CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7561 |
0.7529 |
-0.0032 |
-0.4% |
0.7563 |
| High |
0.7564 |
0.7559 |
-0.0005 |
-0.1% |
0.7602 |
| Low |
0.7513 |
0.7447 |
-0.0066 |
-0.9% |
0.7482 |
| Close |
0.7529 |
0.7460 |
-0.0069 |
-0.9% |
0.7530 |
| Range |
0.0051 |
0.0112 |
0.0061 |
119.6% |
0.0120 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.5% |
0.0000 |
| Volume |
73,242 |
126,056 |
52,814 |
72.1% |
350,584 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7754 |
0.7522 |
|
| R3 |
0.7713 |
0.7642 |
0.7491 |
|
| R2 |
0.7601 |
0.7601 |
0.7481 |
|
| R1 |
0.7530 |
0.7530 |
0.7470 |
0.7510 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7478 |
| S1 |
0.7418 |
0.7418 |
0.7450 |
0.7398 |
| S2 |
0.7377 |
0.7377 |
0.7439 |
|
| S3 |
0.7265 |
0.7306 |
0.7429 |
|
| S4 |
0.7153 |
0.7194 |
0.7398 |
|
|
| 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 |
0.7578 |
0.7447 |
0.0131 |
1.8% |
0.0059 |
0.8% |
10% |
False |
True |
81,384 |
| 10 |
0.7602 |
0.7447 |
0.0155 |
2.1% |
0.0059 |
0.8% |
8% |
False |
True |
81,672 |
| 20 |
0.7669 |
0.7447 |
0.0222 |
3.0% |
0.0052 |
0.7% |
6% |
False |
True |
79,615 |
| 40 |
0.7737 |
0.7447 |
0.0290 |
3.9% |
0.0057 |
0.8% |
4% |
False |
True |
72,405 |
| 60 |
0.7737 |
0.7447 |
0.0290 |
3.9% |
0.0058 |
0.8% |
4% |
False |
True |
48,449 |
| 80 |
0.7737 |
0.7165 |
0.0572 |
7.7% |
0.0060 |
0.8% |
52% |
False |
False |
36,362 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
54% |
False |
False |
29,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7852 |
|
1.618 |
0.7740 |
|
1.000 |
0.7671 |
|
0.618 |
0.7628 |
|
HIGH |
0.7559 |
|
0.618 |
0.7516 |
|
0.500 |
0.7503 |
|
0.382 |
0.7490 |
|
LOW |
0.7447 |
|
0.618 |
0.7378 |
|
1.000 |
0.7335 |
|
1.618 |
0.7266 |
|
2.618 |
0.7154 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7503 |
0.7513 |
| PP |
0.7489 |
0.7495 |
| S1 |
0.7474 |
0.7478 |
|