CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7527 |
0.7420 |
-0.0107 |
-1.4% |
0.7562 |
| High |
0.7539 |
0.7425 |
-0.0114 |
-1.5% |
0.7578 |
| Low |
0.7413 |
0.7377 |
-0.0036 |
-0.5% |
0.7433 |
| Close |
0.7422 |
0.7394 |
-0.0028 |
-0.4% |
0.7476 |
| Range |
0.0126 |
0.0048 |
-0.0078 |
-61.9% |
0.0145 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
107,226 |
112,986 |
5,760 |
5.4% |
427,066 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7516 |
0.7420 |
|
| R3 |
0.7495 |
0.7468 |
0.7407 |
|
| R2 |
0.7447 |
0.7447 |
0.7403 |
|
| R1 |
0.7420 |
0.7420 |
0.7398 |
0.7410 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7393 |
| S1 |
0.7372 |
0.7372 |
0.7390 |
0.7362 |
| S2 |
0.7351 |
0.7351 |
0.7385 |
|
| S3 |
0.7303 |
0.7324 |
0.7381 |
|
| S4 |
0.7255 |
0.7276 |
0.7368 |
|
|
| 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 |
0.7550 |
0.7377 |
0.0173 |
2.3% |
0.0066 |
0.9% |
10% |
False |
True |
84,299 |
| 10 |
0.7578 |
0.7377 |
0.0201 |
2.7% |
0.0062 |
0.8% |
8% |
False |
True |
83,293 |
| 20 |
0.7602 |
0.7377 |
0.0225 |
3.0% |
0.0057 |
0.8% |
8% |
False |
True |
82,469 |
| 40 |
0.7737 |
0.7377 |
0.0360 |
4.9% |
0.0056 |
0.8% |
5% |
False |
True |
82,070 |
| 60 |
0.7737 |
0.7377 |
0.0360 |
4.9% |
0.0058 |
0.8% |
5% |
False |
True |
56,804 |
| 80 |
0.7737 |
0.7305 |
0.0432 |
5.8% |
0.0060 |
0.8% |
21% |
False |
False |
42,646 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
43% |
False |
False |
34,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7551 |
|
1.618 |
0.7503 |
|
1.000 |
0.7473 |
|
0.618 |
0.7455 |
|
HIGH |
0.7425 |
|
0.618 |
0.7407 |
|
0.500 |
0.7401 |
|
0.382 |
0.7395 |
|
LOW |
0.7377 |
|
0.618 |
0.7347 |
|
1.000 |
0.7329 |
|
1.618 |
0.7299 |
|
2.618 |
0.7251 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7464 |
| PP |
0.7399 |
0.7440 |
| S1 |
0.7396 |
0.7417 |
|