CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7445 |
0.7470 |
0.0025 |
0.3% |
0.7387 |
| High |
0.7485 |
0.7514 |
0.0029 |
0.4% |
0.7465 |
| Low |
0.7431 |
0.7463 |
0.0032 |
0.4% |
0.7380 |
| Close |
0.7472 |
0.7480 |
0.0008 |
0.1% |
0.7453 |
| Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0085 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
68,496 |
78,844 |
10,348 |
15.1% |
474,881 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7610 |
0.7508 |
|
| R3 |
0.7588 |
0.7559 |
0.7494 |
|
| R2 |
0.7537 |
0.7537 |
0.7489 |
|
| R1 |
0.7508 |
0.7508 |
0.7485 |
0.7523 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7493 |
| S1 |
0.7457 |
0.7457 |
0.7475 |
0.7472 |
| S2 |
0.7435 |
0.7435 |
0.7471 |
|
| S3 |
0.7384 |
0.7406 |
0.7466 |
|
| S4 |
0.7333 |
0.7355 |
0.7452 |
|
|
| 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 |
0.7514 |
0.7384 |
0.0130 |
1.7% |
0.0056 |
0.8% |
74% |
True |
False |
92,521 |
| 10 |
0.7514 |
0.7332 |
0.0182 |
2.4% |
0.0054 |
0.7% |
81% |
True |
False |
92,220 |
| 20 |
0.7559 |
0.7323 |
0.0236 |
3.2% |
0.0061 |
0.8% |
67% |
False |
False |
91,853 |
| 40 |
0.7669 |
0.7323 |
0.0346 |
4.6% |
0.0055 |
0.7% |
45% |
False |
False |
84,728 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
38% |
False |
False |
76,823 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
38% |
False |
False |
57,725 |
| 100 |
0.7737 |
0.7151 |
0.0586 |
7.8% |
0.0060 |
0.8% |
56% |
False |
False |
46,202 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0058 |
0.8% |
58% |
False |
False |
38,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7731 |
|
2.618 |
0.7648 |
|
1.618 |
0.7597 |
|
1.000 |
0.7565 |
|
0.618 |
0.7546 |
|
HIGH |
0.7514 |
|
0.618 |
0.7495 |
|
0.500 |
0.7489 |
|
0.382 |
0.7482 |
|
LOW |
0.7463 |
|
0.618 |
0.7431 |
|
1.000 |
0.7412 |
|
1.618 |
0.7380 |
|
2.618 |
0.7329 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7473 |
| PP |
0.7486 |
0.7466 |
| S1 |
0.7483 |
0.7459 |
|