CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.7520 |
0.7562 |
0.0042 |
0.6% |
0.7563 |
High |
0.7539 |
0.7578 |
0.0039 |
0.5% |
0.7602 |
Low |
0.7508 |
0.7532 |
0.0024 |
0.3% |
0.7482 |
Close |
0.7530 |
0.7554 |
0.0024 |
0.3% |
0.7530 |
Range |
0.0031 |
0.0046 |
0.0015 |
48.4% |
0.0120 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
63,185 |
67,380 |
4,195 |
6.6% |
350,584 |
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7693 |
0.7669 |
0.7579 |
|
R3 |
0.7647 |
0.7623 |
0.7567 |
|
R2 |
0.7601 |
0.7601 |
0.7562 |
|
R1 |
0.7577 |
0.7577 |
0.7558 |
0.7566 |
PP |
0.7555 |
0.7555 |
0.7555 |
0.7549 |
S1 |
0.7531 |
0.7531 |
0.7550 |
0.7520 |
S2 |
0.7509 |
0.7509 |
0.7546 |
|
S3 |
0.7463 |
0.7485 |
0.7541 |
|
S4 |
0.7417 |
0.7439 |
0.7529 |
|
|
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 |
0.7588 |
0.7482 |
0.0106 |
1.4% |
0.0053 |
0.7% |
68% |
False |
False |
75,191 |
10 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0050 |
0.7% |
65% |
False |
False |
77,203 |
20 |
0.7669 |
0.7464 |
0.0205 |
2.7% |
0.0049 |
0.6% |
44% |
False |
False |
77,695 |
40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
33% |
False |
False |
67,504 |
60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0057 |
0.8% |
33% |
False |
False |
45,130 |
80 |
0.7737 |
0.7136 |
0.0601 |
8.0% |
0.0060 |
0.8% |
70% |
False |
False |
33,875 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0058 |
0.8% |
70% |
False |
False |
27,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7773 |
2.618 |
0.7698 |
1.618 |
0.7652 |
1.000 |
0.7624 |
0.618 |
0.7606 |
HIGH |
0.7578 |
0.618 |
0.7560 |
0.500 |
0.7555 |
0.382 |
0.7550 |
LOW |
0.7532 |
0.618 |
0.7504 |
1.000 |
0.7486 |
1.618 |
0.7458 |
2.618 |
0.7412 |
4.250 |
0.7337 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7555 |
0.7547 |
PP |
0.7555 |
0.7539 |
S1 |
0.7554 |
0.7532 |
|