CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7525 |
-0.0013 |
-0.2% |
0.7423 |
| High |
0.7544 |
0.7533 |
-0.0011 |
-0.1% |
0.7557 |
| Low |
0.7515 |
0.7509 |
-0.0006 |
-0.1% |
0.7413 |
| Close |
0.7536 |
0.7518 |
-0.0018 |
-0.2% |
0.7518 |
| Range |
0.0029 |
0.0024 |
-0.0005 |
-17.2% |
0.0144 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
3,270 |
4,342 |
1,072 |
32.8% |
19,424 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7579 |
0.7531 |
|
| R3 |
0.7568 |
0.7555 |
0.7525 |
|
| R2 |
0.7544 |
0.7544 |
0.7522 |
|
| R1 |
0.7531 |
0.7531 |
0.7520 |
0.7526 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7517 |
| S1 |
0.7507 |
0.7507 |
0.7516 |
0.7502 |
| S2 |
0.7496 |
0.7496 |
0.7514 |
|
| S3 |
0.7472 |
0.7483 |
0.7511 |
|
| S4 |
0.7448 |
0.7459 |
0.7505 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7867 |
0.7597 |
|
| R3 |
0.7784 |
0.7723 |
0.7558 |
|
| R2 |
0.7640 |
0.7640 |
0.7544 |
|
| R1 |
0.7579 |
0.7579 |
0.7531 |
0.7610 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7511 |
| S1 |
0.7435 |
0.7435 |
0.7505 |
0.7466 |
| S2 |
0.7352 |
0.7352 |
0.7492 |
|
| S3 |
0.7208 |
0.7291 |
0.7478 |
|
| S4 |
0.7064 |
0.7147 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7557 |
0.7413 |
0.0144 |
1.9% |
0.0052 |
0.7% |
73% |
False |
False |
3,884 |
| 10 |
0.7557 |
0.7362 |
0.0195 |
2.6% |
0.0056 |
0.7% |
80% |
False |
False |
2,399 |
| 20 |
0.7557 |
0.7355 |
0.0202 |
2.7% |
0.0055 |
0.7% |
81% |
False |
False |
1,491 |
| 40 |
0.7589 |
0.7315 |
0.0274 |
3.6% |
0.0056 |
0.7% |
74% |
False |
False |
906 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.5% |
0.0052 |
0.7% |
50% |
False |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7596 |
|
1.618 |
0.7572 |
|
1.000 |
0.7557 |
|
0.618 |
0.7548 |
|
HIGH |
0.7533 |
|
0.618 |
0.7524 |
|
0.500 |
0.7521 |
|
0.382 |
0.7518 |
|
LOW |
0.7509 |
|
0.618 |
0.7494 |
|
1.000 |
0.7485 |
|
1.618 |
0.7470 |
|
2.618 |
0.7446 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7521 |
0.7524 |
| PP |
0.7520 |
0.7522 |
| S1 |
0.7519 |
0.7520 |
|