CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7473 |
0.7499 |
0.0026 |
0.3% |
0.7387 |
| High |
0.7504 |
0.7513 |
0.0009 |
0.1% |
0.7465 |
| Low |
0.7439 |
0.7447 |
0.0008 |
0.1% |
0.7380 |
| Close |
0.7481 |
0.7452 |
-0.0029 |
-0.4% |
0.7453 |
| Range |
0.0065 |
0.0066 |
0.0001 |
1.5% |
0.0085 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,061 |
75,514 |
-5,547 |
-6.8% |
474,881 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7626 |
0.7488 |
|
| R3 |
0.7603 |
0.7560 |
0.7470 |
|
| R2 |
0.7537 |
0.7537 |
0.7464 |
|
| R1 |
0.7494 |
0.7494 |
0.7458 |
0.7483 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7465 |
| S1 |
0.7428 |
0.7428 |
0.7446 |
0.7417 |
| S2 |
0.7405 |
0.7405 |
0.7440 |
|
| S3 |
0.7339 |
0.7362 |
0.7434 |
|
| S4 |
0.7273 |
0.7296 |
0.7416 |
|
|
| 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 |
0.7514 |
0.7403 |
0.0111 |
1.5% |
0.0060 |
0.8% |
44% |
False |
False |
76,166 |
| 10 |
0.7514 |
0.7363 |
0.0151 |
2.0% |
0.0057 |
0.8% |
59% |
False |
False |
87,764 |
| 20 |
0.7550 |
0.7323 |
0.0227 |
3.0% |
0.0059 |
0.8% |
57% |
False |
False |
89,301 |
| 40 |
0.7669 |
0.7323 |
0.0346 |
4.6% |
0.0056 |
0.7% |
37% |
False |
False |
84,858 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
31% |
False |
False |
79,349 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
31% |
False |
False |
59,680 |
| 100 |
0.7737 |
0.7165 |
0.0572 |
7.7% |
0.0060 |
0.8% |
50% |
False |
False |
47,765 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
53% |
False |
False |
39,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7686 |
|
1.618 |
0.7620 |
|
1.000 |
0.7579 |
|
0.618 |
0.7554 |
|
HIGH |
0.7513 |
|
0.618 |
0.7488 |
|
0.500 |
0.7480 |
|
0.382 |
0.7472 |
|
LOW |
0.7447 |
|
0.618 |
0.7406 |
|
1.000 |
0.7381 |
|
1.618 |
0.7340 |
|
2.618 |
0.7274 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7477 |
| PP |
0.7471 |
0.7468 |
| S1 |
0.7461 |
0.7460 |
|