CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7432 |
0.0012 |
0.2% |
0.7407 |
| High |
0.7439 |
0.7463 |
0.0024 |
0.3% |
0.7419 |
| Low |
0.7384 |
0.7404 |
0.0020 |
0.3% |
0.7323 |
| Close |
0.7420 |
0.7411 |
-0.0009 |
-0.1% |
0.7387 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0096 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
| Volume |
104,489 |
133,857 |
29,368 |
28.1% |
484,411 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7566 |
0.7443 |
|
| R3 |
0.7544 |
0.7507 |
0.7427 |
|
| R2 |
0.7485 |
0.7485 |
0.7422 |
|
| R1 |
0.7448 |
0.7448 |
0.7416 |
0.7437 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7421 |
| S1 |
0.7389 |
0.7389 |
0.7406 |
0.7378 |
| S2 |
0.7367 |
0.7367 |
0.7400 |
|
| S3 |
0.7308 |
0.7330 |
0.7395 |
|
| S4 |
0.7249 |
0.7271 |
0.7379 |
|
|
| 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 |
0.7463 |
0.7363 |
0.0100 |
1.3% |
0.0054 |
0.7% |
48% |
True |
False |
99,362 |
| 10 |
0.7463 |
0.7323 |
0.0140 |
1.9% |
0.0055 |
0.7% |
63% |
True |
False |
98,368 |
| 20 |
0.7578 |
0.7323 |
0.0255 |
3.4% |
0.0059 |
0.8% |
35% |
False |
False |
90,831 |
| 40 |
0.7669 |
0.7323 |
0.0346 |
4.7% |
0.0054 |
0.7% |
25% |
False |
False |
84,574 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
21% |
False |
False |
73,138 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
21% |
False |
False |
54,925 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0059 |
0.8% |
46% |
False |
False |
43,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7617 |
|
1.618 |
0.7558 |
|
1.000 |
0.7522 |
|
0.618 |
0.7499 |
|
HIGH |
0.7463 |
|
0.618 |
0.7440 |
|
0.500 |
0.7434 |
|
0.382 |
0.7427 |
|
LOW |
0.7404 |
|
0.618 |
0.7368 |
|
1.000 |
0.7345 |
|
1.618 |
0.7309 |
|
2.618 |
0.7250 |
|
4.250 |
0.7153 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7434 |
0.7424 |
| PP |
0.7426 |
0.7419 |
| S1 |
0.7419 |
0.7415 |
|