CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7518 |
0.7527 |
0.0009 |
0.1% |
0.7562 |
High |
0.7550 |
0.7539 |
-0.0011 |
-0.1% |
0.7578 |
Low |
0.7504 |
0.7413 |
-0.0091 |
-1.2% |
0.7433 |
Close |
0.7525 |
0.7422 |
-0.0103 |
-1.4% |
0.7476 |
Range |
0.0046 |
0.0126 |
0.0080 |
173.9% |
0.0145 |
ATR |
0.0057 |
0.0062 |
0.0005 |
8.6% |
0.0000 |
Volume |
70,585 |
107,226 |
36,641 |
51.9% |
427,066 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7755 |
0.7491 |
|
R3 |
0.7710 |
0.7629 |
0.7457 |
|
R2 |
0.7584 |
0.7584 |
0.7445 |
|
R1 |
0.7503 |
0.7503 |
0.7434 |
0.7481 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7447 |
S1 |
0.7377 |
0.7377 |
0.7410 |
0.7355 |
S2 |
0.7332 |
0.7332 |
0.7399 |
|
S3 |
0.7206 |
0.7251 |
0.7387 |
|
S4 |
0.7080 |
0.7125 |
0.7353 |
|
|
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 |
0.7550 |
0.7413 |
0.0137 |
1.8% |
0.0067 |
0.9% |
7% |
False |
True |
78,016 |
10 |
0.7578 |
0.7413 |
0.0165 |
2.2% |
0.0063 |
0.8% |
5% |
False |
True |
79,700 |
20 |
0.7602 |
0.7413 |
0.0189 |
2.5% |
0.0056 |
0.8% |
5% |
False |
True |
80,801 |
40 |
0.7737 |
0.7413 |
0.0324 |
4.4% |
0.0057 |
0.8% |
3% |
False |
True |
80,550 |
60 |
0.7737 |
0.7413 |
0.0324 |
4.4% |
0.0058 |
0.8% |
3% |
False |
True |
54,930 |
80 |
0.7737 |
0.7269 |
0.0468 |
6.3% |
0.0061 |
0.8% |
33% |
False |
False |
41,235 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
48% |
False |
False |
33,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8075 |
2.618 |
0.7869 |
1.618 |
0.7743 |
1.000 |
0.7665 |
0.618 |
0.7617 |
HIGH |
0.7539 |
0.618 |
0.7491 |
0.500 |
0.7476 |
0.382 |
0.7461 |
LOW |
0.7413 |
0.618 |
0.7335 |
1.000 |
0.7287 |
1.618 |
0.7209 |
2.618 |
0.7083 |
4.250 |
0.6877 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7476 |
0.7482 |
PP |
0.7458 |
0.7462 |
S1 |
0.7440 |
0.7442 |
|