CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7431 |
0.0058 |
0.8% |
0.7439 |
| High |
0.7446 |
0.7498 |
0.0052 |
0.7% |
0.7473 |
| Low |
0.7372 |
0.7420 |
0.0048 |
0.7% |
0.7370 |
| Close |
0.7434 |
0.7487 |
0.0053 |
0.7% |
0.7434 |
| Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0103 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.2% |
0.0000 |
| Volume |
102,387 |
80,614 |
-21,773 |
-21.3% |
399,371 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7673 |
0.7530 |
|
| R3 |
0.7624 |
0.7595 |
0.7508 |
|
| R2 |
0.7546 |
0.7546 |
0.7501 |
|
| R1 |
0.7517 |
0.7517 |
0.7494 |
0.7532 |
| PP |
0.7468 |
0.7468 |
0.7468 |
0.7476 |
| S1 |
0.7439 |
0.7439 |
0.7480 |
0.7454 |
| S2 |
0.7390 |
0.7390 |
0.7473 |
|
| S3 |
0.7312 |
0.7361 |
0.7466 |
|
| S4 |
0.7234 |
0.7283 |
0.7444 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7687 |
0.7491 |
|
| R3 |
0.7632 |
0.7584 |
0.7462 |
|
| R2 |
0.7529 |
0.7529 |
0.7453 |
|
| R1 |
0.7481 |
0.7481 |
0.7443 |
0.7454 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7412 |
| S1 |
0.7378 |
0.7378 |
0.7425 |
0.7351 |
| S2 |
0.7323 |
0.7323 |
0.7415 |
|
| S3 |
0.7220 |
0.7275 |
0.7406 |
|
| S4 |
0.7117 |
0.7172 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7498 |
0.7370 |
0.0128 |
1.7% |
0.0068 |
0.9% |
91% |
True |
False |
95,997 |
| 10 |
0.7514 |
0.7370 |
0.0144 |
1.9% |
0.0061 |
0.8% |
81% |
False |
False |
86,154 |
| 20 |
0.7514 |
0.7323 |
0.0191 |
2.6% |
0.0058 |
0.8% |
86% |
False |
False |
91,041 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0058 |
0.8% |
59% |
False |
False |
87,556 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
40% |
False |
False |
85,569 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
40% |
False |
False |
66,628 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0060 |
0.8% |
40% |
False |
False |
53,336 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
59% |
False |
False |
44,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7830 |
|
2.618 |
0.7702 |
|
1.618 |
0.7624 |
|
1.000 |
0.7576 |
|
0.618 |
0.7546 |
|
HIGH |
0.7498 |
|
0.618 |
0.7468 |
|
0.500 |
0.7459 |
|
0.382 |
0.7450 |
|
LOW |
0.7420 |
|
0.618 |
0.7372 |
|
1.000 |
0.7342 |
|
1.618 |
0.7294 |
|
2.618 |
0.7216 |
|
4.250 |
0.7089 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7478 |
0.7469 |
| PP |
0.7468 |
0.7452 |
| S1 |
0.7459 |
0.7434 |
|