CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7464 |
0.7475 |
0.0011 |
0.1% |
0.7562 |
| High |
0.7484 |
0.7534 |
0.0050 |
0.7% |
0.7578 |
| Low |
0.7441 |
0.7467 |
0.0026 |
0.3% |
0.7433 |
| Close |
0.7476 |
0.7528 |
0.0052 |
0.7% |
0.7476 |
| Range |
0.0043 |
0.0067 |
0.0024 |
55.8% |
0.0145 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.2% |
0.0000 |
| Volume |
78,817 |
51,884 |
-26,933 |
-34.2% |
427,066 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7686 |
0.7565 |
|
| R3 |
0.7644 |
0.7619 |
0.7546 |
|
| R2 |
0.7577 |
0.7577 |
0.7540 |
|
| R1 |
0.7552 |
0.7552 |
0.7534 |
0.7565 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7516 |
| S1 |
0.7485 |
0.7485 |
0.7522 |
0.7498 |
| S2 |
0.7443 |
0.7443 |
0.7516 |
|
| S3 |
0.7376 |
0.7418 |
0.7510 |
|
| S4 |
0.7309 |
0.7351 |
0.7491 |
|
|
| 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 |
0.7564 |
0.7433 |
0.0131 |
1.7% |
0.0065 |
0.9% |
73% |
False |
False |
82,314 |
| 10 |
0.7588 |
0.7433 |
0.0155 |
2.1% |
0.0059 |
0.8% |
61% |
False |
False |
78,752 |
| 20 |
0.7630 |
0.7433 |
0.0197 |
2.6% |
0.0054 |
0.7% |
48% |
False |
False |
79,956 |
| 40 |
0.7737 |
0.7433 |
0.0304 |
4.0% |
0.0055 |
0.7% |
31% |
False |
False |
77,080 |
| 60 |
0.7737 |
0.7433 |
0.0304 |
4.0% |
0.0057 |
0.8% |
31% |
False |
False |
51,976 |
| 80 |
0.7737 |
0.7247 |
0.0490 |
6.5% |
0.0060 |
0.8% |
57% |
False |
False |
39,014 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
65% |
False |
False |
31,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7819 |
|
2.618 |
0.7709 |
|
1.618 |
0.7642 |
|
1.000 |
0.7601 |
|
0.618 |
0.7575 |
|
HIGH |
0.7534 |
|
0.618 |
0.7508 |
|
0.500 |
0.7501 |
|
0.382 |
0.7493 |
|
LOW |
0.7467 |
|
0.618 |
0.7426 |
|
1.000 |
0.7400 |
|
1.618 |
0.7359 |
|
2.618 |
0.7292 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7519 |
0.7513 |
| PP |
0.7510 |
0.7498 |
| S1 |
0.7501 |
0.7484 |
|