CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7656 |
0.7657 |
0.0001 |
0.0% |
0.7651 |
| High |
0.7688 |
0.7676 |
-0.0012 |
-0.2% |
0.7721 |
| Low |
0.7642 |
0.7628 |
-0.0014 |
-0.2% |
0.7630 |
| Close |
0.7662 |
0.7650 |
-0.0012 |
-0.2% |
0.7654 |
| Range |
0.0046 |
0.0048 |
0.0002 |
4.3% |
0.0091 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,054 |
2,195 |
1,141 |
108.3% |
3,349 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7771 |
0.7676 |
|
| R3 |
0.7747 |
0.7723 |
0.7663 |
|
| R2 |
0.7699 |
0.7699 |
0.7659 |
|
| R1 |
0.7675 |
0.7675 |
0.7654 |
0.7663 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7646 |
| S1 |
0.7627 |
0.7627 |
0.7646 |
0.7615 |
| S2 |
0.7603 |
0.7603 |
0.7641 |
|
| S3 |
0.7555 |
0.7579 |
0.7637 |
|
| S4 |
0.7507 |
0.7531 |
0.7624 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7889 |
0.7704 |
|
| R3 |
0.7850 |
0.7798 |
0.7679 |
|
| R2 |
0.7759 |
0.7759 |
0.7671 |
|
| R1 |
0.7707 |
0.7707 |
0.7662 |
0.7733 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7682 |
| S1 |
0.7616 |
0.7616 |
0.7646 |
0.7642 |
| S2 |
0.7577 |
0.7577 |
0.7637 |
|
| S3 |
0.7486 |
0.7525 |
0.7629 |
|
| S4 |
0.7395 |
0.7434 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7721 |
0.7628 |
0.0093 |
1.2% |
0.0054 |
0.7% |
24% |
False |
True |
1,163 |
| 10 |
0.7721 |
0.7598 |
0.0123 |
1.6% |
0.0057 |
0.7% |
42% |
False |
False |
830 |
| 20 |
0.7721 |
0.7520 |
0.0201 |
2.6% |
0.0060 |
0.8% |
65% |
False |
False |
537 |
| 40 |
0.7721 |
0.7165 |
0.0556 |
7.3% |
0.0063 |
0.8% |
87% |
False |
False |
319 |
| 60 |
0.7721 |
0.7132 |
0.0589 |
7.7% |
0.0060 |
0.8% |
88% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7802 |
|
1.618 |
0.7754 |
|
1.000 |
0.7724 |
|
0.618 |
0.7706 |
|
HIGH |
0.7676 |
|
0.618 |
0.7658 |
|
0.500 |
0.7652 |
|
0.382 |
0.7646 |
|
LOW |
0.7628 |
|
0.618 |
0.7598 |
|
1.000 |
0.7580 |
|
1.618 |
0.7550 |
|
2.618 |
0.7502 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7664 |
| PP |
0.7651 |
0.7659 |
| S1 |
0.7651 |
0.7655 |
|