CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7452 |
-0.0047 |
-0.6% |
0.7445 |
| High |
0.7513 |
0.7458 |
-0.0055 |
-0.7% |
0.7514 |
| Low |
0.7447 |
0.7419 |
-0.0028 |
-0.4% |
0.7419 |
| Close |
0.7452 |
0.7441 |
-0.0011 |
-0.1% |
0.7441 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-40.9% |
0.0095 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
75,514 |
77,642 |
2,128 |
2.8% |
381,557 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7538 |
0.7462 |
|
| R3 |
0.7517 |
0.7499 |
0.7452 |
|
| R2 |
0.7478 |
0.7478 |
0.7448 |
|
| R1 |
0.7460 |
0.7460 |
0.7445 |
0.7450 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7434 |
| S1 |
0.7421 |
0.7421 |
0.7437 |
0.7411 |
| S2 |
0.7400 |
0.7400 |
0.7434 |
|
| S3 |
0.7361 |
0.7382 |
0.7430 |
|
| S4 |
0.7322 |
0.7343 |
0.7420 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7687 |
0.7493 |
|
| R3 |
0.7648 |
0.7592 |
0.7467 |
|
| R2 |
0.7553 |
0.7553 |
0.7458 |
|
| R1 |
0.7497 |
0.7497 |
0.7450 |
0.7478 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7448 |
| S1 |
0.7402 |
0.7402 |
0.7432 |
0.7383 |
| S2 |
0.7363 |
0.7363 |
0.7424 |
|
| S3 |
0.7268 |
0.7307 |
0.7415 |
|
| S4 |
0.7173 |
0.7212 |
0.7389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7514 |
0.7419 |
0.0095 |
1.3% |
0.0055 |
0.7% |
23% |
False |
True |
76,311 |
| 10 |
0.7514 |
0.7380 |
0.0134 |
1.8% |
0.0055 |
0.7% |
46% |
False |
False |
85,643 |
| 20 |
0.7550 |
0.7323 |
0.0227 |
3.1% |
0.0059 |
0.8% |
52% |
False |
False |
89,242 |
| 40 |
0.7652 |
0.7323 |
0.0329 |
4.4% |
0.0056 |
0.7% |
36% |
False |
False |
85,144 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0056 |
0.8% |
29% |
False |
False |
80,479 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.6% |
0.0058 |
0.8% |
29% |
False |
False |
60,648 |
| 100 |
0.7737 |
0.7190 |
0.0547 |
7.4% |
0.0060 |
0.8% |
46% |
False |
False |
48,541 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0059 |
0.8% |
51% |
False |
False |
40,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7624 |
|
2.618 |
0.7560 |
|
1.618 |
0.7521 |
|
1.000 |
0.7497 |
|
0.618 |
0.7482 |
|
HIGH |
0.7458 |
|
0.618 |
0.7443 |
|
0.500 |
0.7439 |
|
0.382 |
0.7434 |
|
LOW |
0.7419 |
|
0.618 |
0.7395 |
|
1.000 |
0.7380 |
|
1.618 |
0.7356 |
|
2.618 |
0.7317 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7466 |
| PP |
0.7439 |
0.7458 |
| S1 |
0.7439 |
0.7449 |
|