CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7590 |
-0.0019 |
-0.2% |
0.7523 |
| High |
0.7620 |
0.7614 |
-0.0006 |
-0.1% |
0.7625 |
| Low |
0.7576 |
0.7562 |
-0.0014 |
-0.2% |
0.7512 |
| Close |
0.7585 |
0.7573 |
-0.0012 |
-0.2% |
0.7616 |
| Range |
0.0044 |
0.0052 |
0.0008 |
18.2% |
0.0113 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65,797 |
71,060 |
5,263 |
8.0% |
235,374 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7708 |
0.7602 |
|
| R3 |
0.7687 |
0.7656 |
0.7587 |
|
| R2 |
0.7635 |
0.7635 |
0.7583 |
|
| R1 |
0.7604 |
0.7604 |
0.7578 |
0.7594 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7578 |
| S1 |
0.7552 |
0.7552 |
0.7568 |
0.7542 |
| S2 |
0.7531 |
0.7531 |
0.7563 |
|
| S3 |
0.7479 |
0.7500 |
0.7559 |
|
| S4 |
0.7427 |
0.7448 |
0.7544 |
|
|
| 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 |
0.7523 |
0.0102 |
1.3% |
0.0063 |
0.8% |
49% |
False |
False |
67,695 |
| 10 |
0.7625 |
0.7490 |
0.0135 |
1.8% |
0.0050 |
0.7% |
61% |
False |
False |
38,408 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0056 |
0.7% |
80% |
False |
False |
19,929 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0057 |
0.7% |
83% |
False |
False |
10,182 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0053 |
0.7% |
76% |
False |
False |
6,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7835 |
|
2.618 |
0.7750 |
|
1.618 |
0.7698 |
|
1.000 |
0.7666 |
|
0.618 |
0.7646 |
|
HIGH |
0.7614 |
|
0.618 |
0.7594 |
|
0.500 |
0.7588 |
|
0.382 |
0.7582 |
|
LOW |
0.7562 |
|
0.618 |
0.7530 |
|
1.000 |
0.7510 |
|
1.618 |
0.7478 |
|
2.618 |
0.7426 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7592 |
| PP |
0.7583 |
0.7585 |
| S1 |
0.7578 |
0.7579 |
|