CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7531 |
0.7525 |
-0.0006 |
-0.1% |
0.7423 |
| High |
0.7554 |
0.7625 |
0.0071 |
0.9% |
0.7557 |
| Low |
0.7514 |
0.7523 |
0.0009 |
0.1% |
0.7413 |
| Close |
0.7529 |
0.7581 |
0.0052 |
0.7% |
0.7518 |
| Range |
0.0040 |
0.0102 |
0.0062 |
155.0% |
0.0144 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
6.8% |
0.0000 |
| Volume |
22,763 |
64,880 |
42,117 |
185.0% |
19,424 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7834 |
0.7637 |
|
| R3 |
0.7780 |
0.7732 |
0.7609 |
|
| R2 |
0.7678 |
0.7678 |
0.7600 |
|
| R1 |
0.7630 |
0.7630 |
0.7590 |
0.7654 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7589 |
| S1 |
0.7528 |
0.7528 |
0.7572 |
0.7552 |
| S2 |
0.7474 |
0.7474 |
0.7562 |
|
| S3 |
0.7372 |
0.7426 |
0.7553 |
|
| S4 |
0.7270 |
0.7324 |
0.7525 |
|
|
| 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 |
0.7625 |
0.7509 |
0.0116 |
1.5% |
0.0044 |
0.6% |
62% |
True |
False |
21,248 |
| 10 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0058 |
0.8% |
83% |
True |
False |
12,022 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0056 |
0.7% |
83% |
True |
False |
6,361 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0056 |
0.7% |
86% |
True |
False |
3,361 |
| 60 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0053 |
0.7% |
65% |
False |
False |
2,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8059 |
|
2.618 |
0.7892 |
|
1.618 |
0.7790 |
|
1.000 |
0.7727 |
|
0.618 |
0.7688 |
|
HIGH |
0.7625 |
|
0.618 |
0.7586 |
|
0.500 |
0.7574 |
|
0.382 |
0.7562 |
|
LOW |
0.7523 |
|
0.618 |
0.7460 |
|
1.000 |
0.7421 |
|
1.618 |
0.7358 |
|
2.618 |
0.7256 |
|
4.250 |
0.7090 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7577 |
| PP |
0.7576 |
0.7573 |
| S1 |
0.7574 |
0.7569 |
|