CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7406 |
-0.0014 |
-0.2% |
0.7475 |
| High |
0.7425 |
0.7421 |
-0.0004 |
-0.1% |
0.7550 |
| Low |
0.7377 |
0.7362 |
-0.0015 |
-0.2% |
0.7362 |
| Close |
0.7394 |
0.7408 |
0.0014 |
0.2% |
0.7408 |
| Range |
0.0048 |
0.0059 |
0.0011 |
22.9% |
0.0188 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
112,986 |
101,316 |
-11,670 |
-10.3% |
443,997 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7550 |
0.7440 |
|
| R3 |
0.7515 |
0.7491 |
0.7424 |
|
| R2 |
0.7456 |
0.7456 |
0.7419 |
|
| R1 |
0.7432 |
0.7432 |
0.7413 |
0.7444 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7403 |
| S1 |
0.7373 |
0.7373 |
0.7403 |
0.7385 |
| S2 |
0.7338 |
0.7338 |
0.7397 |
|
| S3 |
0.7279 |
0.7314 |
0.7392 |
|
| S4 |
0.7220 |
0.7255 |
0.7376 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7894 |
0.7511 |
|
| R3 |
0.7816 |
0.7706 |
0.7460 |
|
| R2 |
0.7628 |
0.7628 |
0.7442 |
|
| R1 |
0.7518 |
0.7518 |
0.7425 |
0.7479 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7421 |
| S1 |
0.7330 |
0.7330 |
0.7391 |
0.7291 |
| S2 |
0.7252 |
0.7252 |
0.7374 |
|
| S3 |
0.7064 |
0.7142 |
0.7356 |
|
| S4 |
0.6876 |
0.6954 |
0.7305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7550 |
0.7362 |
0.0188 |
2.5% |
0.0069 |
0.9% |
24% |
False |
True |
88,799 |
| 10 |
0.7578 |
0.7362 |
0.0216 |
2.9% |
0.0065 |
0.9% |
21% |
False |
True |
87,106 |
| 20 |
0.7602 |
0.7362 |
0.0240 |
3.2% |
0.0058 |
0.8% |
19% |
False |
True |
84,071 |
| 40 |
0.7737 |
0.7362 |
0.0375 |
5.1% |
0.0057 |
0.8% |
12% |
False |
True |
82,832 |
| 60 |
0.7737 |
0.7362 |
0.0375 |
5.1% |
0.0058 |
0.8% |
12% |
False |
True |
58,491 |
| 80 |
0.7737 |
0.7326 |
0.0411 |
5.5% |
0.0061 |
0.8% |
20% |
False |
False |
43,910 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0060 |
0.8% |
46% |
False |
False |
35,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7575 |
|
1.618 |
0.7516 |
|
1.000 |
0.7480 |
|
0.618 |
0.7457 |
|
HIGH |
0.7421 |
|
0.618 |
0.7398 |
|
0.500 |
0.7392 |
|
0.382 |
0.7385 |
|
LOW |
0.7362 |
|
0.618 |
0.7326 |
|
1.000 |
0.7303 |
|
1.618 |
0.7267 |
|
2.618 |
0.7208 |
|
4.250 |
0.7111 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7451 |
| PP |
0.7397 |
0.7436 |
| S1 |
0.7392 |
0.7422 |
|