CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7387 |
0.0014 |
0.2% |
0.7407 |
| High |
0.7416 |
0.7441 |
0.0025 |
0.3% |
0.7419 |
| Low |
0.7363 |
0.7380 |
0.0017 |
0.2% |
0.7323 |
| Close |
0.7387 |
0.7409 |
0.0022 |
0.3% |
0.7387 |
| Range |
0.0053 |
0.0061 |
0.0008 |
15.1% |
0.0096 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
98,848 |
81,193 |
-17,655 |
-17.9% |
484,411 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7593 |
0.7562 |
0.7443 |
|
| R3 |
0.7532 |
0.7501 |
0.7426 |
|
| R2 |
0.7471 |
0.7471 |
0.7420 |
|
| R1 |
0.7440 |
0.7440 |
0.7415 |
0.7456 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7418 |
| S1 |
0.7379 |
0.7379 |
0.7403 |
0.7395 |
| S2 |
0.7349 |
0.7349 |
0.7398 |
|
| S3 |
0.7288 |
0.7318 |
0.7392 |
|
| S4 |
0.7227 |
0.7257 |
0.7375 |
|
|
| 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 |
0.7441 |
0.7323 |
0.0118 |
1.6% |
0.0057 |
0.8% |
73% |
True |
False |
98,114 |
| 10 |
0.7550 |
0.7323 |
0.0227 |
3.1% |
0.0061 |
0.8% |
38% |
False |
False |
95,771 |
| 20 |
0.7588 |
0.7323 |
0.0265 |
3.6% |
0.0060 |
0.8% |
32% |
False |
False |
87,262 |
| 40 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0054 |
0.7% |
21% |
False |
False |
83,829 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
21% |
False |
False |
67,883 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
21% |
False |
False |
50,969 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0059 |
0.8% |
46% |
False |
False |
40,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7601 |
|
1.618 |
0.7540 |
|
1.000 |
0.7502 |
|
0.618 |
0.7479 |
|
HIGH |
0.7441 |
|
0.618 |
0.7418 |
|
0.500 |
0.7411 |
|
0.382 |
0.7403 |
|
LOW |
0.7380 |
|
0.618 |
0.7342 |
|
1.000 |
0.7319 |
|
1.618 |
0.7281 |
|
2.618 |
0.7220 |
|
4.250 |
0.7121 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7402 |
| PP |
0.7410 |
0.7394 |
| S1 |
0.7410 |
0.7387 |
|