CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7561 |
-0.0001 |
0.0% |
0.7563 |
| High |
0.7578 |
0.7564 |
-0.0014 |
-0.2% |
0.7602 |
| Low |
0.7532 |
0.7513 |
-0.0019 |
-0.3% |
0.7482 |
| Close |
0.7554 |
0.7529 |
-0.0025 |
-0.3% |
0.7530 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0120 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
67,380 |
73,242 |
5,862 |
8.7% |
350,584 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7660 |
0.7557 |
|
| R3 |
0.7637 |
0.7609 |
0.7543 |
|
| R2 |
0.7586 |
0.7586 |
0.7538 |
|
| R1 |
0.7558 |
0.7558 |
0.7534 |
0.7547 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7530 |
| S1 |
0.7507 |
0.7507 |
0.7524 |
0.7496 |
| S2 |
0.7484 |
0.7484 |
0.7520 |
|
| S3 |
0.7433 |
0.7456 |
0.7515 |
|
| S4 |
0.7382 |
0.7405 |
0.7501 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7898 |
0.7834 |
0.7596 |
|
| R3 |
0.7778 |
0.7714 |
0.7563 |
|
| R2 |
0.7658 |
0.7658 |
0.7552 |
|
| R1 |
0.7594 |
0.7594 |
0.7541 |
0.7566 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7524 |
| S1 |
0.7474 |
0.7474 |
0.7519 |
0.7446 |
| S2 |
0.7418 |
0.7418 |
0.7508 |
|
| S3 |
0.7298 |
0.7354 |
0.7497 |
|
| S4 |
0.7178 |
0.7234 |
0.7464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7578 |
0.7482 |
0.0096 |
1.3% |
0.0051 |
0.7% |
49% |
False |
False |
73,628 |
| 10 |
0.7602 |
0.7464 |
0.0138 |
1.8% |
0.0052 |
0.7% |
47% |
False |
False |
78,339 |
| 20 |
0.7669 |
0.7464 |
0.0205 |
2.7% |
0.0050 |
0.7% |
32% |
False |
False |
77,604 |
| 40 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0056 |
0.7% |
24% |
False |
False |
69,308 |
| 60 |
0.7737 |
0.7464 |
0.0273 |
3.6% |
0.0057 |
0.8% |
24% |
False |
False |
46,349 |
| 80 |
0.7737 |
0.7151 |
0.0586 |
7.8% |
0.0059 |
0.8% |
65% |
False |
False |
34,790 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0058 |
0.8% |
66% |
False |
False |
27,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7698 |
|
1.618 |
0.7647 |
|
1.000 |
0.7615 |
|
0.618 |
0.7596 |
|
HIGH |
0.7564 |
|
0.618 |
0.7545 |
|
0.500 |
0.7539 |
|
0.382 |
0.7532 |
|
LOW |
0.7513 |
|
0.618 |
0.7481 |
|
1.000 |
0.7462 |
|
1.618 |
0.7430 |
|
2.618 |
0.7379 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7543 |
| PP |
0.7535 |
0.7538 |
| S1 |
0.7532 |
0.7534 |
|