CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7576 |
0.0017 |
0.2% |
0.7609 |
| High |
0.7592 |
0.7617 |
0.0025 |
0.3% |
0.7620 |
| Low |
0.7555 |
0.7570 |
0.0015 |
0.2% |
0.7526 |
| Close |
0.7579 |
0.7587 |
0.0008 |
0.1% |
0.7565 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.0% |
0.0094 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
52,931 |
68,005 |
15,074 |
28.5% |
312,619 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7732 |
0.7707 |
0.7613 |
|
| R3 |
0.7685 |
0.7660 |
0.7600 |
|
| R2 |
0.7638 |
0.7638 |
0.7596 |
|
| R1 |
0.7613 |
0.7613 |
0.7591 |
0.7626 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7598 |
| S1 |
0.7566 |
0.7566 |
0.7583 |
0.7579 |
| S2 |
0.7544 |
0.7544 |
0.7578 |
|
| S3 |
0.7497 |
0.7519 |
0.7574 |
|
| S4 |
0.7450 |
0.7472 |
0.7561 |
|
|
| 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 |
0.7617 |
0.7526 |
0.0091 |
1.2% |
0.0038 |
0.5% |
67% |
True |
False |
59,339 |
| 10 |
0.7625 |
0.7523 |
0.0102 |
1.3% |
0.0051 |
0.7% |
63% |
False |
False |
63,517 |
| 20 |
0.7625 |
0.7362 |
0.0263 |
3.5% |
0.0052 |
0.7% |
86% |
False |
False |
34,573 |
| 40 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0054 |
0.7% |
88% |
False |
False |
17,567 |
| 60 |
0.7625 |
0.7315 |
0.0310 |
4.1% |
0.0053 |
0.7% |
88% |
False |
False |
11,767 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0052 |
0.7% |
66% |
False |
False |
8,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7740 |
|
1.618 |
0.7693 |
|
1.000 |
0.7664 |
|
0.618 |
0.7646 |
|
HIGH |
0.7617 |
|
0.618 |
0.7599 |
|
0.500 |
0.7594 |
|
0.382 |
0.7588 |
|
LOW |
0.7570 |
|
0.618 |
0.7541 |
|
1.000 |
0.7523 |
|
1.618 |
0.7494 |
|
2.618 |
0.7447 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7583 |
| PP |
0.7591 |
0.7578 |
| S1 |
0.7589 |
0.7574 |
|