CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7416 |
0.7364 |
-0.0052 |
-0.7% |
0.7431 |
| High |
0.7442 |
0.7437 |
-0.0005 |
-0.1% |
0.7463 |
| Low |
0.7363 |
0.7362 |
-0.0001 |
0.0% |
0.7362 |
| Close |
0.7364 |
0.7425 |
0.0061 |
0.8% |
0.7425 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-5.1% |
0.0101 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.4% |
0.0000 |
| Volume |
1,029 |
1,144 |
115 |
11.2% |
3,943 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7604 |
0.7466 |
|
| R3 |
0.7558 |
0.7529 |
0.7446 |
|
| R2 |
0.7483 |
0.7483 |
0.7439 |
|
| R1 |
0.7454 |
0.7454 |
0.7432 |
0.7469 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7415 |
| S1 |
0.7379 |
0.7379 |
0.7418 |
0.7394 |
| S2 |
0.7333 |
0.7333 |
0.7411 |
|
| S3 |
0.7258 |
0.7304 |
0.7404 |
|
| S4 |
0.7183 |
0.7229 |
0.7384 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7673 |
0.7481 |
|
| R3 |
0.7619 |
0.7572 |
0.7453 |
|
| R2 |
0.7518 |
0.7518 |
0.7444 |
|
| R1 |
0.7471 |
0.7471 |
0.7434 |
0.7444 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7403 |
| S1 |
0.7370 |
0.7370 |
0.7416 |
0.7343 |
| S2 |
0.7316 |
0.7316 |
0.7406 |
|
| S3 |
0.7215 |
0.7269 |
0.7397 |
|
| S4 |
0.7114 |
0.7168 |
0.7369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7463 |
0.7362 |
0.0101 |
1.4% |
0.0059 |
0.8% |
62% |
False |
True |
913 |
| 10 |
0.7503 |
0.7362 |
0.0141 |
1.9% |
0.0058 |
0.8% |
45% |
False |
True |
785 |
| 20 |
0.7503 |
0.7315 |
0.0188 |
2.5% |
0.0055 |
0.7% |
59% |
False |
False |
631 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.7% |
0.0055 |
0.7% |
40% |
False |
False |
433 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.5% |
0.0053 |
0.7% |
27% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7633 |
|
1.618 |
0.7558 |
|
1.000 |
0.7512 |
|
0.618 |
0.7483 |
|
HIGH |
0.7437 |
|
0.618 |
0.7408 |
|
0.500 |
0.7400 |
|
0.382 |
0.7391 |
|
LOW |
0.7362 |
|
0.618 |
0.7316 |
|
1.000 |
0.7287 |
|
1.618 |
0.7241 |
|
2.618 |
0.7166 |
|
4.250 |
0.7043 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7421 |
| PP |
0.7408 |
0.7417 |
| S1 |
0.7400 |
0.7413 |
|