CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7458 |
0.0019 |
0.3% |
0.7445 |
| High |
0.7467 |
0.7473 |
0.0006 |
0.1% |
0.7514 |
| Low |
0.7414 |
0.7422 |
0.0008 |
0.1% |
0.7419 |
| Close |
0.7463 |
0.7432 |
-0.0031 |
-0.4% |
0.7441 |
| Range |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0095 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
92,207 |
88,155 |
-4,052 |
-4.4% |
381,557 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7565 |
0.7460 |
|
| R3 |
0.7544 |
0.7514 |
0.7446 |
|
| R2 |
0.7493 |
0.7493 |
0.7441 |
|
| R1 |
0.7463 |
0.7463 |
0.7437 |
0.7453 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7437 |
| S1 |
0.7412 |
0.7412 |
0.7427 |
0.7402 |
| S2 |
0.7391 |
0.7391 |
0.7423 |
|
| S3 |
0.7340 |
0.7361 |
0.7418 |
|
| S4 |
0.7289 |
0.7310 |
0.7404 |
|
|
| 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 |
0.7513 |
0.7414 |
0.0099 |
1.3% |
0.0055 |
0.7% |
18% |
False |
False |
82,915 |
| 10 |
0.7514 |
0.7384 |
0.0130 |
1.7% |
0.0055 |
0.7% |
37% |
False |
False |
87,718 |
| 20 |
0.7539 |
0.7323 |
0.0216 |
2.9% |
0.0058 |
0.8% |
50% |
False |
False |
92,136 |
| 40 |
0.7604 |
0.7323 |
0.0281 |
3.8% |
0.0056 |
0.8% |
39% |
False |
False |
85,960 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0056 |
0.8% |
26% |
False |
False |
83,072 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
26% |
False |
False |
62,894 |
| 100 |
0.7737 |
0.7263 |
0.0474 |
6.4% |
0.0060 |
0.8% |
36% |
False |
False |
50,344 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
50% |
False |
False |
41,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7690 |
|
2.618 |
0.7607 |
|
1.618 |
0.7556 |
|
1.000 |
0.7524 |
|
0.618 |
0.7505 |
|
HIGH |
0.7473 |
|
0.618 |
0.7454 |
|
0.500 |
0.7448 |
|
0.382 |
0.7441 |
|
LOW |
0.7422 |
|
0.618 |
0.7390 |
|
1.000 |
0.7371 |
|
1.618 |
0.7339 |
|
2.618 |
0.7288 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7448 |
0.7444 |
| PP |
0.7442 |
0.7440 |
| S1 |
0.7437 |
0.7436 |
|