CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7536 |
-0.0014 |
-0.2% |
0.7431 |
| High |
0.7553 |
0.7544 |
-0.0009 |
-0.1% |
0.7565 |
| Low |
0.7524 |
0.7519 |
-0.0005 |
-0.1% |
0.7420 |
| Close |
0.7546 |
0.7528 |
-0.0018 |
-0.2% |
0.7528 |
| Range |
0.0029 |
0.0025 |
-0.0004 |
-13.8% |
0.0145 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
77,594 |
63,285 |
-14,309 |
-18.4% |
453,027 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7592 |
0.7542 |
|
| R3 |
0.7580 |
0.7567 |
0.7535 |
|
| R2 |
0.7555 |
0.7555 |
0.7533 |
|
| R1 |
0.7542 |
0.7542 |
0.7530 |
0.7536 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7528 |
| S1 |
0.7517 |
0.7517 |
0.7526 |
0.7511 |
| S2 |
0.7505 |
0.7505 |
0.7523 |
|
| S3 |
0.7480 |
0.7492 |
0.7521 |
|
| S4 |
0.7455 |
0.7467 |
0.7514 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7879 |
0.7608 |
|
| R3 |
0.7794 |
0.7734 |
0.7568 |
|
| R2 |
0.7649 |
0.7649 |
0.7555 |
|
| R1 |
0.7589 |
0.7589 |
0.7541 |
0.7619 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7520 |
| S1 |
0.7444 |
0.7444 |
0.7515 |
0.7474 |
| S2 |
0.7359 |
0.7359 |
0.7501 |
|
| S3 |
0.7214 |
0.7299 |
0.7488 |
|
| S4 |
0.7069 |
0.7154 |
0.7448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7565 |
0.7420 |
0.0145 |
1.9% |
0.0053 |
0.7% |
74% |
False |
False |
90,605 |
| 10 |
0.7565 |
0.7370 |
0.0195 |
2.6% |
0.0056 |
0.8% |
81% |
False |
False |
93,004 |
| 20 |
0.7565 |
0.7363 |
0.0202 |
2.7% |
0.0057 |
0.8% |
82% |
False |
False |
90,384 |
| 40 |
0.7602 |
0.7323 |
0.0279 |
3.7% |
0.0058 |
0.8% |
73% |
False |
False |
88,022 |
| 60 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0055 |
0.7% |
50% |
False |
False |
86,087 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
50% |
False |
False |
71,272 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
50% |
False |
False |
57,054 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
65% |
False |
False |
47,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7650 |
|
2.618 |
0.7609 |
|
1.618 |
0.7584 |
|
1.000 |
0.7569 |
|
0.618 |
0.7559 |
|
HIGH |
0.7544 |
|
0.618 |
0.7534 |
|
0.500 |
0.7532 |
|
0.382 |
0.7529 |
|
LOW |
0.7519 |
|
0.618 |
0.7504 |
|
1.000 |
0.7494 |
|
1.618 |
0.7479 |
|
2.618 |
0.7454 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7532 |
| PP |
0.7530 |
0.7530 |
| S1 |
0.7529 |
0.7529 |
|