CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7559 |
0.0025 |
0.3% |
0.7609 |
| High |
0.7574 |
0.7592 |
0.0018 |
0.2% |
0.7620 |
| Low |
0.7531 |
0.7555 |
0.0024 |
0.3% |
0.7526 |
| Close |
0.7565 |
0.7579 |
0.0014 |
0.2% |
0.7565 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-14.0% |
0.0094 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
53,940 |
52,931 |
-1,009 |
-1.9% |
312,619 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7670 |
0.7599 |
|
| R3 |
0.7649 |
0.7633 |
0.7589 |
|
| R2 |
0.7612 |
0.7612 |
0.7586 |
|
| R1 |
0.7596 |
0.7596 |
0.7582 |
0.7604 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7580 |
| S1 |
0.7559 |
0.7559 |
0.7576 |
0.7567 |
| S2 |
0.7538 |
0.7538 |
0.7572 |
|
| S3 |
0.7501 |
0.7522 |
0.7569 |
|
| S4 |
0.7464 |
0.7485 |
0.7559 |
|
|
| 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 |
0.7614 |
0.7526 |
0.0088 |
1.2% |
0.0039 |
0.5% |
60% |
False |
False |
59,950 |
| 10 |
0.7625 |
0.7514 |
0.0111 |
1.5% |
0.0050 |
0.7% |
59% |
False |
False |
58,993 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0052 |
0.7% |
83% |
False |
False |
31,214 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0054 |
0.7% |
85% |
False |
False |
15,884 |
| 60 |
0.7639 |
0.7315 |
0.0324 |
4.3% |
0.0052 |
0.7% |
81% |
False |
False |
10,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7749 |
|
2.618 |
0.7689 |
|
1.618 |
0.7652 |
|
1.000 |
0.7629 |
|
0.618 |
0.7615 |
|
HIGH |
0.7592 |
|
0.618 |
0.7578 |
|
0.500 |
0.7574 |
|
0.382 |
0.7569 |
|
LOW |
0.7555 |
|
0.618 |
0.7532 |
|
1.000 |
0.7518 |
|
1.618 |
0.7495 |
|
2.618 |
0.7458 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7577 |
0.7572 |
| PP |
0.7575 |
0.7566 |
| S1 |
0.7574 |
0.7559 |
|