CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7494 |
0.0004 |
0.1% |
0.7624 |
| High |
0.7499 |
0.7505 |
0.0006 |
0.1% |
0.7630 |
| Low |
0.7467 |
0.7465 |
-0.0002 |
0.0% |
0.7483 |
| Close |
0.7491 |
0.7486 |
-0.0005 |
-0.1% |
0.7485 |
| Range |
0.0032 |
0.0040 |
0.0008 |
25.0% |
0.0147 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
61,876 |
92,733 |
30,857 |
49.9% |
415,526 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7586 |
0.7508 |
|
| R3 |
0.7565 |
0.7546 |
0.7497 |
|
| R2 |
0.7525 |
0.7525 |
0.7493 |
|
| R1 |
0.7506 |
0.7506 |
0.7490 |
0.7496 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7480 |
| S1 |
0.7466 |
0.7466 |
0.7482 |
0.7456 |
| S2 |
0.7445 |
0.7445 |
0.7479 |
|
| S3 |
0.7405 |
0.7426 |
0.7475 |
|
| S4 |
0.7365 |
0.7386 |
0.7464 |
|
|
| 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 |
0.7577 |
0.7465 |
0.0112 |
1.5% |
0.0040 |
0.5% |
19% |
False |
True |
81,845 |
| 10 |
0.7669 |
0.7465 |
0.0204 |
2.7% |
0.0044 |
0.6% |
10% |
False |
True |
77,559 |
| 20 |
0.7737 |
0.7465 |
0.0272 |
3.6% |
0.0054 |
0.7% |
8% |
False |
True |
83,647 |
| 40 |
0.7737 |
0.7465 |
0.0272 |
3.6% |
0.0057 |
0.8% |
8% |
False |
True |
52,194 |
| 60 |
0.7737 |
0.7434 |
0.0303 |
4.0% |
0.0059 |
0.8% |
17% |
False |
False |
34,856 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
59% |
False |
False |
26,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7675 |
|
2.618 |
0.7610 |
|
1.618 |
0.7570 |
|
1.000 |
0.7545 |
|
0.618 |
0.7530 |
|
HIGH |
0.7505 |
|
0.618 |
0.7490 |
|
0.500 |
0.7485 |
|
0.382 |
0.7480 |
|
LOW |
0.7465 |
|
0.618 |
0.7440 |
|
1.000 |
0.7425 |
|
1.618 |
0.7400 |
|
2.618 |
0.7360 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7486 |
0.7501 |
| PP |
0.7485 |
0.7496 |
| S1 |
0.7485 |
0.7491 |
|