CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7551 |
-0.0032 |
-0.4% |
0.7490 |
| High |
0.7588 |
0.7554 |
-0.0034 |
-0.4% |
0.7586 |
| Low |
0.7525 |
0.7482 |
-0.0043 |
-0.6% |
0.7464 |
| Close |
0.7548 |
0.7489 |
-0.0059 |
-0.8% |
0.7574 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0122 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.9% |
0.0000 |
| Volume |
81,055 |
87,280 |
6,225 |
7.7% |
354,068 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7679 |
0.7529 |
|
| R3 |
0.7652 |
0.7607 |
0.7509 |
|
| R2 |
0.7580 |
0.7580 |
0.7502 |
|
| R1 |
0.7535 |
0.7535 |
0.7496 |
0.7522 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7502 |
| S1 |
0.7463 |
0.7463 |
0.7482 |
0.7450 |
| S2 |
0.7436 |
0.7436 |
0.7476 |
|
| S3 |
0.7364 |
0.7391 |
0.7469 |
|
| S4 |
0.7292 |
0.7319 |
0.7449 |
|
|
| 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% |
0.0060 |
0.8% |
18% |
False |
False |
81,960 |
| 10 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0050 |
0.7% |
18% |
False |
False |
81,902 |
| 20 |
0.7677 |
0.7464 |
0.0213 |
2.8% |
0.0049 |
0.7% |
12% |
False |
False |
79,503 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0057 |
0.8% |
9% |
False |
False |
62,377 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0058 |
0.8% |
9% |
False |
False |
41,673 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
59% |
False |
False |
31,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7742 |
|
1.618 |
0.7670 |
|
1.000 |
0.7626 |
|
0.618 |
0.7598 |
|
HIGH |
0.7554 |
|
0.618 |
0.7526 |
|
0.500 |
0.7518 |
|
0.382 |
0.7510 |
|
LOW |
0.7482 |
|
0.618 |
0.7438 |
|
1.000 |
0.7410 |
|
1.618 |
0.7366 |
|
2.618 |
0.7294 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7542 |
| PP |
0.7508 |
0.7524 |
| S1 |
0.7499 |
0.7507 |
|