CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7487 |
-0.0007 |
-0.1% |
0.7624 |
| High |
0.7505 |
0.7519 |
0.0014 |
0.2% |
0.7630 |
| Low |
0.7465 |
0.7464 |
-0.0001 |
0.0% |
0.7483 |
| Close |
0.7486 |
0.7467 |
-0.0019 |
-0.3% |
0.7485 |
| Range |
0.0040 |
0.0055 |
0.0015 |
37.5% |
0.0147 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
| Volume |
92,733 |
93,464 |
731 |
0.8% |
415,526 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7613 |
0.7497 |
|
| R3 |
0.7593 |
0.7558 |
0.7482 |
|
| R2 |
0.7538 |
0.7538 |
0.7477 |
|
| R1 |
0.7503 |
0.7503 |
0.7472 |
0.7493 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7479 |
| S1 |
0.7448 |
0.7448 |
0.7462 |
0.7438 |
| S2 |
0.7428 |
0.7428 |
0.7457 |
|
| S3 |
0.7373 |
0.7393 |
0.7452 |
|
| S4 |
0.7318 |
0.7338 |
0.7437 |
|
|
| 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 |
0.7567 |
0.7464 |
0.0103 |
1.4% |
0.0045 |
0.6% |
3% |
False |
True |
84,614 |
| 10 |
0.7669 |
0.7464 |
0.0205 |
2.7% |
0.0045 |
0.6% |
1% |
False |
True |
80,349 |
| 20 |
0.7737 |
0.7464 |
0.0273 |
3.7% |
0.0049 |
0.7% |
1% |
False |
True |
82,216 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.7% |
0.0056 |
0.8% |
1% |
False |
True |
54,522 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.7% |
0.0058 |
0.8% |
1% |
False |
True |
36,409 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
55% |
False |
False |
27,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7753 |
|
2.618 |
0.7663 |
|
1.618 |
0.7608 |
|
1.000 |
0.7574 |
|
0.618 |
0.7553 |
|
HIGH |
0.7519 |
|
0.618 |
0.7498 |
|
0.500 |
0.7492 |
|
0.382 |
0.7485 |
|
LOW |
0.7464 |
|
0.618 |
0.7430 |
|
1.000 |
0.7409 |
|
1.618 |
0.7375 |
|
2.618 |
0.7320 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7492 |
| PP |
0.7483 |
0.7483 |
| S1 |
0.7475 |
0.7475 |
|