CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7687 |
0.0020 |
0.3% |
0.7533 |
| High |
0.7705 |
0.7735 |
0.0030 |
0.4% |
0.7706 |
| Low |
0.7650 |
0.7685 |
0.0035 |
0.5% |
0.7521 |
| Close |
0.7695 |
0.7713 |
0.0018 |
0.2% |
0.7695 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0185 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
77,771 |
72,702 |
-5,069 |
-6.5% |
429,768 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7837 |
0.7741 |
|
| R3 |
0.7811 |
0.7787 |
0.7727 |
|
| R2 |
0.7761 |
0.7761 |
0.7722 |
|
| R1 |
0.7737 |
0.7737 |
0.7718 |
0.7749 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7717 |
| S1 |
0.7687 |
0.7687 |
0.7708 |
0.7699 |
| S2 |
0.7661 |
0.7661 |
0.7704 |
|
| S3 |
0.7611 |
0.7637 |
0.7699 |
|
| S4 |
0.7561 |
0.7587 |
0.7686 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8130 |
0.7797 |
|
| R3 |
0.8011 |
0.7945 |
0.7746 |
|
| R2 |
0.7826 |
0.7826 |
0.7729 |
|
| R1 |
0.7760 |
0.7760 |
0.7712 |
0.7793 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7657 |
| S1 |
0.7575 |
0.7575 |
0.7678 |
0.7608 |
| S2 |
0.7456 |
0.7456 |
0.7661 |
|
| S3 |
0.7271 |
0.7390 |
0.7644 |
|
| S4 |
0.7086 |
0.7205 |
0.7593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7735 |
0.7526 |
0.0209 |
2.7% |
0.0073 |
0.9% |
89% |
True |
False |
88,010 |
| 10 |
0.7735 |
0.7477 |
0.0258 |
3.3% |
0.0066 |
0.9% |
91% |
True |
False |
74,825 |
| 20 |
0.7735 |
0.7477 |
0.0258 |
3.3% |
0.0063 |
0.8% |
91% |
True |
False |
39,615 |
| 40 |
0.7735 |
0.7477 |
0.0258 |
3.3% |
0.0062 |
0.8% |
91% |
True |
False |
19,922 |
| 60 |
0.7735 |
0.7132 |
0.0603 |
7.8% |
0.0063 |
0.8% |
96% |
True |
False |
13,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7866 |
|
1.618 |
0.7816 |
|
1.000 |
0.7785 |
|
0.618 |
0.7766 |
|
HIGH |
0.7735 |
|
0.618 |
0.7716 |
|
0.500 |
0.7710 |
|
0.382 |
0.7704 |
|
LOW |
0.7685 |
|
0.618 |
0.7654 |
|
1.000 |
0.7635 |
|
1.618 |
0.7604 |
|
2.618 |
0.7554 |
|
4.250 |
0.7473 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7712 |
0.7706 |
| PP |
0.7711 |
0.7699 |
| S1 |
0.7710 |
0.7693 |
|