CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7490 |
-0.0043 |
-0.6% |
0.7624 |
| High |
0.7537 |
0.7499 |
-0.0038 |
-0.5% |
0.7630 |
| Low |
0.7483 |
0.7467 |
-0.0016 |
-0.2% |
0.7483 |
| Close |
0.7485 |
0.7491 |
0.0006 |
0.1% |
0.7485 |
| Range |
0.0054 |
0.0032 |
-0.0022 |
-40.7% |
0.0147 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
105,721 |
61,876 |
-43,845 |
-41.5% |
415,526 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7568 |
0.7509 |
|
| R3 |
0.7550 |
0.7536 |
0.7500 |
|
| R2 |
0.7518 |
0.7518 |
0.7497 |
|
| R1 |
0.7504 |
0.7504 |
0.7494 |
0.7511 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7489 |
| S1 |
0.7472 |
0.7472 |
0.7488 |
0.7479 |
| S2 |
0.7454 |
0.7454 |
0.7485 |
|
| S3 |
0.7422 |
0.7440 |
0.7482 |
|
| S4 |
0.7390 |
0.7408 |
0.7473 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7876 |
0.7566 |
|
| R3 |
0.7827 |
0.7729 |
0.7525 |
|
| R2 |
0.7680 |
0.7680 |
0.7512 |
|
| R1 |
0.7582 |
0.7582 |
0.7498 |
0.7558 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7520 |
| S1 |
0.7435 |
0.7435 |
0.7472 |
0.7411 |
| S2 |
0.7386 |
0.7386 |
0.7458 |
|
| S3 |
0.7239 |
0.7288 |
0.7445 |
|
| S4 |
0.7092 |
0.7141 |
0.7404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7467 |
0.0137 |
1.8% |
0.0046 |
0.6% |
18% |
False |
True |
80,671 |
| 10 |
0.7669 |
0.7467 |
0.0202 |
2.7% |
0.0047 |
0.6% |
12% |
False |
True |
76,868 |
| 20 |
0.7737 |
0.7467 |
0.0270 |
3.6% |
0.0054 |
0.7% |
9% |
False |
True |
82,054 |
| 40 |
0.7737 |
0.7467 |
0.0270 |
3.6% |
0.0057 |
0.8% |
9% |
False |
True |
49,880 |
| 60 |
0.7737 |
0.7424 |
0.0313 |
4.2% |
0.0059 |
0.8% |
21% |
False |
False |
33,312 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0061 |
0.8% |
59% |
False |
False |
25,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7583 |
|
1.618 |
0.7551 |
|
1.000 |
0.7531 |
|
0.618 |
0.7519 |
|
HIGH |
0.7499 |
|
0.618 |
0.7487 |
|
0.500 |
0.7483 |
|
0.382 |
0.7479 |
|
LOW |
0.7467 |
|
0.618 |
0.7447 |
|
1.000 |
0.7435 |
|
1.618 |
0.7415 |
|
2.618 |
0.7383 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7488 |
0.7517 |
| PP |
0.7486 |
0.7508 |
| S1 |
0.7483 |
0.7500 |
|