CME Australian Dollar Future September 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 |
0.7364 |
0.7423 |
0.0059 |
0.8% |
0.7431 |
| High |
0.7437 |
0.7487 |
0.0050 |
0.7% |
0.7463 |
| Low |
0.7362 |
0.7413 |
0.0051 |
0.7% |
0.7362 |
| Close |
0.7425 |
0.7478 |
0.0053 |
0.7% |
0.7425 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0101 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
1,144 |
1,940 |
796 |
69.6% |
3,943 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7654 |
0.7519 |
|
| R3 |
0.7607 |
0.7580 |
0.7498 |
|
| R2 |
0.7533 |
0.7533 |
0.7492 |
|
| R1 |
0.7506 |
0.7506 |
0.7485 |
0.7520 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7466 |
| S1 |
0.7432 |
0.7432 |
0.7471 |
0.7446 |
| S2 |
0.7385 |
0.7385 |
0.7464 |
|
| S3 |
0.7311 |
0.7358 |
0.7458 |
|
| S4 |
0.7237 |
0.7284 |
0.7437 |
|
|
| 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 |
0.7487 |
0.7362 |
0.0125 |
1.7% |
0.0066 |
0.9% |
93% |
True |
False |
1,176 |
| 10 |
0.7503 |
0.7362 |
0.0141 |
1.9% |
0.0060 |
0.8% |
82% |
False |
False |
930 |
| 20 |
0.7503 |
0.7315 |
0.0188 |
2.5% |
0.0056 |
0.8% |
87% |
False |
False |
715 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.7% |
0.0055 |
0.7% |
59% |
False |
False |
479 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.5% |
0.0054 |
0.7% |
40% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7681 |
|
1.618 |
0.7607 |
|
1.000 |
0.7561 |
|
0.618 |
0.7533 |
|
HIGH |
0.7487 |
|
0.618 |
0.7459 |
|
0.500 |
0.7450 |
|
0.382 |
0.7441 |
|
LOW |
0.7413 |
|
0.618 |
0.7367 |
|
1.000 |
0.7339 |
|
1.618 |
0.7293 |
|
2.618 |
0.7219 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7469 |
0.7460 |
| PP |
0.7459 |
0.7442 |
| S1 |
0.7450 |
0.7425 |
|