CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7387 |
0.7408 |
0.0021 |
0.3% |
0.7407 |
| High |
0.7441 |
0.7433 |
-0.0008 |
-0.1% |
0.7419 |
| Low |
0.7380 |
0.7390 |
0.0010 |
0.1% |
0.7323 |
| Close |
0.7409 |
0.7423 |
0.0014 |
0.2% |
0.7387 |
| Range |
0.0061 |
0.0043 |
-0.0018 |
-29.5% |
0.0096 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
81,193 |
78,423 |
-2,770 |
-3.4% |
484,411 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7544 |
0.7527 |
0.7447 |
|
| R3 |
0.7501 |
0.7484 |
0.7435 |
|
| R2 |
0.7458 |
0.7458 |
0.7431 |
|
| R1 |
0.7441 |
0.7441 |
0.7427 |
0.7450 |
| PP |
0.7415 |
0.7415 |
0.7415 |
0.7420 |
| S1 |
0.7398 |
0.7398 |
0.7419 |
0.7407 |
| S2 |
0.7372 |
0.7372 |
0.7415 |
|
| S3 |
0.7329 |
0.7355 |
0.7411 |
|
| S4 |
0.7286 |
0.7312 |
0.7399 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7622 |
0.7440 |
|
| R3 |
0.7568 |
0.7526 |
0.7413 |
|
| R2 |
0.7472 |
0.7472 |
0.7405 |
|
| R1 |
0.7430 |
0.7430 |
0.7396 |
0.7403 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7363 |
| S1 |
0.7334 |
0.7334 |
0.7378 |
0.7307 |
| S2 |
0.7280 |
0.7280 |
0.7369 |
|
| S3 |
0.7184 |
0.7238 |
0.7361 |
|
| S4 |
0.7088 |
0.7142 |
0.7334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7441 |
0.7332 |
0.0109 |
1.5% |
0.0052 |
0.7% |
83% |
False |
False |
91,920 |
| 10 |
0.7539 |
0.7323 |
0.0216 |
2.9% |
0.0061 |
0.8% |
46% |
False |
False |
96,555 |
| 20 |
0.7578 |
0.7323 |
0.0255 |
3.4% |
0.0059 |
0.8% |
39% |
False |
False |
87,130 |
| 40 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0054 |
0.7% |
24% |
False |
False |
83,972 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
24% |
False |
False |
69,186 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
24% |
False |
False |
51,947 |
| 100 |
0.7737 |
0.7132 |
0.0605 |
8.2% |
0.0059 |
0.8% |
48% |
False |
False |
41,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7546 |
|
1.618 |
0.7503 |
|
1.000 |
0.7476 |
|
0.618 |
0.7460 |
|
HIGH |
0.7433 |
|
0.618 |
0.7417 |
|
0.500 |
0.7412 |
|
0.382 |
0.7406 |
|
LOW |
0.7390 |
|
0.618 |
0.7363 |
|
1.000 |
0.7347 |
|
1.618 |
0.7320 |
|
2.618 |
0.7277 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7416 |
| PP |
0.7415 |
0.7409 |
| S1 |
0.7412 |
0.7402 |
|