CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7529 |
0.7468 |
-0.0061 |
-0.8% |
0.7563 |
| High |
0.7559 |
0.7486 |
-0.0073 |
-1.0% |
0.7602 |
| Low |
0.7447 |
0.7433 |
-0.0014 |
-0.2% |
0.7482 |
| Close |
0.7460 |
0.7464 |
0.0004 |
0.1% |
0.7530 |
| Range |
0.0112 |
0.0053 |
-0.0059 |
-52.7% |
0.0120 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
126,056 |
81,571 |
-44,485 |
-35.3% |
350,584 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7595 |
0.7493 |
|
| R3 |
0.7567 |
0.7542 |
0.7479 |
|
| R2 |
0.7514 |
0.7514 |
0.7474 |
|
| R1 |
0.7489 |
0.7489 |
0.7469 |
0.7475 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7454 |
| S1 |
0.7436 |
0.7436 |
0.7459 |
0.7422 |
| S2 |
0.7408 |
0.7408 |
0.7454 |
|
| S3 |
0.7355 |
0.7383 |
0.7449 |
|
| S4 |
0.7302 |
0.7330 |
0.7435 |
|
|
| 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 |
0.7433 |
0.0145 |
1.9% |
0.0059 |
0.8% |
21% |
False |
True |
82,286 |
| 10 |
0.7602 |
0.7433 |
0.0169 |
2.3% |
0.0059 |
0.8% |
18% |
False |
True |
80,482 |
| 20 |
0.7669 |
0.7433 |
0.0236 |
3.2% |
0.0052 |
0.7% |
13% |
False |
True |
80,416 |
| 40 |
0.7737 |
0.7433 |
0.0304 |
4.1% |
0.0057 |
0.8% |
10% |
False |
True |
74,373 |
| 60 |
0.7737 |
0.7433 |
0.0304 |
4.1% |
0.0058 |
0.8% |
10% |
False |
True |
49,807 |
| 80 |
0.7737 |
0.7165 |
0.0572 |
7.7% |
0.0060 |
0.8% |
52% |
False |
False |
37,381 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
55% |
False |
False |
29,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7711 |
|
2.618 |
0.7625 |
|
1.618 |
0.7572 |
|
1.000 |
0.7539 |
|
0.618 |
0.7519 |
|
HIGH |
0.7486 |
|
0.618 |
0.7466 |
|
0.500 |
0.7460 |
|
0.382 |
0.7453 |
|
LOW |
0.7433 |
|
0.618 |
0.7400 |
|
1.000 |
0.7380 |
|
1.618 |
0.7347 |
|
2.618 |
0.7294 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7463 |
0.7499 |
| PP |
0.7461 |
0.7487 |
| S1 |
0.7460 |
0.7476 |
|