CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7380 |
-0.0027 |
-0.4% |
0.7475 |
High |
0.7419 |
0.7392 |
-0.0027 |
-0.4% |
0.7550 |
Low |
0.7371 |
0.7323 |
-0.0048 |
-0.7% |
0.7362 |
Close |
0.7382 |
0.7331 |
-0.0051 |
-0.7% |
0.7408 |
Range |
0.0048 |
0.0069 |
0.0021 |
43.7% |
0.0188 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
Volume |
75,030 |
109,397 |
34,367 |
45.8% |
443,997 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7556 |
0.7512 |
0.7369 |
|
R3 |
0.7487 |
0.7443 |
0.7350 |
|
R2 |
0.7418 |
0.7418 |
0.7344 |
|
R1 |
0.7374 |
0.7374 |
0.7337 |
0.7362 |
PP |
0.7349 |
0.7349 |
0.7349 |
0.7342 |
S1 |
0.7305 |
0.7305 |
0.7325 |
0.7292 |
S2 |
0.7280 |
0.7280 |
0.7318 |
|
S3 |
0.7211 |
0.7236 |
0.7312 |
|
S4 |
0.7142 |
0.7167 |
0.7293 |
|
|
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 |
0.7539 |
0.7323 |
0.0216 |
2.9% |
0.0070 |
1.0% |
4% |
False |
True |
101,191 |
10 |
0.7559 |
0.7323 |
0.0236 |
3.2% |
0.0067 |
0.9% |
3% |
False |
True |
91,486 |
20 |
0.7602 |
0.7323 |
0.0279 |
3.8% |
0.0060 |
0.8% |
3% |
False |
True |
84,913 |
40 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
2% |
False |
True |
83,483 |
60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
2% |
False |
True |
61,558 |
80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0059 |
0.8% |
2% |
False |
True |
46,212 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.3% |
0.0061 |
0.8% |
33% |
False |
False |
36,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7685 |
2.618 |
0.7573 |
1.618 |
0.7504 |
1.000 |
0.7461 |
0.618 |
0.7435 |
HIGH |
0.7392 |
0.618 |
0.7366 |
0.500 |
0.7358 |
0.382 |
0.7349 |
LOW |
0.7323 |
0.618 |
0.7280 |
1.000 |
0.7254 |
1.618 |
0.7211 |
2.618 |
0.7142 |
4.250 |
0.7030 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7358 |
0.7372 |
PP |
0.7349 |
0.7358 |
S1 |
0.7340 |
0.7345 |
|