CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7337 |
-0.0043 |
-0.6% |
0.7475 |
| High |
0.7392 |
0.7389 |
-0.0003 |
0.0% |
0.7550 |
| Low |
0.7323 |
0.7332 |
0.0009 |
0.1% |
0.7362 |
| Close |
0.7331 |
0.7358 |
0.0027 |
0.4% |
0.7408 |
| Range |
0.0069 |
0.0057 |
-0.0012 |
-17.4% |
0.0188 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
109,397 |
97,091 |
-12,306 |
-11.2% |
443,997 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7501 |
0.7389 |
|
| R3 |
0.7474 |
0.7444 |
0.7374 |
|
| R2 |
0.7417 |
0.7417 |
0.7368 |
|
| R1 |
0.7387 |
0.7387 |
0.7363 |
0.7402 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7367 |
| S1 |
0.7330 |
0.7330 |
0.7353 |
0.7345 |
| S2 |
0.7303 |
0.7303 |
0.7348 |
|
| S3 |
0.7246 |
0.7273 |
0.7342 |
|
| S4 |
0.7189 |
0.7216 |
0.7327 |
|
|
| 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 |
0.7425 |
0.7323 |
0.0102 |
1.4% |
0.0056 |
0.8% |
34% |
False |
False |
99,164 |
| 10 |
0.7550 |
0.7323 |
0.0227 |
3.1% |
0.0062 |
0.8% |
15% |
False |
False |
88,590 |
| 20 |
0.7602 |
0.7323 |
0.0279 |
3.8% |
0.0060 |
0.8% |
13% |
False |
False |
85,131 |
| 40 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
8% |
False |
False |
84,389 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
8% |
False |
False |
63,173 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0059 |
0.8% |
8% |
False |
False |
47,425 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
37% |
False |
False |
37,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7538 |
|
1.618 |
0.7481 |
|
1.000 |
0.7446 |
|
0.618 |
0.7424 |
|
HIGH |
0.7389 |
|
0.618 |
0.7367 |
|
0.500 |
0.7361 |
|
0.382 |
0.7354 |
|
LOW |
0.7332 |
|
0.618 |
0.7297 |
|
1.000 |
0.7275 |
|
1.618 |
0.7240 |
|
2.618 |
0.7183 |
|
4.250 |
0.7090 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7371 |
| PP |
0.7360 |
0.7367 |
| S1 |
0.7359 |
0.7362 |
|