CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7458 |
0.7429 |
-0.0029 |
-0.4% |
0.7445 |
| High |
0.7473 |
0.7453 |
-0.0020 |
-0.3% |
0.7514 |
| Low |
0.7422 |
0.7370 |
-0.0052 |
-0.7% |
0.7419 |
| Close |
0.7432 |
0.7373 |
-0.0059 |
-0.8% |
0.7441 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0095 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.4% |
0.0000 |
| Volume |
88,155 |
116,622 |
28,467 |
32.3% |
381,557 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7648 |
0.7593 |
0.7419 |
|
| R3 |
0.7565 |
0.7510 |
0.7396 |
|
| R2 |
0.7482 |
0.7482 |
0.7388 |
|
| R1 |
0.7427 |
0.7427 |
0.7381 |
0.7413 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7392 |
| S1 |
0.7344 |
0.7344 |
0.7365 |
0.7330 |
| S2 |
0.7316 |
0.7316 |
0.7358 |
|
| S3 |
0.7233 |
0.7261 |
0.7350 |
|
| S4 |
0.7150 |
0.7178 |
0.7327 |
|
|
| 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 |
0.7370 |
0.0143 |
1.9% |
0.0058 |
0.8% |
2% |
False |
True |
90,028 |
| 10 |
0.7514 |
0.7370 |
0.0144 |
2.0% |
0.0058 |
0.8% |
2% |
False |
True |
88,931 |
| 20 |
0.7514 |
0.7323 |
0.0191 |
2.6% |
0.0056 |
0.8% |
26% |
False |
False |
92,606 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.8% |
0.0056 |
0.8% |
18% |
False |
False |
86,704 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
12% |
False |
False |
84,568 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
12% |
False |
False |
64,349 |
| 100 |
0.7737 |
0.7269 |
0.0468 |
6.3% |
0.0060 |
0.8% |
22% |
False |
False |
51,509 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
40% |
False |
False |
42,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7670 |
|
1.618 |
0.7587 |
|
1.000 |
0.7536 |
|
0.618 |
0.7504 |
|
HIGH |
0.7453 |
|
0.618 |
0.7421 |
|
0.500 |
0.7412 |
|
0.382 |
0.7402 |
|
LOW |
0.7370 |
|
0.618 |
0.7319 |
|
1.000 |
0.7287 |
|
1.618 |
0.7236 |
|
2.618 |
0.7153 |
|
4.250 |
0.7017 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7412 |
0.7422 |
| PP |
0.7399 |
0.7405 |
| S1 |
0.7386 |
0.7389 |
|