CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7563 |
0.0041 |
0.5% |
0.7490 |
| High |
0.7586 |
0.7602 |
0.0016 |
0.2% |
0.7586 |
| Low |
0.7518 |
0.7562 |
0.0044 |
0.6% |
0.7464 |
| Close |
0.7574 |
0.7579 |
0.0005 |
0.1% |
0.7574 |
| Range |
0.0068 |
0.0040 |
-0.0028 |
-41.2% |
0.0122 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
105,995 |
42,007 |
-63,988 |
-60.4% |
354,068 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7680 |
0.7601 |
|
| R3 |
0.7661 |
0.7640 |
0.7590 |
|
| R2 |
0.7621 |
0.7621 |
0.7586 |
|
| R1 |
0.7600 |
0.7600 |
0.7583 |
0.7611 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7586 |
| S1 |
0.7560 |
0.7560 |
0.7575 |
0.7571 |
| S2 |
0.7541 |
0.7541 |
0.7572 |
|
| S3 |
0.7501 |
0.7520 |
0.7568 |
|
| S4 |
0.7461 |
0.7480 |
0.7557 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7863 |
0.7641 |
|
| R3 |
0.7785 |
0.7741 |
0.7608 |
|
| R2 |
0.7663 |
0.7663 |
0.7596 |
|
| R1 |
0.7619 |
0.7619 |
0.7585 |
0.7641 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7553 |
| S1 |
0.7497 |
0.7497 |
0.7563 |
0.7519 |
| S2 |
0.7419 |
0.7419 |
0.7552 |
|
| S3 |
0.7297 |
0.7375 |
0.7540 |
|
| S4 |
0.7175 |
0.7253 |
0.7507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0047 |
0.6% |
83% |
True |
False |
79,215 |
| 10 |
0.7630 |
0.7464 |
0.0166 |
2.2% |
0.0048 |
0.6% |
69% |
False |
False |
81,160 |
| 20 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0049 |
0.6% |
42% |
False |
False |
80,396 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
42% |
False |
False |
58,194 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0058 |
0.8% |
42% |
False |
False |
38,872 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
74% |
False |
False |
29,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7707 |
|
1.618 |
0.7667 |
|
1.000 |
0.7642 |
|
0.618 |
0.7627 |
|
HIGH |
0.7602 |
|
0.618 |
0.7587 |
|
0.500 |
0.7582 |
|
0.382 |
0.7577 |
|
LOW |
0.7562 |
|
0.618 |
0.7537 |
|
1.000 |
0.7522 |
|
1.618 |
0.7497 |
|
2.618 |
0.7457 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7582 |
0.7564 |
| PP |
0.7581 |
0.7548 |
| S1 |
0.7580 |
0.7533 |
|