CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7533 |
-0.0027 |
-0.4% |
0.7624 |
| High |
0.7567 |
0.7537 |
-0.0030 |
-0.4% |
0.7630 |
| Low |
0.7522 |
0.7483 |
-0.0039 |
-0.5% |
0.7483 |
| Close |
0.7531 |
0.7485 |
-0.0046 |
-0.6% |
0.7485 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.0% |
0.0147 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
69,277 |
105,721 |
36,444 |
52.6% |
415,526 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7628 |
0.7515 |
|
| R3 |
0.7610 |
0.7574 |
0.7500 |
|
| R2 |
0.7556 |
0.7556 |
0.7495 |
|
| R1 |
0.7520 |
0.7520 |
0.7490 |
0.7511 |
| PP |
0.7502 |
0.7502 |
0.7502 |
0.7497 |
| S1 |
0.7466 |
0.7466 |
0.7480 |
0.7457 |
| S2 |
0.7448 |
0.7448 |
0.7475 |
|
| S3 |
0.7394 |
0.7412 |
0.7470 |
|
| S4 |
0.7340 |
0.7358 |
0.7455 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7876 |
0.7566 |
|
| R3 |
0.7827 |
0.7729 |
0.7525 |
|
| R2 |
0.7680 |
0.7680 |
0.7512 |
|
| R1 |
0.7582 |
0.7582 |
0.7498 |
0.7558 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7520 |
| S1 |
0.7435 |
0.7435 |
0.7472 |
0.7411 |
| S2 |
0.7386 |
0.7386 |
0.7458 |
|
| S3 |
0.7239 |
0.7288 |
0.7445 |
|
| S4 |
0.7092 |
0.7141 |
0.7404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7630 |
0.7483 |
0.0147 |
2.0% |
0.0050 |
0.7% |
1% |
False |
True |
83,105 |
| 10 |
0.7669 |
0.7483 |
0.0186 |
2.5% |
0.0048 |
0.6% |
1% |
False |
True |
78,188 |
| 20 |
0.7737 |
0.7483 |
0.0254 |
3.4% |
0.0055 |
0.7% |
1% |
False |
True |
82,081 |
| 40 |
0.7737 |
0.7477 |
0.0260 |
3.5% |
0.0058 |
0.8% |
3% |
False |
False |
48,340 |
| 60 |
0.7737 |
0.7405 |
0.0332 |
4.4% |
0.0060 |
0.8% |
24% |
False |
False |
32,283 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0061 |
0.8% |
58% |
False |
False |
24,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7678 |
|
1.618 |
0.7624 |
|
1.000 |
0.7591 |
|
0.618 |
0.7570 |
|
HIGH |
0.7537 |
|
0.618 |
0.7516 |
|
0.500 |
0.7510 |
|
0.382 |
0.7504 |
|
LOW |
0.7483 |
|
0.618 |
0.7450 |
|
1.000 |
0.7429 |
|
1.618 |
0.7396 |
|
2.618 |
0.7342 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7530 |
| PP |
0.7502 |
0.7515 |
| S1 |
0.7493 |
0.7500 |
|