CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7489 |
-0.0062 |
-0.8% |
0.7490 |
| High |
0.7554 |
0.7539 |
-0.0015 |
-0.2% |
0.7586 |
| Low |
0.7482 |
0.7485 |
0.0003 |
0.0% |
0.7464 |
| Close |
0.7489 |
0.7520 |
0.0031 |
0.4% |
0.7574 |
| Range |
0.0072 |
0.0054 |
-0.0018 |
-25.0% |
0.0122 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
87,280 |
77,057 |
-10,223 |
-11.7% |
354,068 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7652 |
0.7550 |
|
| R3 |
0.7623 |
0.7598 |
0.7535 |
|
| R2 |
0.7569 |
0.7569 |
0.7530 |
|
| R1 |
0.7544 |
0.7544 |
0.7525 |
0.7557 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7521 |
| S1 |
0.7490 |
0.7490 |
0.7515 |
0.7503 |
| S2 |
0.7461 |
0.7461 |
0.7510 |
|
| S3 |
0.7407 |
0.7436 |
0.7505 |
|
| S4 |
0.7353 |
0.7382 |
0.7490 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7863 |
0.7641 |
|
| R3 |
0.7785 |
0.7741 |
0.7608 |
|
| R2 |
0.7663 |
0.7663 |
0.7596 |
|
| R1 |
0.7619 |
0.7619 |
0.7585 |
0.7641 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7553 |
| S1 |
0.7497 |
0.7497 |
0.7563 |
0.7519 |
| S2 |
0.7419 |
0.7419 |
0.7552 |
|
| S3 |
0.7297 |
0.7375 |
0.7540 |
|
| S4 |
0.7175 |
0.7253 |
0.7507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7602 |
0.7482 |
0.0120 |
1.6% |
0.0059 |
0.8% |
32% |
False |
False |
78,678 |
| 10 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0052 |
0.7% |
41% |
False |
False |
81,646 |
| 20 |
0.7669 |
0.7464 |
0.0205 |
2.7% |
0.0050 |
0.7% |
27% |
False |
False |
78,317 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0057 |
0.8% |
21% |
False |
False |
64,292 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0058 |
0.8% |
21% |
False |
False |
42,956 |
| 80 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0060 |
0.8% |
64% |
False |
False |
32,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7680 |
|
1.618 |
0.7626 |
|
1.000 |
0.7593 |
|
0.618 |
0.7572 |
|
HIGH |
0.7539 |
|
0.618 |
0.7518 |
|
0.500 |
0.7512 |
|
0.382 |
0.7506 |
|
LOW |
0.7485 |
|
0.618 |
0.7452 |
|
1.000 |
0.7431 |
|
1.618 |
0.7398 |
|
2.618 |
0.7344 |
|
4.250 |
0.7255 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7517 |
0.7535 |
| PP |
0.7515 |
0.7530 |
| S1 |
0.7512 |
0.7525 |
|