CME Australian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7573 |
-0.0003 |
0.0% |
0.7609 |
| High |
0.7617 |
0.7638 |
0.0021 |
0.3% |
0.7620 |
| Low |
0.7570 |
0.7570 |
0.0000 |
0.0% |
0.7526 |
| Close |
0.7587 |
0.7631 |
0.0044 |
0.6% |
0.7565 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0094 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
| Volume |
68,005 |
103,094 |
35,089 |
51.6% |
312,619 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7792 |
0.7668 |
|
| R3 |
0.7749 |
0.7724 |
0.7650 |
|
| R2 |
0.7681 |
0.7681 |
0.7643 |
|
| R1 |
0.7656 |
0.7656 |
0.7637 |
0.7669 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7619 |
| S1 |
0.7588 |
0.7588 |
0.7625 |
0.7601 |
| S2 |
0.7545 |
0.7545 |
0.7619 |
|
| S3 |
0.7477 |
0.7520 |
0.7612 |
|
| S4 |
0.7409 |
0.7452 |
0.7594 |
|
|
| 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 |
0.7638 |
0.7526 |
0.0112 |
1.5% |
0.0044 |
0.6% |
94% |
True |
False |
66,752 |
| 10 |
0.7638 |
0.7526 |
0.0112 |
1.5% |
0.0047 |
0.6% |
94% |
True |
False |
67,339 |
| 20 |
0.7638 |
0.7362 |
0.0276 |
3.6% |
0.0053 |
0.7% |
97% |
True |
False |
39,681 |
| 40 |
0.7638 |
0.7315 |
0.0323 |
4.2% |
0.0054 |
0.7% |
98% |
True |
False |
20,136 |
| 60 |
0.7638 |
0.7315 |
0.0323 |
4.2% |
0.0053 |
0.7% |
98% |
True |
False |
13,481 |
| 80 |
0.7725 |
0.7315 |
0.0410 |
5.4% |
0.0053 |
0.7% |
77% |
False |
False |
10,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7816 |
|
1.618 |
0.7748 |
|
1.000 |
0.7706 |
|
0.618 |
0.7680 |
|
HIGH |
0.7638 |
|
0.618 |
0.7612 |
|
0.500 |
0.7604 |
|
0.382 |
0.7596 |
|
LOW |
0.7570 |
|
0.618 |
0.7528 |
|
1.000 |
0.7502 |
|
1.618 |
0.7460 |
|
2.618 |
0.7392 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7620 |
| PP |
0.7613 |
0.7608 |
| S1 |
0.7604 |
0.7597 |
|