CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7483 |
0.0052 |
0.7% |
0.7439 |
| High |
0.7498 |
0.7521 |
0.0023 |
0.3% |
0.7473 |
| Low |
0.7420 |
0.7455 |
0.0035 |
0.5% |
0.7370 |
| Close |
0.7487 |
0.7507 |
0.0020 |
0.3% |
0.7434 |
| Range |
0.0078 |
0.0066 |
-0.0012 |
-15.4% |
0.0103 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
80,614 |
111,726 |
31,112 |
38.6% |
399,371 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7666 |
0.7543 |
|
| R3 |
0.7626 |
0.7600 |
0.7525 |
|
| R2 |
0.7560 |
0.7560 |
0.7519 |
|
| R1 |
0.7534 |
0.7534 |
0.7513 |
0.7547 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7501 |
| S1 |
0.7468 |
0.7468 |
0.7501 |
0.7481 |
| S2 |
0.7428 |
0.7428 |
0.7495 |
|
| S3 |
0.7362 |
0.7402 |
0.7489 |
|
| S4 |
0.7296 |
0.7336 |
0.7471 |
|
|
| 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 |
0.7521 |
0.7370 |
0.0151 |
2.0% |
0.0070 |
0.9% |
91% |
True |
False |
99,900 |
| 10 |
0.7521 |
0.7370 |
0.0151 |
2.0% |
0.0063 |
0.8% |
91% |
True |
False |
90,477 |
| 20 |
0.7521 |
0.7323 |
0.0198 |
2.6% |
0.0059 |
0.8% |
93% |
True |
False |
92,876 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0058 |
0.8% |
66% |
False |
False |
87,706 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
44% |
False |
False |
85,831 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
44% |
False |
False |
68,023 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0060 |
0.8% |
44% |
False |
False |
54,452 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.1% |
0.0060 |
0.8% |
62% |
False |
False |
45,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7694 |
|
1.618 |
0.7628 |
|
1.000 |
0.7587 |
|
0.618 |
0.7562 |
|
HIGH |
0.7521 |
|
0.618 |
0.7496 |
|
0.500 |
0.7488 |
|
0.382 |
0.7480 |
|
LOW |
0.7455 |
|
0.618 |
0.7414 |
|
1.000 |
0.7389 |
|
1.618 |
0.7348 |
|
2.618 |
0.7282 |
|
4.250 |
0.7175 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7487 |
| PP |
0.7494 |
0.7467 |
| S1 |
0.7488 |
0.7447 |
|