CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7572 |
-0.0018 |
-0.2% |
0.7523 |
| High |
0.7614 |
0.7573 |
-0.0041 |
-0.5% |
0.7625 |
| Low |
0.7562 |
0.7535 |
-0.0027 |
-0.4% |
0.7512 |
| Close |
0.7573 |
0.7549 |
-0.0024 |
-0.3% |
0.7616 |
| Range |
0.0052 |
0.0038 |
-0.0014 |
-26.9% |
0.0113 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
71,060 |
66,032 |
-5,028 |
-7.1% |
235,374 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7646 |
0.7570 |
|
| R3 |
0.7628 |
0.7608 |
0.7559 |
|
| R2 |
0.7590 |
0.7590 |
0.7556 |
|
| R1 |
0.7570 |
0.7570 |
0.7552 |
0.7561 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7548 |
| S1 |
0.7532 |
0.7532 |
0.7546 |
0.7523 |
| S2 |
0.7514 |
0.7514 |
0.7542 |
|
| S3 |
0.7476 |
0.7494 |
0.7539 |
|
| S4 |
0.7438 |
0.7456 |
0.7528 |
|
|
| 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 |
0.7622 |
0.7535 |
0.0087 |
1.2% |
0.0050 |
0.7% |
16% |
False |
True |
67,926 |
| 10 |
0.7625 |
0.7509 |
0.0116 |
1.5% |
0.0047 |
0.6% |
34% |
False |
False |
44,587 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0055 |
0.7% |
71% |
False |
False |
23,195 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0056 |
0.7% |
75% |
False |
False |
11,831 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0053 |
0.7% |
69% |
False |
False |
7,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7672 |
|
1.618 |
0.7634 |
|
1.000 |
0.7611 |
|
0.618 |
0.7596 |
|
HIGH |
0.7573 |
|
0.618 |
0.7558 |
|
0.500 |
0.7554 |
|
0.382 |
0.7550 |
|
LOW |
0.7535 |
|
0.618 |
0.7512 |
|
1.000 |
0.7497 |
|
1.618 |
0.7474 |
|
2.618 |
0.7436 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7578 |
| PP |
0.7552 |
0.7568 |
| S1 |
0.7551 |
0.7559 |
|