CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7563 |
0.7583 |
0.0020 |
0.3% |
0.7490 |
| High |
0.7602 |
0.7588 |
-0.0014 |
-0.2% |
0.7586 |
| Low |
0.7562 |
0.7525 |
-0.0037 |
-0.5% |
0.7464 |
| Close |
0.7579 |
0.7548 |
-0.0031 |
-0.4% |
0.7574 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0122 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.9% |
0.0000 |
| Volume |
42,007 |
81,055 |
39,048 |
93.0% |
354,068 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7708 |
0.7583 |
|
| R3 |
0.7680 |
0.7645 |
0.7565 |
|
| R2 |
0.7617 |
0.7617 |
0.7560 |
|
| R1 |
0.7582 |
0.7582 |
0.7554 |
0.7568 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7547 |
| S1 |
0.7519 |
0.7519 |
0.7542 |
0.7505 |
| S2 |
0.7491 |
0.7491 |
0.7536 |
|
| S3 |
0.7428 |
0.7456 |
0.7531 |
|
| S4 |
0.7365 |
0.7393 |
0.7513 |
|
|
| 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% |
0.0053 |
0.7% |
61% |
False |
False |
83,050 |
| 10 |
0.7604 |
0.7464 |
0.0140 |
1.9% |
0.0050 |
0.7% |
60% |
False |
False |
81,861 |
| 20 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0049 |
0.7% |
31% |
False |
False |
80,814 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
31% |
False |
False |
60,215 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0058 |
0.8% |
31% |
False |
False |
40,219 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
69% |
False |
False |
30,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7856 |
|
2.618 |
0.7753 |
|
1.618 |
0.7690 |
|
1.000 |
0.7651 |
|
0.618 |
0.7627 |
|
HIGH |
0.7588 |
|
0.618 |
0.7564 |
|
0.500 |
0.7557 |
|
0.382 |
0.7549 |
|
LOW |
0.7525 |
|
0.618 |
0.7486 |
|
1.000 |
0.7462 |
|
1.618 |
0.7423 |
|
2.618 |
0.7360 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7560 |
| PP |
0.7554 |
0.7556 |
| S1 |
0.7551 |
0.7552 |
|