CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7522 |
0.0035 |
0.5% |
0.7624 |
| High |
0.7519 |
0.7586 |
0.0067 |
0.9% |
0.7630 |
| Low |
0.7464 |
0.7518 |
0.0054 |
0.7% |
0.7483 |
| Close |
0.7467 |
0.7574 |
0.0107 |
1.4% |
0.7485 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0147 |
| ATR |
0.0053 |
0.0057 |
0.0005 |
9.0% |
0.0000 |
| Volume |
93,464 |
105,995 |
12,531 |
13.4% |
415,526 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7737 |
0.7611 |
|
| R3 |
0.7695 |
0.7669 |
0.7593 |
|
| R2 |
0.7627 |
0.7627 |
0.7586 |
|
| R1 |
0.7601 |
0.7601 |
0.7580 |
0.7614 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7566 |
| S1 |
0.7533 |
0.7533 |
0.7568 |
0.7546 |
| S2 |
0.7491 |
0.7491 |
0.7562 |
|
| S3 |
0.7423 |
0.7465 |
0.7555 |
|
| S4 |
0.7355 |
0.7397 |
0.7537 |
|
|
| 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 |
0.7586 |
0.7464 |
0.0122 |
1.6% |
0.0050 |
0.7% |
90% |
True |
False |
91,957 |
| 10 |
0.7652 |
0.7464 |
0.0188 |
2.5% |
0.0048 |
0.6% |
59% |
False |
False |
84,327 |
| 20 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0049 |
0.7% |
40% |
False |
False |
82,185 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
40% |
False |
False |
57,152 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0058 |
0.8% |
40% |
False |
False |
38,174 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
73% |
False |
False |
28,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7764 |
|
1.618 |
0.7696 |
|
1.000 |
0.7654 |
|
0.618 |
0.7628 |
|
HIGH |
0.7586 |
|
0.618 |
0.7560 |
|
0.500 |
0.7552 |
|
0.382 |
0.7544 |
|
LOW |
0.7518 |
|
0.618 |
0.7476 |
|
1.000 |
0.7450 |
|
1.618 |
0.7408 |
|
2.618 |
0.7340 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7567 |
0.7558 |
| PP |
0.7559 |
0.7541 |
| S1 |
0.7552 |
0.7525 |
|