CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7406 |
0.7407 |
0.0001 |
0.0% |
0.7475 |
High |
0.7421 |
0.7419 |
-0.0002 |
0.0% |
0.7550 |
Low |
0.7362 |
0.7371 |
0.0009 |
0.1% |
0.7362 |
Close |
0.7408 |
0.7382 |
-0.0026 |
-0.4% |
0.7408 |
Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0188 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
101,316 |
75,030 |
-26,286 |
-25.9% |
443,997 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7535 |
0.7506 |
0.7408 |
|
R3 |
0.7487 |
0.7458 |
0.7395 |
|
R2 |
0.7439 |
0.7439 |
0.7391 |
|
R1 |
0.7410 |
0.7410 |
0.7386 |
0.7401 |
PP |
0.7391 |
0.7391 |
0.7391 |
0.7386 |
S1 |
0.7362 |
0.7362 |
0.7378 |
0.7353 |
S2 |
0.7343 |
0.7343 |
0.7373 |
|
S3 |
0.7295 |
0.7314 |
0.7369 |
|
S4 |
0.7247 |
0.7266 |
0.7356 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8004 |
0.7894 |
0.7511 |
|
R3 |
0.7816 |
0.7706 |
0.7460 |
|
R2 |
0.7628 |
0.7628 |
0.7442 |
|
R1 |
0.7518 |
0.7518 |
0.7425 |
0.7479 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7421 |
S1 |
0.7330 |
0.7330 |
0.7391 |
0.7291 |
S2 |
0.7252 |
0.7252 |
0.7374 |
|
S3 |
0.7064 |
0.7142 |
0.7356 |
|
S4 |
0.6876 |
0.6954 |
0.7305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7550 |
0.7362 |
0.0188 |
2.5% |
0.0065 |
0.9% |
11% |
False |
False |
93,428 |
10 |
0.7564 |
0.7362 |
0.0202 |
2.7% |
0.0065 |
0.9% |
10% |
False |
False |
87,871 |
20 |
0.7602 |
0.7362 |
0.0240 |
3.3% |
0.0058 |
0.8% |
8% |
False |
False |
82,537 |
40 |
0.7737 |
0.7362 |
0.0375 |
5.1% |
0.0057 |
0.8% |
5% |
False |
False |
82,309 |
60 |
0.7737 |
0.7362 |
0.0375 |
5.1% |
0.0058 |
0.8% |
5% |
False |
False |
59,739 |
80 |
0.7737 |
0.7362 |
0.0375 |
5.1% |
0.0060 |
0.8% |
5% |
False |
False |
44,846 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
41% |
False |
False |
35,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7623 |
2.618 |
0.7545 |
1.618 |
0.7497 |
1.000 |
0.7467 |
0.618 |
0.7449 |
HIGH |
0.7419 |
0.618 |
0.7401 |
0.500 |
0.7395 |
0.382 |
0.7389 |
LOW |
0.7371 |
0.618 |
0.7341 |
1.000 |
0.7323 |
1.618 |
0.7293 |
2.618 |
0.7245 |
4.250 |
0.7167 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7395 |
0.7394 |
PP |
0.7391 |
0.7390 |
S1 |
0.7386 |
0.7386 |
|