CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.7468 |
0.7464 |
-0.0004 |
-0.1% |
0.7562 |
High |
0.7486 |
0.7484 |
-0.0002 |
0.0% |
0.7578 |
Low |
0.7433 |
0.7441 |
0.0008 |
0.1% |
0.7433 |
Close |
0.7464 |
0.7476 |
0.0012 |
0.2% |
0.7476 |
Range |
0.0053 |
0.0043 |
-0.0010 |
-18.9% |
0.0145 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
81,571 |
78,817 |
-2,754 |
-3.4% |
427,066 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7596 |
0.7579 |
0.7500 |
|
R3 |
0.7553 |
0.7536 |
0.7488 |
|
R2 |
0.7510 |
0.7510 |
0.7484 |
|
R1 |
0.7493 |
0.7493 |
0.7480 |
0.7502 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7471 |
S1 |
0.7450 |
0.7450 |
0.7472 |
0.7459 |
S2 |
0.7424 |
0.7424 |
0.7468 |
|
S3 |
0.7381 |
0.7407 |
0.7464 |
|
S4 |
0.7338 |
0.7364 |
0.7452 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7931 |
0.7848 |
0.7556 |
|
R3 |
0.7786 |
0.7703 |
0.7516 |
|
R2 |
0.7641 |
0.7641 |
0.7503 |
|
R1 |
0.7558 |
0.7558 |
0.7489 |
0.7527 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7480 |
S1 |
0.7413 |
0.7413 |
0.7463 |
0.7382 |
S2 |
0.7351 |
0.7351 |
0.7449 |
|
S3 |
0.7206 |
0.7268 |
0.7436 |
|
S4 |
0.7061 |
0.7123 |
0.7396 |
|
|
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% |
0.0061 |
0.8% |
30% |
False |
False |
85,413 |
10 |
0.7602 |
0.7433 |
0.0169 |
2.3% |
0.0056 |
0.8% |
25% |
False |
False |
77,765 |
20 |
0.7652 |
0.7433 |
0.0219 |
2.9% |
0.0052 |
0.7% |
20% |
False |
False |
81,046 |
40 |
0.7737 |
0.7433 |
0.0304 |
4.1% |
0.0055 |
0.7% |
14% |
False |
False |
76,097 |
60 |
0.7737 |
0.7433 |
0.0304 |
4.1% |
0.0058 |
0.8% |
14% |
False |
False |
51,116 |
80 |
0.7737 |
0.7190 |
0.0547 |
7.3% |
0.0060 |
0.8% |
52% |
False |
False |
38,366 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
57% |
False |
False |
30,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7667 |
2.618 |
0.7597 |
1.618 |
0.7554 |
1.000 |
0.7527 |
0.618 |
0.7511 |
HIGH |
0.7484 |
0.618 |
0.7468 |
0.500 |
0.7463 |
0.382 |
0.7457 |
LOW |
0.7441 |
0.618 |
0.7414 |
1.000 |
0.7398 |
1.618 |
0.7371 |
2.618 |
0.7328 |
4.250 |
0.7258 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7472 |
0.7496 |
PP |
0.7467 |
0.7489 |
S1 |
0.7463 |
0.7483 |
|