CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7489 |
0.7520 |
0.0031 |
0.4% |
0.7563 |
| High |
0.7539 |
0.7539 |
0.0000 |
0.0% |
0.7602 |
| Low |
0.7485 |
0.7508 |
0.0023 |
0.3% |
0.7482 |
| Close |
0.7520 |
0.7530 |
0.0010 |
0.1% |
0.7530 |
| Range |
0.0054 |
0.0031 |
-0.0023 |
-42.6% |
0.0120 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
77,057 |
63,185 |
-13,872 |
-18.0% |
350,584 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7619 |
0.7605 |
0.7547 |
|
| R3 |
0.7588 |
0.7574 |
0.7539 |
|
| R2 |
0.7557 |
0.7557 |
0.7536 |
|
| R1 |
0.7543 |
0.7543 |
0.7533 |
0.7550 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7529 |
| S1 |
0.7512 |
0.7512 |
0.7527 |
0.7519 |
| S2 |
0.7495 |
0.7495 |
0.7524 |
|
| S3 |
0.7464 |
0.7481 |
0.7521 |
|
| S4 |
0.7433 |
0.7450 |
0.7513 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7898 |
0.7834 |
0.7596 |
|
| R3 |
0.7778 |
0.7714 |
0.7563 |
|
| R2 |
0.7658 |
0.7658 |
0.7552 |
|
| R1 |
0.7594 |
0.7594 |
0.7541 |
0.7566 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7524 |
| S1 |
0.7474 |
0.7474 |
0.7519 |
0.7446 |
| S2 |
0.7418 |
0.7418 |
0.7508 |
|
| S3 |
0.7298 |
0.7354 |
0.7497 |
|
| S4 |
0.7178 |
0.7234 |
0.7464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7602 |
0.7482 |
0.0120 |
1.6% |
0.0052 |
0.7% |
40% |
False |
False |
70,116 |
| 10 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0051 |
0.7% |
48% |
False |
False |
81,037 |
| 20 |
0.7669 |
0.7464 |
0.0205 |
2.7% |
0.0048 |
0.6% |
32% |
False |
False |
77,702 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
24% |
False |
False |
65,846 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0057 |
0.8% |
24% |
False |
False |
44,008 |
| 80 |
0.7737 |
0.7136 |
0.0601 |
8.0% |
0.0059 |
0.8% |
66% |
False |
False |
33,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7620 |
|
1.618 |
0.7589 |
|
1.000 |
0.7570 |
|
0.618 |
0.7558 |
|
HIGH |
0.7539 |
|
0.618 |
0.7527 |
|
0.500 |
0.7524 |
|
0.382 |
0.7520 |
|
LOW |
0.7508 |
|
0.618 |
0.7489 |
|
1.000 |
0.7477 |
|
1.618 |
0.7458 |
|
2.618 |
0.7427 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7528 |
0.7526 |
| PP |
0.7526 |
0.7522 |
| S1 |
0.7524 |
0.7518 |
|