CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7477 |
0.7499 |
0.0022 |
0.3% |
0.7431 |
| High |
0.7513 |
0.7557 |
0.0044 |
0.6% |
0.7463 |
| Low |
0.7447 |
0.7490 |
0.0043 |
0.6% |
0.7362 |
| Close |
0.7498 |
0.7534 |
0.0036 |
0.5% |
0.7425 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0101 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.0% |
0.0000 |
| Volume |
5,627 |
4,245 |
-1,382 |
-24.6% |
3,943 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7728 |
0.7698 |
0.7571 |
|
| R3 |
0.7661 |
0.7631 |
0.7552 |
|
| R2 |
0.7594 |
0.7594 |
0.7546 |
|
| R1 |
0.7564 |
0.7564 |
0.7540 |
0.7579 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7535 |
| S1 |
0.7497 |
0.7497 |
0.7528 |
0.7512 |
| S2 |
0.7460 |
0.7460 |
0.7522 |
|
| S3 |
0.7393 |
0.7430 |
0.7516 |
|
| S4 |
0.7326 |
0.7363 |
0.7497 |
|
|
| 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 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0072 |
1.0% |
88% |
True |
False |
2,797 |
| 10 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0063 |
0.8% |
88% |
True |
False |
1,803 |
| 20 |
0.7557 |
0.7325 |
0.0232 |
3.1% |
0.0057 |
0.8% |
90% |
True |
False |
1,162 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.6% |
0.0057 |
0.8% |
80% |
False |
False |
719 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0055 |
0.7% |
53% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7842 |
|
2.618 |
0.7732 |
|
1.618 |
0.7665 |
|
1.000 |
0.7624 |
|
0.618 |
0.7598 |
|
HIGH |
0.7557 |
|
0.618 |
0.7531 |
|
0.500 |
0.7524 |
|
0.382 |
0.7516 |
|
LOW |
0.7490 |
|
0.618 |
0.7449 |
|
1.000 |
0.7423 |
|
1.618 |
0.7382 |
|
2.618 |
0.7315 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7531 |
0.7518 |
| PP |
0.7527 |
0.7501 |
| S1 |
0.7524 |
0.7485 |
|