CME Australian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7585 |
0.0051 |
0.7% |
0.7431 |
| High |
0.7636 |
0.7632 |
-0.0004 |
-0.1% |
0.7565 |
| Low |
0.7532 |
0.7568 |
0.0036 |
0.5% |
0.7420 |
| Close |
0.7591 |
0.7582 |
-0.0009 |
-0.1% |
0.7528 |
| Range |
0.0104 |
0.0064 |
-0.0040 |
-38.5% |
0.0145 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.9% |
0.0000 |
| Volume |
158,562 |
105,263 |
-53,299 |
-33.6% |
453,027 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7748 |
0.7617 |
|
| R3 |
0.7722 |
0.7684 |
0.7600 |
|
| R2 |
0.7658 |
0.7658 |
0.7594 |
|
| R1 |
0.7620 |
0.7620 |
0.7588 |
0.7607 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7588 |
| S1 |
0.7556 |
0.7556 |
0.7576 |
0.7543 |
| S2 |
0.7530 |
0.7530 |
0.7570 |
|
| S3 |
0.7466 |
0.7492 |
0.7564 |
|
| S4 |
0.7402 |
0.7428 |
0.7547 |
|
|
| 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 |
0.7636 |
0.7519 |
0.0117 |
1.5% |
0.0052 |
0.7% |
54% |
False |
False |
94,076 |
| 10 |
0.7636 |
0.7372 |
0.0264 |
3.5% |
0.0057 |
0.8% |
80% |
False |
False |
96,251 |
| 20 |
0.7636 |
0.7370 |
0.0266 |
3.5% |
0.0058 |
0.8% |
80% |
False |
False |
92,591 |
| 40 |
0.7636 |
0.7323 |
0.0313 |
4.1% |
0.0058 |
0.8% |
83% |
False |
False |
90,291 |
| 60 |
0.7677 |
0.7323 |
0.0354 |
4.7% |
0.0055 |
0.7% |
73% |
False |
False |
86,695 |
| 80 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0057 |
0.8% |
63% |
False |
False |
76,334 |
| 100 |
0.7737 |
0.7323 |
0.0414 |
5.5% |
0.0058 |
0.8% |
63% |
False |
False |
61,120 |
| 120 |
0.7737 |
0.7132 |
0.0605 |
8.0% |
0.0059 |
0.8% |
74% |
False |
False |
50,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7904 |
|
2.618 |
0.7800 |
|
1.618 |
0.7736 |
|
1.000 |
0.7696 |
|
0.618 |
0.7672 |
|
HIGH |
0.7632 |
|
0.618 |
0.7608 |
|
0.500 |
0.7600 |
|
0.382 |
0.7592 |
|
LOW |
0.7568 |
|
0.618 |
0.7528 |
|
1.000 |
0.7504 |
|
1.618 |
0.7464 |
|
2.618 |
0.7400 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7581 |
| PP |
0.7594 |
0.7581 |
| S1 |
0.7588 |
0.7580 |
|