CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7657 |
0.0032 |
0.4% |
0.7687 |
| High |
0.7664 |
0.7669 |
0.0005 |
0.1% |
0.7737 |
| Low |
0.7620 |
0.7629 |
0.0009 |
0.1% |
0.7593 |
| Close |
0.7659 |
0.7649 |
-0.0010 |
-0.1% |
0.7617 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0144 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
65,563 |
66,214 |
651 |
1.0% |
429,974 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7769 |
0.7749 |
0.7671 |
|
| R3 |
0.7729 |
0.7709 |
0.7660 |
|
| R2 |
0.7689 |
0.7689 |
0.7656 |
|
| R1 |
0.7669 |
0.7669 |
0.7653 |
0.7659 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7644 |
| S1 |
0.7629 |
0.7629 |
0.7645 |
0.7619 |
| S2 |
0.7609 |
0.7609 |
0.7642 |
|
| S3 |
0.7569 |
0.7589 |
0.7638 |
|
| S4 |
0.7529 |
0.7549 |
0.7627 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.7993 |
0.7696 |
|
| R3 |
0.7937 |
0.7849 |
0.7657 |
|
| R2 |
0.7793 |
0.7793 |
0.7643 |
|
| R1 |
0.7705 |
0.7705 |
0.7630 |
0.7677 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7635 |
| S1 |
0.7561 |
0.7561 |
0.7604 |
0.7533 |
| S2 |
0.7505 |
0.7505 |
0.7591 |
|
| S3 |
0.7361 |
0.7417 |
0.7577 |
|
| S4 |
0.7217 |
0.7273 |
0.7538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7669 |
0.7576 |
0.0093 |
1.2% |
0.0045 |
0.6% |
78% |
True |
False |
72,038 |
| 10 |
0.7737 |
0.7576 |
0.0161 |
2.1% |
0.0050 |
0.7% |
45% |
False |
False |
80,042 |
| 20 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0058 |
0.8% |
66% |
False |
False |
71,148 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.4% |
0.0061 |
0.8% |
66% |
False |
False |
36,152 |
| 60 |
0.7737 |
0.7190 |
0.0547 |
7.2% |
0.0063 |
0.8% |
84% |
False |
False |
24,139 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
7.9% |
0.0061 |
0.8% |
85% |
False |
False |
18,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7774 |
|
1.618 |
0.7734 |
|
1.000 |
0.7709 |
|
0.618 |
0.7694 |
|
HIGH |
0.7669 |
|
0.618 |
0.7654 |
|
0.500 |
0.7649 |
|
0.382 |
0.7644 |
|
LOW |
0.7629 |
|
0.618 |
0.7604 |
|
1.000 |
0.7589 |
|
1.618 |
0.7564 |
|
2.618 |
0.7524 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7640 |
| PP |
0.7649 |
0.7631 |
| S1 |
0.7649 |
0.7623 |
|