CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7571 |
-0.0007 |
-0.1% |
0.7523 |
| High |
0.7622 |
0.7621 |
-0.0001 |
0.0% |
0.7625 |
| Low |
0.7558 |
0.7567 |
0.0009 |
0.1% |
0.7512 |
| Close |
0.7572 |
0.7616 |
0.0044 |
0.6% |
0.7616 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0113 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
50,665 |
86,077 |
35,412 |
69.9% |
235,374 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7744 |
0.7646 |
|
| R3 |
0.7709 |
0.7690 |
0.7631 |
|
| R2 |
0.7655 |
0.7655 |
0.7626 |
|
| R1 |
0.7636 |
0.7636 |
0.7621 |
0.7646 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7606 |
| S1 |
0.7582 |
0.7582 |
0.7611 |
0.7592 |
| S2 |
0.7547 |
0.7547 |
0.7606 |
|
| S3 |
0.7493 |
0.7528 |
0.7601 |
|
| S4 |
0.7439 |
0.7474 |
0.7586 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7883 |
0.7678 |
|
| R3 |
0.7810 |
0.7770 |
0.7647 |
|
| R2 |
0.7697 |
0.7697 |
0.7637 |
|
| R1 |
0.7657 |
0.7657 |
0.7626 |
0.7677 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7595 |
| S1 |
0.7544 |
0.7544 |
0.7606 |
0.7564 |
| S2 |
0.7471 |
0.7471 |
0.7595 |
|
| S3 |
0.7358 |
0.7431 |
0.7585 |
|
| S4 |
0.7245 |
0.7318 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7625 |
0.7512 |
0.0113 |
1.5% |
0.0057 |
0.7% |
92% |
False |
False |
47,074 |
| 10 |
0.7625 |
0.7413 |
0.0212 |
2.8% |
0.0055 |
0.7% |
96% |
False |
False |
25,479 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0057 |
0.7% |
97% |
False |
False |
13,132 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0056 |
0.7% |
97% |
False |
False |
6,764 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0053 |
0.7% |
88% |
False |
False |
4,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7762 |
|
1.618 |
0.7708 |
|
1.000 |
0.7675 |
|
0.618 |
0.7654 |
|
HIGH |
0.7621 |
|
0.618 |
0.7600 |
|
0.500 |
0.7594 |
|
0.382 |
0.7588 |
|
LOW |
0.7567 |
|
0.618 |
0.7534 |
|
1.000 |
0.7513 |
|
1.618 |
0.7480 |
|
2.618 |
0.7426 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7602 |
| PP |
0.7601 |
0.7588 |
| S1 |
0.7594 |
0.7574 |
|