CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7518 |
0.0043 |
0.6% |
0.7562 |
| High |
0.7534 |
0.7550 |
0.0016 |
0.2% |
0.7578 |
| Low |
0.7467 |
0.7504 |
0.0037 |
0.5% |
0.7433 |
| Close |
0.7528 |
0.7525 |
-0.0003 |
0.0% |
0.7476 |
| Range |
0.0067 |
0.0046 |
-0.0021 |
-31.3% |
0.0145 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
51,884 |
70,585 |
18,701 |
36.0% |
427,066 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7641 |
0.7550 |
|
| R3 |
0.7618 |
0.7595 |
0.7538 |
|
| R2 |
0.7572 |
0.7572 |
0.7533 |
|
| R1 |
0.7549 |
0.7549 |
0.7529 |
0.7561 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7532 |
| S1 |
0.7503 |
0.7503 |
0.7521 |
0.7515 |
| S2 |
0.7480 |
0.7480 |
0.7517 |
|
| S3 |
0.7434 |
0.7457 |
0.7512 |
|
| S4 |
0.7388 |
0.7411 |
0.7500 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7848 |
0.7556 |
|
| R3 |
0.7786 |
0.7703 |
0.7516 |
|
| R2 |
0.7641 |
0.7641 |
0.7503 |
|
| R1 |
0.7558 |
0.7558 |
0.7489 |
0.7527 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7480 |
| S1 |
0.7413 |
0.7413 |
0.7463 |
0.7382 |
| S2 |
0.7351 |
0.7351 |
0.7449 |
|
| S3 |
0.7206 |
0.7268 |
0.7436 |
|
| S4 |
0.7061 |
0.7123 |
0.7396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7559 |
0.7433 |
0.0126 |
1.7% |
0.0064 |
0.9% |
73% |
False |
False |
81,782 |
| 10 |
0.7578 |
0.7433 |
0.0145 |
1.9% |
0.0058 |
0.8% |
63% |
False |
False |
77,705 |
| 20 |
0.7604 |
0.7433 |
0.0171 |
2.3% |
0.0054 |
0.7% |
54% |
False |
False |
79,783 |
| 40 |
0.7737 |
0.7433 |
0.0304 |
4.0% |
0.0056 |
0.7% |
30% |
False |
False |
78,540 |
| 60 |
0.7737 |
0.7433 |
0.0304 |
4.0% |
0.0057 |
0.8% |
30% |
False |
False |
53,147 |
| 80 |
0.7737 |
0.7263 |
0.0474 |
6.3% |
0.0060 |
0.8% |
55% |
False |
False |
39,895 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
65% |
False |
False |
31,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7670 |
|
1.618 |
0.7624 |
|
1.000 |
0.7596 |
|
0.618 |
0.7578 |
|
HIGH |
0.7550 |
|
0.618 |
0.7532 |
|
0.500 |
0.7527 |
|
0.382 |
0.7522 |
|
LOW |
0.7504 |
|
0.618 |
0.7476 |
|
1.000 |
0.7458 |
|
1.618 |
0.7430 |
|
2.618 |
0.7384 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7515 |
| PP |
0.7526 |
0.7505 |
| S1 |
0.7526 |
0.7496 |
|