CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7560 |
0.0004 |
0.1% |
0.7620 |
| High |
0.7577 |
0.7567 |
-0.0010 |
-0.1% |
0.7669 |
| Low |
0.7547 |
0.7522 |
-0.0025 |
-0.3% |
0.7576 |
| Close |
0.7572 |
0.7531 |
-0.0041 |
-0.5% |
0.7636 |
| Range |
0.0030 |
0.0045 |
0.0015 |
50.0% |
0.0093 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
79,619 |
69,277 |
-10,342 |
-13.0% |
366,361 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7648 |
0.7556 |
|
| R3 |
0.7630 |
0.7603 |
0.7543 |
|
| R2 |
0.7585 |
0.7585 |
0.7539 |
|
| R1 |
0.7558 |
0.7558 |
0.7535 |
0.7549 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7536 |
| S1 |
0.7513 |
0.7513 |
0.7527 |
0.7504 |
| S2 |
0.7495 |
0.7495 |
0.7523 |
|
| S3 |
0.7450 |
0.7468 |
0.7519 |
|
| S4 |
0.7405 |
0.7423 |
0.7506 |
|
|
| 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 |
0.7652 |
0.7522 |
0.0130 |
1.7% |
0.0047 |
0.6% |
7% |
False |
True |
76,697 |
| 10 |
0.7669 |
0.7522 |
0.0147 |
2.0% |
0.0046 |
0.6% |
6% |
False |
True |
74,367 |
| 20 |
0.7737 |
0.7485 |
0.0252 |
3.3% |
0.0056 |
0.7% |
18% |
False |
False |
81,594 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.5% |
0.0058 |
0.8% |
21% |
False |
False |
45,700 |
| 60 |
0.7737 |
0.7326 |
0.0411 |
5.5% |
0.0061 |
0.8% |
50% |
False |
False |
30,523 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0061 |
0.8% |
66% |
False |
False |
22,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7685 |
|
1.618 |
0.7640 |
|
1.000 |
0.7612 |
|
0.618 |
0.7595 |
|
HIGH |
0.7567 |
|
0.618 |
0.7550 |
|
0.500 |
0.7545 |
|
0.382 |
0.7539 |
|
LOW |
0.7522 |
|
0.618 |
0.7494 |
|
1.000 |
0.7477 |
|
1.618 |
0.7449 |
|
2.618 |
0.7404 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7563 |
| PP |
0.7540 |
0.7552 |
| S1 |
0.7536 |
0.7542 |
|