CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7373 |
0.0020 |
0.3% |
0.7407 |
| High |
0.7378 |
0.7416 |
0.0038 |
0.5% |
0.7419 |
| Low |
0.7333 |
0.7363 |
0.0030 |
0.4% |
0.7323 |
| Close |
0.7367 |
0.7387 |
0.0020 |
0.3% |
0.7387 |
| Range |
0.0045 |
0.0053 |
0.0008 |
17.8% |
0.0096 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
104,045 |
98,848 |
-5,197 |
-5.0% |
484,411 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7520 |
0.7416 |
|
| R3 |
0.7495 |
0.7467 |
0.7402 |
|
| R2 |
0.7442 |
0.7442 |
0.7397 |
|
| R1 |
0.7414 |
0.7414 |
0.7392 |
0.7428 |
| PP |
0.7389 |
0.7389 |
0.7389 |
0.7396 |
| S1 |
0.7361 |
0.7361 |
0.7382 |
0.7375 |
| S2 |
0.7336 |
0.7336 |
0.7377 |
|
| S3 |
0.7283 |
0.7308 |
0.7372 |
|
| S4 |
0.7230 |
0.7255 |
0.7358 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7622 |
0.7440 |
|
| R3 |
0.7568 |
0.7526 |
0.7413 |
|
| R2 |
0.7472 |
0.7472 |
0.7405 |
|
| R1 |
0.7430 |
0.7430 |
0.7396 |
0.7403 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7363 |
| S1 |
0.7334 |
0.7334 |
0.7378 |
0.7307 |
| S2 |
0.7280 |
0.7280 |
0.7369 |
|
| S3 |
0.7184 |
0.7238 |
0.7361 |
|
| S4 |
0.7088 |
0.7142 |
0.7334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7419 |
0.7323 |
0.0096 |
1.3% |
0.0054 |
0.7% |
67% |
False |
False |
96,882 |
| 10 |
0.7550 |
0.7323 |
0.0227 |
3.1% |
0.0062 |
0.8% |
28% |
False |
False |
92,840 |
| 20 |
0.7602 |
0.7323 |
0.0279 |
3.8% |
0.0059 |
0.8% |
23% |
False |
False |
85,302 |
| 40 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0054 |
0.7% |
15% |
False |
False |
83,743 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
15% |
False |
False |
66,535 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0059 |
0.8% |
15% |
False |
False |
49,956 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0059 |
0.8% |
42% |
False |
False |
39,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7641 |
|
2.618 |
0.7555 |
|
1.618 |
0.7502 |
|
1.000 |
0.7469 |
|
0.618 |
0.7449 |
|
HIGH |
0.7416 |
|
0.618 |
0.7396 |
|
0.500 |
0.7390 |
|
0.382 |
0.7383 |
|
LOW |
0.7363 |
|
0.618 |
0.7330 |
|
1.000 |
0.7310 |
|
1.618 |
0.7277 |
|
2.618 |
0.7224 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7383 |
| PP |
0.7389 |
0.7378 |
| S1 |
0.7388 |
0.7374 |
|