CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7415 |
-0.0017 |
-0.2% |
0.7387 |
| High |
0.7463 |
0.7465 |
0.0002 |
0.0% |
0.7465 |
| Low |
0.7404 |
0.7403 |
-0.0001 |
0.0% |
0.7380 |
| Close |
0.7411 |
0.7453 |
0.0042 |
0.6% |
0.7453 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0085 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
133,857 |
76,919 |
-56,938 |
-42.5% |
474,881 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7602 |
0.7487 |
|
| R3 |
0.7564 |
0.7540 |
0.7470 |
|
| R2 |
0.7502 |
0.7502 |
0.7464 |
|
| R1 |
0.7478 |
0.7478 |
0.7459 |
0.7490 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7447 |
| S1 |
0.7416 |
0.7416 |
0.7447 |
0.7428 |
| S2 |
0.7378 |
0.7378 |
0.7442 |
|
| S3 |
0.7316 |
0.7354 |
0.7436 |
|
| S4 |
0.7254 |
0.7292 |
0.7419 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7655 |
0.7500 |
|
| R3 |
0.7603 |
0.7570 |
0.7476 |
|
| R2 |
0.7518 |
0.7518 |
0.7469 |
|
| R1 |
0.7485 |
0.7485 |
0.7461 |
0.7502 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7441 |
| S1 |
0.7400 |
0.7400 |
0.7445 |
0.7417 |
| S2 |
0.7348 |
0.7348 |
0.7437 |
|
| S3 |
0.7263 |
0.7315 |
0.7430 |
|
| S4 |
0.7178 |
0.7230 |
0.7406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7465 |
0.7380 |
0.0085 |
1.1% |
0.0056 |
0.8% |
86% |
True |
False |
94,976 |
| 10 |
0.7465 |
0.7323 |
0.0142 |
1.9% |
0.0055 |
0.7% |
92% |
True |
False |
95,929 |
| 20 |
0.7578 |
0.7323 |
0.0255 |
3.4% |
0.0060 |
0.8% |
51% |
False |
False |
91,517 |
| 40 |
0.7669 |
0.7323 |
0.0346 |
4.6% |
0.0054 |
0.7% |
38% |
False |
False |
84,610 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0057 |
0.8% |
31% |
False |
False |
74,403 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
31% |
False |
False |
55,885 |
| 100 |
0.7737 |
0.7136 |
0.0601 |
8.1% |
0.0059 |
0.8% |
53% |
False |
False |
44,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7627 |
|
1.618 |
0.7565 |
|
1.000 |
0.7527 |
|
0.618 |
0.7503 |
|
HIGH |
0.7465 |
|
0.618 |
0.7441 |
|
0.500 |
0.7434 |
|
0.382 |
0.7427 |
|
LOW |
0.7403 |
|
0.618 |
0.7365 |
|
1.000 |
0.7341 |
|
1.618 |
0.7303 |
|
2.618 |
0.7241 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7444 |
| PP |
0.7440 |
0.7434 |
| S1 |
0.7434 |
0.7425 |
|