CME Australian Dollar Future June 2017
Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7452 |
0.7439 |
-0.0013 |
-0.2% |
0.7445 |
High |
0.7458 |
0.7467 |
0.0009 |
0.1% |
0.7514 |
Low |
0.7419 |
0.7414 |
-0.0005 |
-0.1% |
0.7419 |
Close |
0.7441 |
0.7463 |
0.0022 |
0.3% |
0.7441 |
Range |
0.0039 |
0.0053 |
0.0014 |
35.9% |
0.0095 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
Volume |
77,642 |
92,207 |
14,565 |
18.8% |
381,557 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7607 |
0.7588 |
0.7492 |
|
R3 |
0.7554 |
0.7535 |
0.7478 |
|
R2 |
0.7501 |
0.7501 |
0.7473 |
|
R1 |
0.7482 |
0.7482 |
0.7468 |
0.7491 |
PP |
0.7448 |
0.7448 |
0.7448 |
0.7453 |
S1 |
0.7429 |
0.7429 |
0.7458 |
0.7439 |
S2 |
0.7395 |
0.7395 |
0.7453 |
|
S3 |
0.7342 |
0.7376 |
0.7448 |
|
S4 |
0.7289 |
0.7323 |
0.7434 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7743 |
0.7687 |
0.7493 |
|
R3 |
0.7648 |
0.7592 |
0.7467 |
|
R2 |
0.7553 |
0.7553 |
0.7458 |
|
R1 |
0.7497 |
0.7497 |
0.7450 |
0.7478 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7448 |
S1 |
0.7402 |
0.7402 |
0.7432 |
0.7383 |
S2 |
0.7363 |
0.7363 |
0.7424 |
|
S3 |
0.7268 |
0.7307 |
0.7415 |
|
S4 |
0.7173 |
0.7212 |
0.7389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7514 |
0.7414 |
0.0100 |
1.3% |
0.0055 |
0.7% |
49% |
False |
True |
81,053 |
10 |
0.7514 |
0.7384 |
0.0130 |
1.7% |
0.0055 |
0.7% |
61% |
False |
False |
86,745 |
20 |
0.7550 |
0.7323 |
0.0227 |
3.0% |
0.0058 |
0.8% |
62% |
False |
False |
91,258 |
40 |
0.7630 |
0.7323 |
0.0307 |
4.1% |
0.0056 |
0.7% |
46% |
False |
False |
85,607 |
60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0056 |
0.8% |
34% |
False |
False |
81,806 |
80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
34% |
False |
False |
61,796 |
100 |
0.7737 |
0.7247 |
0.0490 |
6.6% |
0.0060 |
0.8% |
44% |
False |
False |
49,463 |
120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
55% |
False |
False |
41,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7606 |
1.618 |
0.7553 |
1.000 |
0.7520 |
0.618 |
0.7500 |
HIGH |
0.7467 |
0.618 |
0.7447 |
0.500 |
0.7441 |
0.382 |
0.7434 |
LOW |
0.7414 |
0.618 |
0.7381 |
1.000 |
0.7361 |
1.618 |
0.7328 |
2.618 |
0.7275 |
4.250 |
0.7189 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7456 |
0.7464 |
PP |
0.7448 |
0.7463 |
S1 |
0.7441 |
0.7463 |
|