CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7578 |
0.0053 |
0.7% |
0.7423 |
| High |
0.7625 |
0.7622 |
-0.0003 |
0.0% |
0.7557 |
| Low |
0.7523 |
0.7558 |
0.0035 |
0.5% |
0.7413 |
| Close |
0.7581 |
0.7572 |
-0.0009 |
-0.1% |
0.7518 |
| Range |
0.0102 |
0.0064 |
-0.0038 |
-37.3% |
0.0144 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.1% |
0.0000 |
| Volume |
64,880 |
50,665 |
-14,215 |
-21.9% |
19,424 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7738 |
0.7607 |
|
| R3 |
0.7712 |
0.7674 |
0.7590 |
|
| R2 |
0.7648 |
0.7648 |
0.7584 |
|
| R1 |
0.7610 |
0.7610 |
0.7578 |
0.7597 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7578 |
| S1 |
0.7546 |
0.7546 |
0.7566 |
0.7533 |
| S2 |
0.7520 |
0.7520 |
0.7560 |
|
| S3 |
0.7456 |
0.7482 |
0.7554 |
|
| S4 |
0.7392 |
0.7418 |
0.7537 |
|
|
| 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% |
0.0051 |
0.7% |
54% |
False |
False |
30,727 |
| 10 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0057 |
0.7% |
80% |
False |
False |
16,986 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0057 |
0.7% |
80% |
False |
False |
8,874 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0056 |
0.7% |
83% |
False |
False |
4,618 |
| 60 |
0.7661 |
0.7315 |
0.0346 |
4.6% |
0.0053 |
0.7% |
74% |
False |
False |
3,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7790 |
|
1.618 |
0.7726 |
|
1.000 |
0.7686 |
|
0.618 |
0.7662 |
|
HIGH |
0.7622 |
|
0.618 |
0.7598 |
|
0.500 |
0.7590 |
|
0.382 |
0.7582 |
|
LOW |
0.7558 |
|
0.618 |
0.7518 |
|
1.000 |
0.7494 |
|
1.618 |
0.7454 |
|
2.618 |
0.7390 |
|
4.250 |
0.7286 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7571 |
| PP |
0.7584 |
0.7570 |
| S1 |
0.7578 |
0.7570 |
|