CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7538 |
0.0039 |
0.5% |
0.7431 |
| High |
0.7557 |
0.7544 |
-0.0013 |
-0.2% |
0.7463 |
| Low |
0.7490 |
0.7515 |
0.0025 |
0.3% |
0.7362 |
| Close |
0.7534 |
0.7536 |
0.0002 |
0.0% |
0.7425 |
| Range |
0.0067 |
0.0029 |
-0.0038 |
-56.7% |
0.0101 |
| ATR |
0.0060 |
0.0057 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
4,245 |
3,270 |
-975 |
-23.0% |
3,943 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7619 |
0.7606 |
0.7552 |
|
| R3 |
0.7590 |
0.7577 |
0.7544 |
|
| R2 |
0.7561 |
0.7561 |
0.7541 |
|
| R1 |
0.7548 |
0.7548 |
0.7539 |
0.7540 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7528 |
| S1 |
0.7519 |
0.7519 |
0.7533 |
0.7511 |
| S2 |
0.7503 |
0.7503 |
0.7531 |
|
| S3 |
0.7474 |
0.7490 |
0.7528 |
|
| S4 |
0.7445 |
0.7461 |
0.7520 |
|
|
| 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% |
0.0062 |
0.8% |
89% |
False |
False |
3,245 |
| 10 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0059 |
0.8% |
89% |
False |
False |
2,051 |
| 20 |
0.7557 |
0.7325 |
0.0232 |
3.1% |
0.0056 |
0.7% |
91% |
False |
False |
1,290 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.6% |
0.0056 |
0.7% |
81% |
False |
False |
800 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0054 |
0.7% |
54% |
False |
False |
565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7667 |
|
2.618 |
0.7620 |
|
1.618 |
0.7591 |
|
1.000 |
0.7573 |
|
0.618 |
0.7562 |
|
HIGH |
0.7544 |
|
0.618 |
0.7533 |
|
0.500 |
0.7530 |
|
0.382 |
0.7526 |
|
LOW |
0.7515 |
|
0.618 |
0.7497 |
|
1.000 |
0.7486 |
|
1.618 |
0.7468 |
|
2.618 |
0.7439 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7525 |
| PP |
0.7532 |
0.7513 |
| S1 |
0.7530 |
0.7502 |
|