CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7609 |
0.0038 |
0.5% |
0.7523 |
| High |
0.7621 |
0.7620 |
-0.0001 |
0.0% |
0.7625 |
| Low |
0.7567 |
0.7576 |
0.0009 |
0.1% |
0.7512 |
| Close |
0.7616 |
0.7585 |
-0.0031 |
-0.4% |
0.7616 |
| Range |
0.0054 |
0.0044 |
-0.0010 |
-18.5% |
0.0113 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
86,077 |
65,797 |
-20,280 |
-23.6% |
235,374 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7699 |
0.7609 |
|
| R3 |
0.7682 |
0.7655 |
0.7597 |
|
| R2 |
0.7638 |
0.7638 |
0.7593 |
|
| R1 |
0.7611 |
0.7611 |
0.7589 |
0.7603 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7589 |
| S1 |
0.7567 |
0.7567 |
0.7581 |
0.7559 |
| S2 |
0.7550 |
0.7550 |
0.7577 |
|
| S3 |
0.7506 |
0.7523 |
0.7573 |
|
| S4 |
0.7462 |
0.7479 |
0.7561 |
|
|
| 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 |
0.7514 |
0.0111 |
1.5% |
0.0061 |
0.8% |
64% |
False |
False |
58,036 |
| 10 |
0.7625 |
0.7447 |
0.0178 |
2.3% |
0.0052 |
0.7% |
78% |
False |
False |
31,865 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0056 |
0.7% |
85% |
False |
False |
16,398 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0056 |
0.7% |
87% |
False |
False |
8,408 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0053 |
0.7% |
79% |
False |
False |
5,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7807 |
|
2.618 |
0.7735 |
|
1.618 |
0.7691 |
|
1.000 |
0.7664 |
|
0.618 |
0.7647 |
|
HIGH |
0.7620 |
|
0.618 |
0.7603 |
|
0.500 |
0.7598 |
|
0.382 |
0.7593 |
|
LOW |
0.7576 |
|
0.618 |
0.7549 |
|
1.000 |
0.7532 |
|
1.618 |
0.7505 |
|
2.618 |
0.7461 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7590 |
| PP |
0.7594 |
0.7588 |
| S1 |
0.7589 |
0.7587 |
|