CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7546 |
0.7534 |
-0.0012 |
-0.2% |
0.7609 |
| High |
0.7553 |
0.7574 |
0.0021 |
0.3% |
0.7620 |
| Low |
0.7526 |
0.7531 |
0.0005 |
0.1% |
0.7526 |
| Close |
0.7535 |
0.7565 |
0.0030 |
0.4% |
0.7565 |
| Range |
0.0027 |
0.0043 |
0.0016 |
59.3% |
0.0094 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
55,790 |
53,940 |
-1,850 |
-3.3% |
312,619 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7668 |
0.7589 |
|
| R3 |
0.7643 |
0.7625 |
0.7577 |
|
| R2 |
0.7600 |
0.7600 |
0.7573 |
|
| R1 |
0.7582 |
0.7582 |
0.7569 |
0.7591 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7561 |
| S1 |
0.7539 |
0.7539 |
0.7561 |
0.7548 |
| S2 |
0.7514 |
0.7514 |
0.7557 |
|
| S3 |
0.7471 |
0.7496 |
0.7553 |
|
| S4 |
0.7428 |
0.7453 |
0.7541 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7803 |
0.7617 |
|
| R3 |
0.7758 |
0.7709 |
0.7591 |
|
| R2 |
0.7664 |
0.7664 |
0.7582 |
|
| R1 |
0.7615 |
0.7615 |
0.7574 |
0.7593 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7559 |
| S1 |
0.7521 |
0.7521 |
0.7556 |
0.7499 |
| S2 |
0.7476 |
0.7476 |
0.7548 |
|
| S3 |
0.7382 |
0.7427 |
0.7539 |
|
| S4 |
0.7288 |
0.7333 |
0.7513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7526 |
0.0094 |
1.2% |
0.0041 |
0.5% |
41% |
False |
False |
62,523 |
| 10 |
0.7625 |
0.7512 |
0.0113 |
1.5% |
0.0049 |
0.6% |
47% |
False |
False |
54,799 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0052 |
0.7% |
77% |
False |
False |
28,599 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0054 |
0.7% |
81% |
False |
False |
14,563 |
| 60 |
0.7656 |
0.7315 |
0.0341 |
4.5% |
0.0052 |
0.7% |
73% |
False |
False |
9,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7687 |
|
1.618 |
0.7644 |
|
1.000 |
0.7617 |
|
0.618 |
0.7601 |
|
HIGH |
0.7574 |
|
0.618 |
0.7558 |
|
0.500 |
0.7553 |
|
0.382 |
0.7547 |
|
LOW |
0.7531 |
|
0.618 |
0.7504 |
|
1.000 |
0.7488 |
|
1.618 |
0.7461 |
|
2.618 |
0.7418 |
|
4.250 |
0.7348 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7560 |
| PP |
0.7557 |
0.7555 |
| S1 |
0.7553 |
0.7550 |
|