CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7373 |
-0.0056 |
-0.8% |
0.7439 |
| High |
0.7453 |
0.7446 |
-0.0007 |
-0.1% |
0.7473 |
| Low |
0.7370 |
0.7372 |
0.0002 |
0.0% |
0.7370 |
| Close |
0.7373 |
0.7434 |
0.0061 |
0.8% |
0.7434 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0103 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.9% |
0.0000 |
| Volume |
116,622 |
102,387 |
-14,235 |
-12.2% |
399,371 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7611 |
0.7475 |
|
| R3 |
0.7565 |
0.7537 |
0.7454 |
|
| R2 |
0.7491 |
0.7491 |
0.7448 |
|
| R1 |
0.7463 |
0.7463 |
0.7441 |
0.7477 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7425 |
| S1 |
0.7389 |
0.7389 |
0.7427 |
0.7403 |
| S2 |
0.7343 |
0.7343 |
0.7420 |
|
| S3 |
0.7269 |
0.7315 |
0.7414 |
|
| S4 |
0.7195 |
0.7241 |
0.7393 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7687 |
0.7491 |
|
| R3 |
0.7632 |
0.7584 |
0.7462 |
|
| R2 |
0.7529 |
0.7529 |
0.7453 |
|
| R1 |
0.7481 |
0.7481 |
0.7443 |
0.7454 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7412 |
| S1 |
0.7378 |
0.7378 |
0.7425 |
0.7351 |
| S2 |
0.7323 |
0.7323 |
0.7415 |
|
| S3 |
0.7220 |
0.7275 |
0.7406 |
|
| S4 |
0.7117 |
0.7172 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7473 |
0.7370 |
0.0103 |
1.4% |
0.0060 |
0.8% |
62% |
False |
False |
95,402 |
| 10 |
0.7514 |
0.7370 |
0.0144 |
1.9% |
0.0060 |
0.8% |
44% |
False |
False |
85,784 |
| 20 |
0.7514 |
0.7323 |
0.0191 |
2.6% |
0.0057 |
0.8% |
58% |
False |
False |
92,076 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.8% |
0.0057 |
0.8% |
40% |
False |
False |
87,273 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
27% |
False |
False |
85,405 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
27% |
False |
False |
65,622 |
| 100 |
0.7737 |
0.7305 |
0.0432 |
5.8% |
0.0060 |
0.8% |
30% |
False |
False |
52,532 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
50% |
False |
False |
43,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7761 |
|
2.618 |
0.7640 |
|
1.618 |
0.7566 |
|
1.000 |
0.7520 |
|
0.618 |
0.7492 |
|
HIGH |
0.7446 |
|
0.618 |
0.7418 |
|
0.500 |
0.7409 |
|
0.382 |
0.7400 |
|
LOW |
0.7372 |
|
0.618 |
0.7326 |
|
1.000 |
0.7298 |
|
1.618 |
0.7252 |
|
2.618 |
0.7178 |
|
4.250 |
0.7058 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7426 |
0.7430 |
| PP |
0.7417 |
0.7426 |
| S1 |
0.7409 |
0.7422 |
|