 |
0.7524 |
0.7564 |
|
| S4 |
0.7475 |
0.7494 |
0.7556 |
|
|
| 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% |
0.0046 |
0.6% |
28% |
False |
False |
76,084 |
| 10 |
0.7669 |
0.7535 |
0.0134 |
1.8% |
0.0047 |
0.6% |
28% |
False |
False |
74,988 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0056 |
0.7% |
37% |
False |
False |
81,671 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0058 |
0.8% |
37% |
False |
False |
43,971 |
| 60 |
0.7737 |
0.7305 |
0.0432 |
5.7% |
0.0061 |
0.8% |
62% |
False |
False |
29,371 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0061 |
0.8% |
73% |
False |
False |
22,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7656 |
|
1.618 |
0.7626 |
|
1.000 |
0.7607 |
|
0.618 |
0.7596 |
|
HIGH |
0.7577 |
|
0.618 |
0.7566 |
|
0.500 |
0.7562 |
|
0.382 |
0.7558 |
|
LOW |
0.7547 |
|
0.618 |
0.7528 |
|
1.000 |
0.7517 |
|
1.618 |
0.7498 |
|
2.618 |
0.7468 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7569 |
0.7583 |
| PP |
0.7565 |
0.7579 |
| S1 |
0.7562 |
0.7576 |
|