CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7415 |
0.7445 |
0.0030 |
0.4% |
0.7387 |
| High |
0.7465 |
0.7485 |
0.0020 |
0.3% |
0.7465 |
| Low |
0.7403 |
0.7431 |
0.0028 |
0.4% |
0.7380 |
| Close |
0.7453 |
0.7472 |
0.0019 |
0.3% |
0.7453 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.9% |
0.0085 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76,919 |
68,496 |
-8,423 |
-11.0% |
474,881 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7602 |
0.7502 |
|
| R3 |
0.7571 |
0.7548 |
0.7487 |
|
| R2 |
0.7517 |
0.7517 |
0.7482 |
|
| R1 |
0.7494 |
0.7494 |
0.7477 |
0.7506 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7468 |
| S1 |
0.7440 |
0.7440 |
0.7467 |
0.7452 |
| S2 |
0.7409 |
0.7409 |
0.7462 |
|
| S3 |
0.7355 |
0.7386 |
0.7457 |
|
| S4 |
0.7301 |
0.7332 |
0.7442 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7655 |
0.7500 |
|
| R3 |
0.7603 |
0.7570 |
0.7476 |
|
| R2 |
0.7518 |
0.7518 |
0.7469 |
|
| R1 |
0.7485 |
0.7485 |
0.7461 |
0.7502 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7441 |
| S1 |
0.7400 |
0.7400 |
0.7445 |
0.7417 |
| S2 |
0.7348 |
0.7348 |
0.7437 |
|
| S3 |
0.7263 |
0.7315 |
0.7430 |
|
| S4 |
0.7178 |
0.7230 |
0.7406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7485 |
0.7384 |
0.0101 |
1.4% |
0.0055 |
0.7% |
87% |
True |
False |
92,436 |
| 10 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0056 |
0.7% |
92% |
True |
False |
95,275 |
| 20 |
0.7564 |
0.7323 |
0.0241 |
3.2% |
0.0061 |
0.8% |
62% |
False |
False |
91,573 |
| 40 |
0.7669 |
0.7323 |
0.0346 |
4.6% |
0.0055 |
0.7% |
43% |
False |
False |
84,634 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
36% |
False |
False |
75,527 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
36% |
False |
False |
56,741 |
| 100 |
0.7737 |
0.7136 |
0.0601 |
8.0% |
0.0060 |
0.8% |
56% |
False |
False |
45,414 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0058 |
0.8% |
56% |
False |
False |
37,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7626 |
|
1.618 |
0.7572 |
|
1.000 |
0.7539 |
|
0.618 |
0.7518 |
|
HIGH |
0.7485 |
|
0.618 |
0.7464 |
|
0.500 |
0.7458 |
|
0.382 |
0.7452 |
|
LOW |
0.7431 |
|
0.618 |
0.7398 |
|
1.000 |
0.7377 |
|
1.618 |
0.7344 |
|
2.618 |
0.7290 |
|
4.250 |
0.7202 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7467 |
0.7463 |
| PP |
0.7463 |
0.7453 |
| S1 |
0.7458 |
0.7444 |
|