CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7408 |
0.7420 |
0.0012 |
0.2% |
0.7407 |
High |
0.7433 |
0.7439 |
0.0006 |
0.1% |
0.7419 |
Low |
0.7390 |
0.7384 |
-0.0006 |
-0.1% |
0.7323 |
Close |
0.7423 |
0.7420 |
-0.0003 |
0.0% |
0.7387 |
Range |
0.0043 |
0.0055 |
0.0012 |
27.9% |
0.0096 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
Volume |
78,423 |
104,489 |
26,066 |
33.2% |
484,411 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7579 |
0.7555 |
0.7450 |
|
R3 |
0.7524 |
0.7500 |
0.7435 |
|
R2 |
0.7469 |
0.7469 |
0.7430 |
|
R1 |
0.7445 |
0.7445 |
0.7425 |
0.7448 |
PP |
0.7414 |
0.7414 |
0.7414 |
0.7416 |
S1 |
0.7390 |
0.7390 |
0.7415 |
0.7392 |
S2 |
0.7359 |
0.7359 |
0.7410 |
|
S3 |
0.7304 |
0.7335 |
0.7405 |
|
S4 |
0.7249 |
0.7280 |
0.7390 |
|
|
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 |
0.7333 |
0.0108 |
1.5% |
0.0051 |
0.7% |
81% |
False |
False |
93,399 |
10 |
0.7441 |
0.7323 |
0.0118 |
1.6% |
0.0054 |
0.7% |
82% |
False |
False |
96,281 |
20 |
0.7578 |
0.7323 |
0.0255 |
3.4% |
0.0058 |
0.8% |
38% |
False |
False |
87,991 |
40 |
0.7677 |
0.7323 |
0.0354 |
4.8% |
0.0054 |
0.7% |
27% |
False |
False |
83,747 |
60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
23% |
False |
False |
70,915 |
80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
23% |
False |
False |
53,252 |
100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0059 |
0.8% |
48% |
False |
False |
42,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7673 |
2.618 |
0.7583 |
1.618 |
0.7528 |
1.000 |
0.7494 |
0.618 |
0.7473 |
HIGH |
0.7439 |
0.618 |
0.7418 |
0.500 |
0.7412 |
0.382 |
0.7405 |
LOW |
0.7384 |
0.618 |
0.7350 |
1.000 |
0.7329 |
1.618 |
0.7295 |
2.618 |
0.7240 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7417 |
0.7417 |
PP |
0.7414 |
0.7414 |
S1 |
0.7412 |
0.7411 |
|